CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV               Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       48,291
COMMITMENTS
  12,654   10,384    1,050   34,563   36,857   48,267   48,291       24        0

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:      1,074)
     740      224        0      332      850    1,072    1,074        2        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.2     21.5      2.2     71.6     76.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      10        4        1       18       14       28       19                  
 
 
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV                       Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       42,696
COMMITMENTS
   4,994   24,159        0   37,702   18,537   42,696   42,696        0        0

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:        200)
       0        0        0      200      200      200      200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.7     56.6      0.0     88.3     43.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        6        0       10        8       13       14                  
 
 
NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV                       Code-0063A4
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       47,091
COMMITMENTS
   7,611   34,328        0   39,480   12,763   47,091   47,091        0        0

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.2     72.9      0.0     83.8     27.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        9        0       13        8       15       17                  
 
 
PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV               Code-0063AD
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       31,144
COMMITMENTS
   3,970   16,450      100   27,074   14,594   31,144   31,144        0        0

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:         21)
       0      100        0       21      -79       21       21        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.7     52.8      0.3     86.9     46.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        5        1        8       11       14       16                  
 
 
PJM TRI-RECs CLASS 1 Vin 2020 - ICE FUTURES ENERGY DIV               Code-0063AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       33,895
COMMITMENTS
   7,570    7,900        0   26,325   25,995   33,895   33,895        0        0

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:      1,800)
     550      250        0    1,250    1,550    1,800    1,800        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.3     23.3      0.0     77.7     76.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        3        0       11        5       15        8                  
 
 
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV               Code-0063AS
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       34,978
COMMITMENTS
  13,199   10,165      960   20,818   23,853   34,978   34,978        0        0

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:      3,446)
   1,149    1,442       41    2,256    1,962    3,446    3,446        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    37.7     29.1      2.7     59.5     68.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      13        6        5       17       13       32       23                  
 
 
PJM TRI-RECs CLASS 1 Vin 2021 - ICE FUTURES ENERGY DIV               Code-0063B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       31,309
COMMITMENTS
  12,959    3,950        0   18,350   27,359   31,309   31,309        0        0

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:         21)
    -850        0        0      871       21       21       21        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    41.4     12.6      0.0     58.6     87.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6        2        0       10        4       16        6                  
 
 
NJ SRECS VINTAGE 2021 - ICE FUTURES ENERGY DIV                       Code-0063BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       31,870
COMMITMENTS
   8,280   21,357        0   23,590   10,513   31,870   31,870        0        0

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.0     67.0      0.0     74.0     33.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        5        0        8        6       12       11                  
 
 
RGGI VINTAGE 2018 - ICE FUTURES ENERGY DIV                           Code-0063CD
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       34,625
COMMITMENTS
   3,950      446        0   30,675   34,179   34,625   34,625        0        0

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:        -38)
       0        0        0      -38      -38      -38      -38        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.4      1.3      0.0     88.6     98.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        2        0       13        7       16        9                  
 
 
RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV                           Code-0063CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       10,643
COMMITMENTS
   1,101       25       75    9,467   10,543   10,643   10,643        0        0

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.3      0.2      0.7     89.0     99.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        1        1       14       11       19       12                  
 
 
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV                          Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       32,729
COMMITMENTS
   5,519       41    4,662   22,335   27,781   32,516   32,484      213      245

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:      1,713)
     -17      -22      668    1,062    1,057    1,713    1,703        0       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.9      0.1     14.2     68.2     84.9     99.3     99.3      0.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       5        1        5       22       23       28       28                  
 
 
3% FUEL OIL USGC VS. 3.5%FUEL OIL FOB ROTTERDAM BARGES - ICE FUTURES Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       27,997
COMMITMENTS
     815    6,936    1,435   24,810   19,416   27,060   27,787      937      210

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:        275)
       0     -330     -198      468      798      270      270        5        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9     24.8      5.1     88.6     69.4     96.7     99.2      3.3      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        4        4       25       17       30       22                  
 
 
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV                 Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    5,229,047
COMMITMENTS
 237,196   80,143  540,508  4410595  4601862  5188299  5222513   40,748    6,534

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:    137,655)
  -1,056   17,150  -14,177  152,730  136,878  137,497  139,851      158   -2,196

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.5      1.5     10.3     84.3     88.0     99.2     99.9      0.8      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      40       22       49      147      117      204      172                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      912,457
COMMITMENTS
  52,931   71,832  354,267  503,098  483,895  910,296  909,994    2,161    2,463

