CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV               Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       47,012
COMMITMENTS
  13,543   10,382      880   32,567   35,750   46,990   47,012       22        0

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:     -1,339)
    -110     -531       80   -1,284     -888   -1,314   -1,339      -25        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.8     22.1      1.9     69.3     76.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      10        4        2       15       13       26       18                  
 
 
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV                       Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       44,421
COMMITMENTS
   6,919   26,584        0   37,502   17,837   44,421   44,421        0        0

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:          0)
       0      200        0        0     -200        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.6     59.8      0.0     84.4     40.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        8        0       10        8       13       16                  
 
 
NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV                       Code-0063A4
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       52,126
COMMITMENTS
  10,961   37,584        0   41,165   14,542   52,126   52,126        0        0

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:          0)
       0      150        0        0     -150        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.0     72.1      0.0     79.0     27.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2       10        0       12        8       14       18                  
 
 
PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV               Code-0063AD
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       35,535
COMMITMENTS
   5,120   19,450      100   30,315   15,985   35,535   35,535        0        0

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:         97)
    -100        0        0      197       97       97       97        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.4     54.7      0.3     85.3     45.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       6        6        1        7       12       14       18                  
 
 
PJM TRI-RECs CLASS 1 Vin 2020 - ICE FUTURES ENERGY DIV               Code-0063AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       32,791
COMMITMENTS
   7,820    8,925        0   24,971   23,866   32,791   32,791        0        0

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:        569)
       0      650        0      569      -81      569      569        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.8     27.2      0.0     76.2     72.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        5        0       10        8       14       13                  
 
 
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV               Code-0063AS
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       51,532
COMMITMENTS
  14,742   10,427    7,001   29,768   34,094   51,512   51,522       20       10

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:        557)
   1,264    1,796     -333     -314     -905      617      557      -60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.6     20.2     13.6     57.8     66.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      15        7        9       17       15       35       29                  
 
 
PJM TRI-RECs CLASS 1 Vin 2021 - ICE FUTURES ENERGY DIV               Code-0063B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       29,224
COMMITMENTS
  12,114    3,750        0   17,110   25,474   29,224   29,224        0        0

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:         -2)
       0        0        0       -2       -2       -2       -2        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    41.5     12.8      0.0     58.5     87.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5        2        0       10        4       15        6                  
 
 
NJ SRECS VINTAGE 2021 - ICE FUTURES ENERGY DIV                       Code-0063BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       38,129
COMMITMENTS
   9,480   28,361        0   28,640    9,768   38,120   38,129        9        0

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.9     74.4      0.0     75.1     25.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        7        0        8        6       11       13                  
 
 
NJ SRECS VINTAGE 2022 - ICE FUTURES ENERGY DIV                       Code-0063BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       12,016
COMMITMENTS
   2,800    4,591        0    9,216    7,425   12,016   12,016        0        0

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:       -100)
    -200        0        0      100     -100     -100     -100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.3     38.2      0.0     76.7     61.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        2        0        9        5       14        7                  
 
 
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV                   Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       12,075
COMMITMENTS
   2,597    1,966      203    9,275    9,857   12,075   12,025        0       50

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.5     16.3      1.7     76.8     81.6    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        4        2       10        7       15       12                  
 
 
RGGI VINTAGE 2018 - ICE FUTURES ENERGY DIV                           Code-0063CD
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       34,987
COMMITMENTS
   3,950      446        0   31,035   34,541   34,985   34,987        2        0

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:     -1,896)
       0   -1,900        0   -1,898        4   -1,898   -1,896        2        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.3      1.3      0.0     88.7     98.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        2        0       13        9       16       11                  
 
 
RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV                           Code-0063CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       11,930
COMMITMENTS
   1,088       77       73   10,769   11,780   11,930   11,930        0        0

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:          7)
       0        0        0        7        7        7        7        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.1      0.6      0.6     90.3     98.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        2        1       14       11       19       13                  
 
 
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV                          Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       39,940
COMMITMENTS
   7,834       82    3,384   28,265   36,108   39,483   39,574      457      366

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:      2,692)
      -1        0      603    1,803    1,779    2,405    2,382      287      310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.6      0.2      8.5     70.8     90.4     98.9     99.1      1.1      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       6        2        7       25       25       34       32                  
 