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:     50,717)
  11,698   14,635    6,644   32,220   29,636   50,562   50,915      155     -198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.8      7.9     38.8     55.1     53.0     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      17       13       24       59       55       86       82                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      257,712
COMMITMENTS
     862    5,006      125  248,193  246,573  249,180  251,704    8,532    6,008

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:      6,264)
     214        0        0    6,885    4,596    7,099    4,596     -835    1,668

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      1.9      0.0     96.3     95.7     96.7     97.7      3.3      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        1        1       29       23       30       25                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      132,903
COMMITMENTS
   5,864        0        0  122,878  119,857  128,742  119,857    4,161   13,046

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:      8,863)
     176        0        0    9,488    5,732    9,664    5,732     -801    3,131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.4      0.0      0.0     92.5     90.2     96.9     90.2      3.1      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        0        0       28       23       30       23                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      306,414
COMMITMENTS
   1,289    1,774      208  297,221  298,747  298,718  300,729    7,696    5,685

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:     16,835)
   1,210    1,774     -644   19,551   14,539   20,117   15,669   -3,282    1,166

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      0.6      0.1     97.0     97.5     97.5     98.1      2.5      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        1        1       25       27       27       29                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      776,508
COMMITMENTS
   6,271    6,890   10,162  750,703  757,911  767,136  774,963    9,372    1,545

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:     18,434)
    -416       63       92   17,474   18,093   17,150   18,248    1,284      186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      0.9      1.3     96.7     97.6     98.8     99.8      1.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       3        2        4       40       23       45       27                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      400,681
COMMITMENTS
     252        0        0  386,720  396,084  386,972  396,084   13,709    4,597

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:      6,136)
      28        0        0    8,352    5,906    8,380    5,906   -2,244      230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      0.0      0.0     96.5     98.9     96.6     98.9      3.4      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       1        0        0       44       42       45       42                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      511,873
COMMITMENTS
   2,929      716      491  498,159  506,560  501,579  507,767   10,294    4,106

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:     -4,984)
   2,101        0      243   -6,730   -5,006   -4,386   -4,763     -598     -221

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      0.1      0.1     97.3     99.0     98.0     99.2      2.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       4        1        2       37       40       42       42                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      302,527
COMMITMENTS
       0        0        0  295,080  297,680  295,080  297,680    7,447    4,847

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:     -2,598)
       0        0        0   -2,007     -810   -2,007     -810     -591   -1,788

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     97.5     98.4     97.5     98.4      2.5      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       0        0        0       35       33       35       33                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      108,210
COMMITMENTS
     390    1,433      545  101,694  102,454  102,629  104,432    5,581    3,778

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:        878)
     119      186      -73    1,420    1,254    1,466    1,367     -588     -489

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      1.3      0.5     94.0     94.7     94.8     96.5      5.2      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        1        2       24       21       26       23                  
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       39,186
COMMITMENTS
     434        0        0   34,976   38,348   35,410   38,348    3,776      838

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:      4,200)
       0        0        0    4,355    4,200    4,355    4,200     -155        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      0.0      0.0     89.3     97.9     90.4     97.9      9.6      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        0       18       19       19       19                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      263,904
COMMITMENTS
       0        0        0  252,527  258,768  252,527  258,768   11,377    5,136

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:     26,601)
       0        0        0   21,496   26,605   21,496   26,605    5,105       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     95.7     98.1     95.7     98.1      4.3      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        0        0       21       25       21       25                  
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      159,415
COMMITMENTS
       0    1,712        0  147,431  152,856  147,431  154,568   11,984    4,847

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:      9,264)
       0        0        0    8,175    8,984    8,175    8,984    1,089      280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.1      0.0     92.5     95.9     92.5     97.0      7.5      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        1        0       25       20       25       21                  
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      229,543
COMMITMENTS
       0        0        0  226,447  228,296  226,447  228,296    3,096    1,247

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:      1,742)
       0        0        0    1,742    1,742    1,742    1,742        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     98.7     99.5     98.7     99.5      1.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        0        0       21       18       21       18                  
 
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                      Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       19,795
COMMITMENTS
       0      465        0   19,299   18,666   19,299   19,131      496      664

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:      1,288)
       0        0        0    1,288    1,511    1,288    1,511        0     -223