 
3% FUEL OIL USGC VS. 3.5%FUEL OIL FOB ROTTERDAM BARGES - ICE FUTURES Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       39,669
COMMITMENTS
   1,962    8,841    2,619   34,269   27,995   38,850   39,455      819      214

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:        787)
    -222     -170      104      905      793      787      727        0       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.9     22.3      6.6     86.4     70.6     97.9     99.5      2.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       5        4        5       29       22       38       27                  
 
 
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV               Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
BBL                                                  OPEN INTEREST:        4,919
COMMITMENTS
     383      313      628    3,803    3,953    4,814    4,894      105       25

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.8      6.4     12.8     77.3     80.4     97.9     99.5      2.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        3        3        9       12       13       17                  
 
 
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV                 Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    5,187,757
COMMITMENTS
 305,534   94,504  422,920  4397322  4644635  5125776  5162059   61,981   25,698

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:    171,889)
  70,064   -5,737   20,928   54,597  142,750  145,589  157,941   26,300   13,948

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.9      1.8      8.2     84.8     89.5     98.8     99.5      1.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      234)
      52       20       50      150      119      217      176                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      644,375
COMMITMENTS
  22,592   44,803  152,685  466,792  444,264  642,069  641,752    2,307    2,624

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:   -207,099)
 -10,614   -7,084 -145,993  -50,878  -54,292 -207,485 -207,369      386      270

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.5      7.0     23.7     72.4     68.9     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      10       13       19       50       49       72       69                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      279,353
COMMITMENTS
   1,071    5,286      236  269,231  270,516  270,538  276,038    8,815    3,315

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:       -602)
     247      280      205   -1,148     -307     -696      178       94     -780

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      1.9      0.1     96.4     96.8     96.8     98.8      3.2      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        2        2       32       23       36       26                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      137,636
COMMITMENTS
   5,723      546       90  124,993  130,116  130,806  130,752    6,830    6,884

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:      4,448)
   2,375      -30       74    1,971    4,220    4,420    4,264       28      184

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.2      0.4      0.1     90.8     94.5     95.0     95.0      5.0      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        1        1       25       26       28       28                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      337,641
COMMITMENTS
   8,066      463    1,516  318,088  331,835  327,670  333,814    9,971    3,827

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:      9,214)
     465      463      367    4,845    8,257    5,677    9,087    3,537      127

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.4      0.1      0.4     94.2     98.3     97.0     98.9      3.0      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       5        2        4       29       29       36       33                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      795,382
COMMITMENTS
   3,366    6,282   10,801  770,758  775,311  784,925  792,394   10,457    2,988

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:      3,909)
     435        0      421    2,667    3,522    3,523    3,943      386      -34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      0.8      1.4     96.9     97.5     98.7     99.6      1.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        1        3       37       20       41       23                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      392,939
COMMITMENTS
   1,209      248        0  376,372  382,728  377,581  382,976   15,358    9,963

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:      4,347)
   1,209      248        0    1,514    2,053    2,723    2,301    1,624    2,046

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      0.1      0.0     95.8     97.4     96.1     97.5      3.9      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       2        1        0       39       37       41       38                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      488,099
COMMITMENTS
     641      716      764  472,924  482,072  474,329  483,552   13,770    4,547

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:     17,387)
     231        0     -877   18,097   19,244   17,451   18,367      -64     -980

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      0.1      0.2     96.9     98.8     97.2     99.1      2.8      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       2        1        2       42       39       45       41                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      305,110
COMMITMENTS
     459    1,428      536  296,418  295,939  297,413  297,903    7,697    7,207

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:      7,302)
     459   -2,803      536    6,895    5,666    7,890    3,399     -588    3,903

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      0.5      0.2     97.2     97.0     97.5     97.6      2.5      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       2        3        3       38       32       42       36                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      103,168
COMMITMENTS
   1,497    1,639      434   95,172   94,520   97,103   96,593    6,065    6,575

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:        242)
    -187      399       93      290     -115      196      377       46     -135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      1.6      0.4     92.2     91.6     94.1     93.6      5.9      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        2        1       19       20       20       23                  
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       36,472
COMMITMENTS
       0        0        0   33,972   34,650   33,972   34,650    2,500    1,822

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:      4,415)
       0        0        0    4,363    3,727    4,363    3,727       52      688