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.3      0.0     97.5     94.3     97.5     96.6      2.5      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        1        0       19       15       19       16                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      566,238
COMMITMENTS
  12,497    7,581    1,929  543,658  550,844  558,084  560,354    8,154    5,884

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:     13,358)
    -159   -1,144      -49   13,476   14,346   13,268   13,153       90      205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2      1.3      0.3     96.0     97.3     98.6     99.0      1.4      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
       4        3        2       54       44       59       48                  
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      191,651
COMMITMENTS
       0    6,234        0  185,997  178,104  185,997  184,338    5,654    7,313

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:     -2,759)
       0    3,260        0   -1,871   -6,642   -1,871   -3,382     -888      623

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.3      0.0     97.0     92.9     97.0     96.2      3.0      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        3        0       26       27       26       30                  
 
 
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       68,132
COMMITMENTS
     529        0      309   64,600   64,241   65,438   64,550    2,694    3,582

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:      5,238)
     529        0      309    5,085    5,427    5,923    5,736     -685     -498

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      0.0      0.5     94.8     94.3     96.0     94.7      4.0      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        1       19       18       20       19                  
 
 
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      162,160
COMMITMENTS
   1,979    1,091        0  158,481  157,807  160,460  158,898    1,700    3,262

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:      5,120)
     392      619        0    3,841    4,417    4,233    5,036      887       84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      0.7      0.0     97.7     97.3     99.0     98.0      1.0      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        2        0       20       22       23       24                  
 
 
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV      Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      161,775
COMMITMENTS
  15,061    3,726        0  141,802  156,048  156,863  159,774    4,912    2,001

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:      3,370)
     392      619        0    1,551    2,695    1,943    3,314    1,427       56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.3      2.3      0.0     87.7     96.5     97.0     98.8      3.0      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       7        5        0       31       32       38       37                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      198,389
COMMITMENTS
       0      496        0  195,515  196,853  195,515  197,349    2,874    1,040

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:     12,844)
       0     -112        0   12,085   12,956   12,085   12,844      759        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.3      0.0     98.6     99.2     98.6     99.5      1.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        2        0       20       24       20       26                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      281,644
COMMITMENTS
     724    2,723      213  273,464  268,901  274,401  271,837    7,243    9,807

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:      8,048)
     724   -1,604     -318   11,685   11,372   12,091    9,450   -4,043   -1,402

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      1.0      0.1     97.1     95.5     97.4     96.5      2.6      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       2        1        1       34       35       36       37                  
 
 
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV                  Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      107,566
COMMITMENTS
       0        0        0  107,138  107,442  107,138  107,442      428      124

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:      3,278)
       0        0        0    3,278    3,278    3,278    3,278        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       11       14       11       14                  
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      112,276
COMMITMENTS
     834        0      599  101,675  102,096  103,108  102,695    9,168    9,581

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:       -571)
    -242        0     -214     -121     -419     -577     -633        6       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      0.0      0.5     90.6     90.9     91.8     91.5      8.2      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        1       19       18       20       19                  
 
 
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV          Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      208,818
COMMITMENTS
       0        0        0  202,603  203,181  202,603  203,181    6,215    5,637

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:      6,340)
       0        0        0    5,945    4,855    5,945    4,855      395    1,485

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     97.0     97.3     97.0     97.3      3.0      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        0        0       18       24       18       24                  
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      196,058
COMMITMENTS
       0        0        0  189,470  191,952  189,470  191,952    6,588    4,106

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:       -634)
       0        0        0     -680     -388     -680     -388       46     -246

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     96.6     97.9     96.6     97.9      3.4      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        0        0       24       20       24       20                  
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       75,895
COMMITMENTS
       0        0        0   69,071   68,824   69,071   68,824    6,824    7,071

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:        586)
       0        0        0      384      -43      384      -43      202      629

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       19       19       19       19                  
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      175,171
COMMITMENTS
   3,730       10      890  169,610  170,178  174,230  171,078      941    4,093

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:      5,700)
       0       10      890    6,613    5,678    7,503    6,578   -1,803     -878

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.1      0.0      0.5     96.8     97.1     99.5     97.7      0.5      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        1       16       19       18       20                  
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      160,460
COMMITMENTS
       0      292      987  148,352  147,330  149,339  148,609   11,121   11,851

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:      5,715)
       0      292      987    3,328    3,222    4,315    4,501    1,400    1,214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.2      0.6     92.5     91.8     93.1     92.6      6.9      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        1        1       28       27       29       28                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       48,215
COMMITMENTS
       0        0        0   47,194   46,773   47,194   46,773    1,021    1,442