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     93.1     95.0     93.1     95.0      6.9      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        0        0       19       18       19       18                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      277,154
COMMITMENTS
     294    1,220      275  268,002  270,925  268,571  272,420    8,583    4,734

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:      4,988)
    -140     -278      122    9,461    5,350    9,443    5,194   -4,455     -206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      0.4      0.1     96.7     97.8     96.9     98.3      3.1      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        1        1       22       26       24       28                  
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      186,958
COMMITMENTS
     210    1,712      354  178,748  181,509  179,312  183,575    7,646    3,383

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:     10,347)
     207        0      -30   10,594   10,165   10,771   10,135     -424      212

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      0.9      0.2     95.6     97.1     95.9     98.2      4.1      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        1        1       30       24       31       26                  
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      224,991
COMMITMENTS
       0        0        0  221,750  223,611  221,750  223,611    3,241    1,380

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:        553)
       0        0        0      768      429      768      429     -215      124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     98.6     99.4     98.6     99.4      1.4      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        0        0       20       21       20       21                  
 
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                      Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       24,445
COMMITMENTS
       0      248        0   22,378   23,362   22,378   23,610    2,067      835

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:      6,603)
       0      248        0    6,064    7,348    6,064    7,596      539     -993

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.0      0.0     91.5     95.6     91.5     96.6      8.5      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        1        0       20       20       20       21                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      628,214
COMMITMENTS
  12,048    4,010    2,639  605,131  611,427  619,818  618,076    8,396   10,138

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:     16,051)
     -50      499      378   17,470   13,824   17,798   14,701   -1,747    1,350

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.9      0.6      0.4     96.3     97.3     98.7     98.4      1.3      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
       5        2        4       54       44       60       49                  
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      213,953
COMMITMENTS
       0    9,200        0  207,331  197,685  207,331  206,885    6,622    7,068

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:       -652)
    -276   -1,014     -344     -750      890   -1,370     -468      718     -184

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      4.3      0.0     96.9     92.4     96.9     96.7      3.1      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        3        0       27       28       27       31                  
 
 
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV             Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       35,041
COMMITMENTS
       0        0        0   34,137   33,287   34,137   33,287      904    1,754

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     97.4     95.0     97.4     95.0      2.6      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       15        9       15        9                  
 
 
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       82,522
COMMITMENTS
       0      544        0   79,678   77,317   79,678   77,861    2,844    4,661

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:        962)
       0      544        0    1,076     -548    1,076       -4     -114      966

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.7      0.0     96.6     93.7     96.6     94.4      3.4      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        0       19       18       19       19                  
 
 
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      177,790
COMMITMENTS
   5,766      961        0  170,542  173,728  176,308  174,689    1,482    3,101

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:     30,886)
   5,456      713        0   25,175   29,866   30,631   30,579      255      307

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.2      0.5      0.0     95.9     97.7     99.2     98.3      0.8      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       4        2        0       27       35       31       37                  
 
 
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV      Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      173,712
COMMITMENTS
   9,390    4,537    1,220  158,248  165,836  168,858  171,593    4,854    2,119

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:     35,231)
   4,376      135    1,080   29,545   33,821   35,001   35,036      230      195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.4      2.6      0.7     91.1     95.5     97.2     98.8      2.8      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
       7        5        2       37       46       44       53                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      194,497
COMMITMENTS
   1,148      420        0  191,513  192,408  192,661  192,828    1,836    1,669

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:      5,766)
       0     -248        0    6,433    5,661    6,433    5,413     -667      353

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      0.2      0.0     98.5     98.9     99.1     99.1      0.9      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        1        0       25       22       26       23                  
 
 
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV                     Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
MMBTU                                                OPEN INTEREST:       31,008
COMMITMENTS
     311    1,674        0   28,924   29,070   29,235   30,744    1,773      264

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:      9,866)
      31      434        0    9,742    9,485    9,773    9,919       93      -53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      5.4      0.0     93.3     93.8     94.3     99.1      5.7      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        0       14       20       15       21                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      311,269
COMMITMENTS
     193    2,720      573  303,957  297,904  304,723  301,197    6,546   10,072

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:      8,906)
     193      312      270    8,149    5,934    8,612    6,516      294    2,390

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      0.9      0.2     97.7     95.7     97.9     96.8      2.1      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       1        2        2       32       40       34       43                  
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      112,580
COMMITMENTS
       0       52      640  103,277   98,769  103,917   99,461    8,663   13,119