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:      1,792)
       0        0        0    1,866    1,922    1,866    1,922      -74     -130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     97.9     97.0     97.9     97.0      2.1      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        0        0       15       18       15       18                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      241,760
COMMITMENTS
     938      775      582  234,435  236,089  235,955  237,446    5,805    4,314

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:      5,118)
    -981       65       36    5,235    4,250    4,290    4,351      828      767

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      0.3      0.2     97.0     97.7     97.6     98.2      2.4      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       1        1        1       37       34       38       36                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:      143,429
COMMITMENTS
       0    4,116      443  140,534  136,427  140,977  140,986    2,452    2,443

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:      2,155)
       0     -854      112    2,155    3,466    2,267    2,724     -112     -569

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.9      0.3     98.0     95.1     98.3     98.3      1.7      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        2        1       24       26       25       28                  
 
 
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV                Code-0233CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       28,093
COMMITMENTS
     217        0        0   26,700   25,784   26,917   25,784    1,176    2,309

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:      2,096)
       0        0        0    2,254    1,984    2,254    1,984     -158      112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      0.0      0.0     95.0     91.8     95.8     91.8      4.2      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       15       10       16       10                  
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      134,847
COMMITMENTS
       0        0        0  129,224  131,154  129,224  131,154    5,623    3,693

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:        -77)
       0        0        0      -77      413      -77      413        0     -490

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     95.8     97.3     95.8     97.3      4.2      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        0        0       25       18       25       18                  
 
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       59,310
COMMITMENTS
     839        0        0   53,769   56,058   54,608   56,058    4,702    3,252

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:        384)
     -27        0        0    1,082      250    1,055      250     -671      134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      0.0      0.0     90.7     94.5     92.1     94.5      7.9      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       15       14       16       14                  
 
 
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       43,754
COMMITMENTS
       0      513        0   40,462   40,734   40,462   41,247    3,292    2,507

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:      2,996)
       0      513        0    2,809    2,700    2,809    3,213      187     -217

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.2      0.0     92.5     93.1     92.5     94.3      7.5      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        0       12       15       12       16                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:      250,938
COMMITMENTS
       0        0        0  230,181  248,843  230,181  248,843   20,757    2,095

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:      2,415)
       0        0        0    2,417    1,866    2,417    1,866       -2      549

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     91.7     99.2     91.7     99.2      8.3      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        0        0       25       18       25       18                  
 
 
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV                         Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       97,645
COMMITMENTS
   2,737    8,774    1,611   87,557   84,268   91,905   94,653    5,740    2,992

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:        542)
    -870        0        0      468      542     -402      542      944        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.8      9.0      1.6     89.7     86.3     94.1     96.9      5.9      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        1       21       16       22       18                  
 
 
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV                            Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:      185,187
COMMITMENTS
   1,520        0        0  179,106  179,960  180,626  179,960    4,561    5,227

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:     18,453)
   1,520        0        0   15,681   15,953   17,201   15,953    1,252    2,500

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      0.0      0.0     96.7     97.2     97.5     97.2      2.5      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        0       18       16       19       16                  
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:       37,063
COMMITMENTS
   6,567      433    4,891   24,926   30,758   36,385   36,083      678      980

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:        358)
     226       92       58       77      224      361      373       -4      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.7      1.2     13.2     67.3     83.0     98.2     97.4      1.8      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      11        6       15       29       28       46       43                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       42,879
COMMITMENTS
   5,475      676      799   36,545   41,399   42,819   42,874       60        5

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:         83)
       0     -167      222     -138       29       83       83        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.8      1.6      1.9     85.2     96.5     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       7        5        4       19       19       28       26                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:       23,173
COMMITMENTS
   4,975       75      300   17,754   22,798   23,029   23,173      144        0

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:        -60)
     -75        0      225     -210     -285      -60      -60        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.5      0.3      1.3     76.6     98.4     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        2        2       14       17       19       21                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:      145,732
COMMITMENTS
   5,554    2,126    6,338  133,599  137,052  145,491  145,516      241      216

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:      2,685)
   1,385      110      -90    1,381    2,711    2,676    2,731        9      -46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.8      1.5      4.3     91.7     94.0     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       9        4        6       34       39       47       45                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       50,005
COMMITMENTS
     125    5,498      674   49,141   43,817   49,940   49,990       65       15