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:      1,510)
       0       52      640    1,813   -1,370    2,453     -678     -943    2,188

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.6     91.7     87.7     92.3     88.3      7.7     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        1       22       17       23       18                  
 
 
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV          Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      203,265
COMMITMENTS
       0      434        0  198,716  197,540  198,716  197,974    4,549    5,291

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:      3,333)
       0      434        0    3,361    2,681    3,361    3,115      -28      218

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.2      0.0     97.8     97.2     97.8     97.4      2.2      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        1        0       24       29       24       30                  
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      195,926
COMMITMENTS
       0        0        0  180,914  191,690  180,914  191,690   15,012    4,236

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:      2,048)
       0        0        0      326    1,940      326    1,940    1,722      108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     92.3     97.8     92.3     97.8      7.7      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        0        0       22       17       22       17                  
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       74,490
COMMITMENTS
       0        0        0   69,210   69,446   69,210   69,446    5,280    5,044

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:       -407)
       0        0        0   -1,931   -1,473   -1,931   -1,473    1,524    1,066

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     92.9     93.2     92.9     93.2      7.1      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       22       22       22       22                  
 
 
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV  Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       31,886
COMMITMENTS
     781        0       31   30,028   31,302   30,840   31,333    1,046      553

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:      3,420)
    -499        0        3    3,904    3,172    3,408    3,175       12      245

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.4      0.0      0.1     94.2     98.2     96.7     98.3      3.3      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        1       15       11       17       12                  
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      175,186
COMMITMENTS
   3,775        0       92  168,008  168,540  171,875  168,632    3,311    6,554

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:       -300)
     409     -397     -389   -1,095      338   -1,075     -448      775      148

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2      0.0      0.1     95.9     96.2     98.1     96.3      1.9      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        1       14       18       16       19                  
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      182,014
COMMITMENTS
      72        0      889  170,543  167,647  171,504  168,536   10,510   13,478

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:      6,631)
      72     -918      858    6,804    5,551    7,734    5,491   -1,103    1,140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.5     93.7     92.1     94.2     92.6      5.8      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        0        1       30       29       31       30                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       56,841
COMMITMENTS
     252      558        0   54,969   55,457   55,221   56,015    1,620      826

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:      5,482)
       0      558        0    5,479    5,381    5,479    5,939        3     -457

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      1.0      0.0     96.7     97.6     97.1     98.5      2.9      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        1        0       16       20       17       21                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      240,242
COMMITMENTS
     217    4,485      207  234,809  230,180  235,233  234,872    5,009    5,370

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:      2,188)
     217      172       -1      267    1,797      483    1,968    1,705      220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      1.9      0.1     97.7     95.8     97.9     97.8      2.1      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       1        3        1       35       35       37       38                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:      145,279
COMMITMENTS
       0      887      578  140,506  138,244  141,084  139,709    4,195    5,570

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:       -230)
       0   -1,462      366   -2,754     -703   -2,388   -1,799    2,158    1,569

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.6      0.4     96.7     95.2     97.1     96.2      2.9      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        2        1       18       24       19       26                  
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      135,330
COMMITMENTS
       0        0        0  129,229  132,081  129,229  132,081    6,101    3,249

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:        620)
       0        0        0      620      620      620      620        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     95.5     97.6     95.5     97.6      4.5      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        0        0       21       18       21       18                  
 
 
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       44,971
COMMITMENTS
     637    1,874        0   40,231   39,255   40,868   41,129    4,103    3,842

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:      5,764)
     385    1,392        0    5,392    3,848    5,777    5,240      -13      524

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      4.2      0.0     89.5     87.3     90.9     91.5      9.1      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        0       13       15       15       16                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:      260,960
COMMITMENTS
      31        0      827  241,870  257,995  242,728  258,822   18,232    2,138

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:      3,318)
    -206        0       30    4,388    3,163    4,212    3,193     -894      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.3     92.7     98.9     93.0     99.2      7.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        0        1       28       18       29       19                  
 
 
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV                         Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       94,939
COMMITMENTS
     591    8,774      923   88,466   82,531   89,980   92,228    4,959    2,711

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:      3,478)
       0        0        0    3,112    3,385    3,112    3,385      366       93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      9.2      1.0     93.2     86.9     94.8     97.1      5.2      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        1       20       17       21       19                  
 