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:      2,570)
     -50      -49      -50    2,670    2,669    2,570    2,570        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2     11.0      1.3     98.3     87.6     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        7        6       18       20       26       28                  
 
 
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV                    Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       51,183
COMMITMENTS
   6,000      930      705   44,303   49,438   51,008   51,073      175      110

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:       -166)
       0       75        0     -171     -241     -171     -166        5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.7      1.8      1.4     86.6     96.6     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        3        1       26       27       29       30                  
 
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       73,641
COMMITMENTS
  18,912    1,190    1,155   52,811   71,221   72,878   73,566      763       75

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:        890)
      58       55     -110      864      940      812      885       78        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.7      1.6      1.6     71.7     96.7     99.0     99.9      1.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        4        3       28       25       33       31                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       77,465
COMMITMENTS
   3,727      100      840   72,126   76,251   76,693   77,191      772      274

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:        310)
     595     -110     -365       20      785      250      310       60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.8      0.1      1.1     93.1     98.4     99.0     99.6      1.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       5        1        1       21       26       26       28                  
 
 
AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV                        Code-06439E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 mwh                                               OPEN INTEREST:        8,150
COMMITMENTS
      50      600        0    8,100    7,150    8,150    7,750        0      400

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      7.4      0.0     99.4     87.7    100.0     95.1      0.0      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        3        0       11       11       12       14                  
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      111,290
COMMITMENTS
   4,901      100      800  104,705  110,332  110,406  111,232      884       58

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:        389)
     755        0     -375        9      764      389      389        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.4      0.1      0.7     94.1     99.1     99.2     99.9      0.8      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       7        1        1       24       28       31       30                  
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       42,930
COMMITMENTS
      95      100      120   42,575   42,590   42,790   42,810      140      120

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:     -1,340)
     -85       25      -25   -1,090   -1,270   -1,200   -1,270     -140      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      0.2      0.3     99.2     99.2     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        1       20       18       22       20                  
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       25,947
COMMITMENTS
     338       30      105   25,159   25,752   25,602   25,887      345       60

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:     -1,032)
     -49       20      -50     -556     -968     -655     -998     -377      -34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      0.1      0.4     97.0     99.2     98.7     99.8      1.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       18       21       19       23                  
 
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                 Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       58,253
COMMITMENTS
   4,365    1,701    3,756   49,681   52,785   57,802   58,242      451       11

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:     -2,178)
    -137      142     -207   -1,634   -2,065   -1,978   -2,130     -200      -48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.5      2.9      6.4     85.3     90.6     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       9        5       10       30       31       43       42                  
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       11,054
COMMITMENTS
   1,650      960      300    8,806    9,410   10,756   10,670      298      384

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:       -723)
     400      -50     -450     -668     -203     -718     -703       -5      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.9      8.7      2.7     79.7     85.1     97.3     96.5      2.7      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        2        1       13       15       16       17                  
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       57,449
COMMITMENTS
     490      100      120   56,829   57,044   57,439   57,264       10      185

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:     -1,443)
     -60        0        0     -788   -1,363     -848   -1,363     -595      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      0.2      0.2     98.9     99.3    100.0     99.7      0.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        1        1       21       20       23       22                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       38,615
COMMITMENTS
   2,575      425      145   35,475   38,045   38,195   38,615      420        0

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:       -153)
      71     -120      -95      107      110       83     -105     -236      -48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.7      1.1      0.4     91.9     98.5     98.9    100.0      1.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       6        2        1       19       24       25       27                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       68,324
COMMITMENTS
   4,520      300        7   63,374   67,654   67,901   67,961      423      363

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:        535)
      30        0        0      505      535      535      535        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.6      0.4      0.0     92.8     99.0     99.4     99.5      0.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        1        1       23       18       26       20                  
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       74,146
COMMITMENTS
   4,259    1,800       10   69,204   72,306   73,473   74,116      673       30

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:        855)
      60        0        0      740      855      800      855       55        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.7      2.4      0.0     93.3     97.5     99.1    100.0      0.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        1       24       19       26       21                  
 
 
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       92,404
COMMITMENTS
      75       13      186   92,007   92,204   92,268   92,403      136        1

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:      2,271)
      25     -130      -34    2,283    2,434    2,274    2,270       -3        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      0.0      0.2     99.6     99.8     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        1        2       22       27       25       29                  
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:      118,708
COMMITMENTS
   1,359    2,207      808  116,066  115,653  118,233  118,669      475       39