 
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV                            Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:      189,453
COMMITMENTS
   1,520        0        0  183,194  187,555  184,714  187,555    4,739    1,898

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:     -4,431)
       0        0        0   -3,911   -1,131   -3,911   -1,131     -520   -3,300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      0.0      0.0     96.7     99.0     97.5     99.0      2.5      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        0       22       19       23       19                  
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:       35,563
COMMITMENTS
   7,358      716    3,997   23,739   29,874   35,094   34,586      469      976

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:       -111)
    -222      -14      187      -76     -283     -111     -111        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.7      2.0     11.2     66.8     84.0     98.7     97.3      1.3      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      11        8       15       25       24       43       40                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       48,278
COMMITMENTS
   6,075    1,539      420   41,524   46,314   48,018   48,273      260        5

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:       -361)
      75      394     -427     -129     -334     -481     -366      120        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.6      3.2      0.9     86.0     95.9     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       7        4        3       23       22       31       28                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:       24,281
COMMITMENTS
   3,750      603      725   19,806   22,953   24,281   24,281        0        0

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:        280)
    -100       50       25      355      205      280      280        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.4      2.5      3.0     81.6     94.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5        2        3       19       17       24       22                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:      152,962
COMMITMENTS
  10,881    1,729    6,775  135,078  144,393  152,734  152,897      228       65

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:      1,097)
     235     -238      155      707    1,180    1,097    1,097        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.1      1.1      4.4     88.3     94.4     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       7        6        7       33       37       44       46                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       56,172
COMMITMENTS
       0    5,302      712   55,325   50,143   56,037   56,157      135       15

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:      1,447)
     -75     -456      575      937    1,328    1,437    1,447       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      9.4      1.3     98.5     89.3     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0       10        7       20       21       27       31                  
 
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:       28,342
COMMITMENTS
       0      125        0   28,342   28,217   28,342   28,342        0        0

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0        9       15        9       16                  
 
 
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV                    Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       65,666
COMMITMENTS
  15,365    6,036    1,044   49,083   58,476   65,492   65,556      174      110

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:        124)
      75     -112      112      -99      124       88      124       36        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.4      9.2      1.6     74.7     89.1     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        2        1       25       25       29       27                  
 
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       84,849
COMMITMENTS
  24,139    3,767    3,268   57,082   77,750   84,489   84,785      360       64

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:        595)
    -135     -504       98      637    1,001      600      595       -5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.4      4.4      3.9     67.3     91.6     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       7        4        5       27       28       36       35                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       81,836
COMMITMENTS
   4,312      255    1,430   75,359   80,027   81,101   81,712      735      124

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:      1,080)
    -550        0      600    1,020      480    1,070    1,080       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.3      0.3      1.7     92.1     97.8     99.1     99.8      0.9      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        2        2       25       26       30       29                  
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      116,635
COMMITMENTS
   6,016      130    1,805  107,978  114,611  115,799  116,546      836       89

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:      2,446)
       0       50      800    1,636    1,601    2,436    2,451       10       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.2      0.1      1.5     92.6     98.3     99.3     99.9      0.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       5        2        2       27       28       33       31                  
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       45,783
COMMITMENTS
      75       50        0   45,573   45,238   45,648   45,288      135      495

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:        605)
       0        0        0      595      425      595      425       10      180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      0.1      0.0     99.5     98.8     99.7     98.9      0.3      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        0       20       18       21       19                  
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       22,358
COMMITMENTS
     316        0       45   21,802   22,293   22,163   22,338      195       20

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:       -120)
       0        0        0       50     -120       50     -120     -170        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      0.0      0.2     97.5     99.7     99.1     99.9      0.9      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        1       21       20       22       21                  
 
 
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV               Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       12,955
COMMITMENTS
     975        0       50   11,930   12,905   12,955   12,955        0        0

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:       -175)
     -50        0     -250      125       75     -175     -175        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.5      0.0      0.4     92.1     99.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        0        1       16       11       19       12                  
 
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                 Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       70,923
COMMITMENTS
   5,057    5,553    3,593   62,025   61,761   70,674   70,906      249       17

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:        989)
     299       39      -24      726      973    1,001      989      -12        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.1      7.8      5.1     87.5     87.1     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      10        6       13       30       30       46       43                  
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       16,702
COMMITMENTS
   1,300    1,245      310   14,786   14,871   16,396   16,426      306      276