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:      1,814)
     478     -349     -329    1,628    2,484    1,776    1,806       38        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      1.9      0.7     97.8     97.4     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       4        6        6       24       33       32       41                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       49,400
COMMITMENTS
      75      500        0   49,325   48,900   49,400   49,400        0        0

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:        425)
      50        0        0      375      425      425      425        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        3        0       14       13       16       16                  
 
 
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       51,498
COMMITMENTS
   1,575      523      545   48,145   50,333   50,265   51,401    1,233       97

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:      3,285)
     675     -605      105    2,524    3,785    3,304    3,285      -19        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.1      1.0      1.1     93.5     97.7     97.6     99.8      2.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        1        2       18       19       23       21                  
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       59,066
COMMITMENTS
  22,046      756       69   36,161   58,203   58,276   59,028      790       38

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:      4,407)
     781        0      -32    3,222    4,401    3,971    4,369      436       38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    37.3      1.3      0.1     61.2     98.5     98.7     99.9      1.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       5        1        1       24       25       30       26                  
 
 
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       34,752
COMMITMENTS
     200        0      280   34,126   34,414   34,606   34,694      146       58

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:         30)
       0        0        0       30       30       30       30        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      0.0      0.8     98.2     99.0     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        1       17       14       18       15                  
 
 
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       31,505
COMMITMENTS
       0        0        0   31,435   31,365   31,435   31,365       70      140

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     99.8     99.6     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       18       13       18       13                  
 
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       32,464
COMMITMENTS
     120    1,286      300   31,872   30,854   32,292   32,440      172       24

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:         75)
       0      115        0       70      -24       70       91        5      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      4.0      0.9     98.2     95.0     99.5     99.9      0.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        4        1       18       23       20       27                  
 
 
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       22,720
COMMITMENTS
     180      260      325   22,075   22,130   22,580   22,715      140        5

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:        165)
       5       90       -5      165       80      165      165        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      1.1      1.4     97.2     97.4     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        4        2       17       19       19       24                  
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       45,609
COMMITMENTS
     371    1,060    1,555   43,531   42,946   45,457   45,561      152       48

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:        715)
       0     -142      127      564      722      691      707       24        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      2.3      3.4     95.4     94.2     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        7        3       22       26       26       33                  
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       38,149
COMMITMENTS
   1,172      230      100   36,857   37,781   38,129   38,111       20       38

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:        150)
     165       90      -35       20      110      150      165        0      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.1      0.6      0.3     96.6     99.0     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        3        2       23       21       27       25                  
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       15,807
COMMITMENTS
   1,197        0        0   14,434   15,807   15,631   15,807      176        0

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:         65)
      25        0        0       40       65       65       65        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.6      0.0      0.0     91.3    100.0     98.9    100.0      1.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        0        0       15       12       19       12                  
 
 
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV     Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       16,931
COMMITMENTS
   2,731      300      230   13,970   16,401   16,931   16,931        0        0

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:        225)
    -175        0       75      325      150      225      225        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.1      1.8      1.4     82.5     96.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        2        2       14       10       17       13                  
 
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,104
COMMITMENTS
   2,209    1,000      675   15,220   16,429   18,104   18,104        0        0

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:        250)
    -175        0      100      325      150      250      250        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.2      5.5      3.7     84.1     90.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        2        2       14       11       17       14                  
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       23,632
COMMITMENTS
   3,785    2,905      390   18,937   20,253   23,112   23,548      520       84

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:         25)
       0        0        0       25       25       25       25        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.0     12.3      1.7     80.1     85.7     97.8     99.6      2.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        1        2       12       13       16       16                  
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       22,149
COMMITMENTS
   3,815    2,855      440   17,392   18,783   21,647   22,078      502       71

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:         25)
       0        0        0       25       25       25       25        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.2     12.9      2.0     78.5     84.8     97.7     99.7      2.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        1        2       12       11       16       14                  
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       47,880
COMMITMENTS
   1,200      790    2,445   44,017   44,615   47,662   47,850      218       30

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:      1,890)
   1,200     -380      250      440    2,020    1,890    1,890        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.5      1.6      5.1     91.9     93.2     99.5     99.9      0.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        4        4       20       14       25       18                  
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       47,920
COMMITMENTS
   1,345    1,475    2,510   43,819   43,905   47,674   47,890      246       30

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:      1,770)
   1,345     -235      -65      490    2,070    1,770    1,770        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.8      3.1      5.2     91.4     91.6     99.5     99.9      0.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        3        4       20       13       25       17                  
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      121,433
COMMITMENTS
  10,330   11,302      285  110,690  109,796  121,305  121,383      128       50

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:      2,908)
       0    1,485        0    2,908    1,423    2,908    2,908        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.5      9.3      0.2     91.2     90.4     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       7        5        4       30       27       38       35                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
352 MWh                                              OPEN INTEREST:      129,628
COMMITMENTS
   6,895   12,305    1,400  121,133  115,790  129,428  129,495      200      133

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:      4,466)
      60    1,535       50    4,361    2,866    4,471    4,451       -5       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.3      9.5      1.1     93.4     89.3     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       5        7        6       35       30       43       40                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      282,859
COMMITMENTS
  27,091   22,026   17,705  237,377  242,712  282,173  282,442      686      417

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:     10,566)
   3,772      143      711    6,299    9,538   10,781   10,392     -215      174

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.6      7.8      6.3     83.9     85.8     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      19       10       20       43       45       69       69                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       26,263
COMMITMENTS
   5,665      205      200   20,373   25,858   26,238   26,263       25        0

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:        110)
      60        0        0       50      110      110      110        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.6      0.8      0.8     77.6     98.5     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        1        2       18       10       23       13                  
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       25,223
COMMITMENTS
   5,291    1,555      255   19,640   23,413   25,186   25,223       37        0

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:        110)
      60        0        0       50      110      110      110        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.0      6.2      1.0     77.9     92.8     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        2        2       16       10       21       13                  
 
 
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV                      Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000  metric tonnes                                  OPEN INTEREST:        3,360
COMMITMENTS
      96       82      213    2,358    2,233    2,667    2,528      693      832

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:        317)
       7      -46       44      217      279      268      277       49       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9      2.4      6.3     70.2     66.5     79.4     75.2     20.6     24.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        2        2       16       15       20       18                  
 
 
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV                 Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       38,556
COMMITMENTS
   3,495    2,077    1,003   33,823   35,224   38,321   38,304      235      252

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:      1,869)
      35       -1      123    1,831    1,747    1,989    1,869     -120        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.1      5.4      2.6     87.7     91.4     99.4     99.3      0.6      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       6        2        4       30       30       37       35                  
 
 
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV              Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       15,383
COMMITMENTS
   1,576        0       49   13,350   14,570   14,975   14,619      408      764

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:        126)
     112        0        0      -11      136      101      136       25      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.2      0.0      0.3     86.8     94.7     97.3     95.0      2.7      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        0        2       19       24       22       26                  
 
 
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV               Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:        9,283
COMMITMENTS
     279      322      278    8,121    8,296    8,678    8,896      605      387

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:        565)
     -86      103      -78      729      520      565      545        0       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.0      3.5      3.0     87.5     89.4     93.5     95.8      6.5      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        2        3       28       31       31       34                  
 
 
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV              Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       21,694
COMMITMENTS
     108    1,375      313   21,223   19,659   21,644   21,347       50      347

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:      1,802)
      -1       30       77    1,726    1,564    1,802    1,671        0      131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      6.3      1.4     97.8     90.6     99.8     98.4      0.2      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        6        5       24       28       30       37                  
 
 
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV              Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       53,840
COMMITMENTS
   1,480    2,994    3,366   48,828   45,687   53,674   52,047      166    1,793

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:      2,133)
    -255      344      348    2,071    1,425    2,164    2,117      -31       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.7      5.6      6.3     90.7     84.9     99.7     96.7      0.3      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      13       13       16       55       56       75       78                  
 
 
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV                 Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 BARRELS                                         OPEN INTEREST:       46,872
COMMITMENTS
   4,430        0        0   42,232   46,737   46,662   46,737      210      135

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:      4,756)
    -180        0        0    4,891    4,756    4,711    4,756       45        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.5      0.0      0.0     90.1     99.7     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        0        0       27       15       28       15                  
 
 
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV               Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       13,563
COMMITMENTS
     520      255      600   12,263   12,588   13,383   13,443      180      120

CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST:      2,695)
     -25       90       20    2,700    2,465    2,695    2,575        0      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.8      1.9      4.4     90.4     92.8     98.7     99.1      1.3      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        2       17       15       19       17                  



Updated February 12, 2019