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:        256)
     -10      240     -290      556      306      256      256        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.8      7.5      1.9     88.5     89.0     98.2     98.3      1.8      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        4        2       16       18       19       22                  
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       57,743
COMMITMENTS
     415       50      120   57,162   57,319   57,697   57,489       46      254

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:          6)
       0        0        0      -14        5      -14        5       20        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      0.1      0.2     99.0     99.3     99.9     99.6      0.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        1        1       23       22       26       24                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       35,770
COMMITMENTS
   2,797      119      135   32,181   35,438   35,113   35,692      657       78

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:       -638)
     495      -15       25     -928     -663     -408     -653     -230       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.8      0.3      0.4     90.0     99.1     98.2     99.8      1.8      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       7        2        3       23       23       32       26                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       69,402
COMMITMENTS
   3,894      250        7   65,008   68,807   68,909   69,064      493      338

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:      1,080)
      50        0        0    1,025    1,080    1,075    1,080        5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.6      0.4      0.0     93.7     99.1     99.3     99.5      0.7      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 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       74,536
COMMITMENTS
   4,394    1,750       10   69,254   72,776   73,658   74,536      878        0

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:      1,151)
      65        0        0    1,081    1,151    1,146    1,151        5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.9      2.3      0.0     92.9     97.6     98.8    100.0      1.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        1        1       25       18       28       20                  
 
 
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       90,390
COMMITMENTS
       0      504      700   89,562   89,185   90,262   90,389      128        1

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:      1,785)
       0      -45      240    1,545    1,590    1,785    1,785        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.6      0.8     99.1     98.7     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        5        3       22       25       25       30                  
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:      113,858
COMMITMENTS
     830    3,925    1,152  111,640  108,765  113,622  113,842      236       16

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:      2,122)
     -10     -423      334    1,774    2,211    2,097    2,122       25        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      3.4      1.0     98.1     95.5     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       2       10        5       27       32       33       43                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       49,505
COMMITMENTS
       0      550       50   49,455   48,905   49,505   49,505        0        0

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:        235)
       0       50        0      235      185      235      235        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.1      0.1     99.9     98.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        4        1       15       13       16       17                  
 
 
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       54,573
COMMITMENTS
   1,400      611      458   51,701   53,411   53,559   54,480    1,014       93

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:        191)
       0       22      -21      222      180      201      181      -10       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.6      1.1      0.8     94.7     97.9     98.1     99.8      1.9      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        1        2       23       20       27       22                  
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       57,411
COMMITMENTS
  20,156      680       75   36,234   56,393   56,465   57,148      946      263

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:        106)
     -10       12       -2      123       58      111       68       -5       38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.1      1.2      0.1     63.1     98.2     98.4     99.5      1.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        1        2       22       24       27       26                  
 
 
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       33,938
COMMITMENTS
     185       50      280   33,336   33,507   33,801   33,837      137      101

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:         32)
       0        0        0       33        8       33        8       -1       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      0.1      0.8     98.2     98.7     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       18       14       19       16                  
 
 
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       30,420
COMMITMENTS
       0        0        0   30,335   30,290   30,335   30,290       85      130

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:        365)
       0        0        0      365      365      365      365        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       19       13       19       13                  
 
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       31,016
COMMITMENTS
     534    1,070      298   30,026   29,632   30,858   31,000      158       16

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:        854)
      12     -308      298      537      863      847      853        7        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7      3.4      1.0     96.8     95.5     99.5     99.9      0.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        2        2       20       24       25       27                  
 
 
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       23,487
COMMITMENTS
      25      175      100   23,235   23,197   23,360   23,472      127       15

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:        590)
      25     -100        0      555      690      580      590       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      0.7      0.4     98.9     98.8     99.5     99.9      0.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        1       19       21       21       23                  
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       47,148
COMMITMENTS
   1,247    1,481      865   44,881   44,793   46,993   47,139      155        9

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:        443)
     300      140     -240      378      547      438      447        5       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.6      3.1      1.8     95.2     95.0     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       5        3        4       23       28       29       34                  
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       38,816
COMMITMENTS
   1,356      175      300   37,140   38,335   38,796   38,810       20        6

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:        183)
      20        0       10      428      173      458      183     -275        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.5      0.5      0.8     95.7     98.8     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        2        2       25       23       29       27                  
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       17,802
COMMITMENTS
     950        0        0   16,689   17,802   17,639   17,802      163        0

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:      2,156)
       6        0        0    2,150    2,156    2,156    2,156        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.3      0.0      0.0     93.7    100.0     99.1    100.0      0.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        0        0       17       11       22       11                  
 
 
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV     Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,891
COMMITMENTS
   2,461      275      440   14,990   17,176   17,891   17,891        0        0

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:       -560)
  -1,400       50       90      750     -700     -560     -560        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.8      1.5      2.5     83.8     96.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        3        2       15       11       18       15                  
 
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       19,054
COMMITMENTS
   1,724      975      775   16,555   17,304   19,054   19,054        0        0

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:       -510)
  -1,700       50      140    1,050     -700     -510     -510        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.0      5.1      4.1     86.9     90.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        3        2       15       12       18       16                  
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       22,004
COMMITMENTS
   2,955    3,005      610   18,140   18,344   21,705   21,959      299       45

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:        -50)
       0      200        0      -50     -250      -50      -50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.4     13.7      2.8     82.4     83.4     98.6     99.8      1.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        1        2       14       13       18       16                  
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       20,815
COMMITMENTS
   3,080    2,955      525   16,914   17,299   20,519   20,779      296       36

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:        -50)
    -210      200        0      160     -250      -50      -50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.8     14.2      2.5     81.3     83.1     98.6     99.8      1.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        1        2       14       11       18       14                  
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       53,507
COMMITMENTS
   3,335      885    2,905   47,065   49,702   53,305   53,492      202       15

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:        -10)
       0      -10        0      -10        0      -10      -10        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.2      1.7      5.4     88.0     92.9     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        4        4       21       14       26       19                  
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       52,990
COMMITMENTS
   3,695    1,635    2,470   46,597   48,870   52,762   52,975      228       15

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:          0)
       0      -10        0        0       10        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.0      3.1      4.7     87.9     92.2     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        4        4       21       14       26       19                  
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      132,870
COMMITMENTS
  12,051   15,399      530  120,175  116,901  132,756  132,830      114       40

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:      1,412)
     190   -1,535       55    1,167    2,892    1,412    1,412        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.1     11.6      0.4     90.4     88.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       7        5        3       33       26       41       33                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
352 MWh                                              OPEN INTEREST:      137,952
COMMITMENTS
   8,468   16,125    1,882  127,422  119,884  137,772  137,891      180       61

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:      1,457)
     290   -1,750      -25    1,203    3,231    1,468    1,456      -11        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.1     11.7      1.4     92.4     86.9     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       5        7        7       39       30       48       40                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      301,964
COMMITMENTS
  22,994   23,252   29,004  249,442  249,482  301,441  301,739      523      225

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:      5,090)
   3,339    1,430       45    1,784    3,582    5,168    5,058      -77       33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.6      7.7      9.6     82.6     82.6     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      18       16       22       41       44       68       73                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       26,866
COMMITMENTS
   6,610       90      220   20,016   26,556   26,846   26,866       20        0

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.6      0.3      0.8     74.5     98.8     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5        1        3       18        9       24       12                  
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       25,891
COMMITMENTS
   6,203    1,325      210   19,447   24,356   25,860   25,891       31        0

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.0      5.1      0.8     75.1     94.1     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       5        1        2       16        9       21       12                  
 
 
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV                      Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000  metric tonnes                                  OPEN INTEREST:        3,082
COMMITMENTS
      83       94      165    2,263    2,159    2,511    2,418      571      664

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:         34)
      14       26      -16       34      -50       32      -40        2       74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.7      3.0      5.4     73.4     70.1     81.5     78.5     18.5     21.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        3       18       17       21       20                  
 
 
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV                 Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       36,685
COMMITMENTS
   4,121    1,563    1,381   31,018   33,630   36,520   36,574      165      111

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:      4,257)
     265      -24      262    3,720    4,019    4,247    4,257       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.2      4.3      3.8     84.6     91.7     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       5        2        5       33       35       40       40                  
 
 
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV              Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       15,451
COMMITMENTS
     669        0       60   14,396   15,004   15,125   15,064      326      387

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:        645)
       0        0        0      645    1,258      645    1,258        0     -613

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.3      0.0      0.4     93.2     97.1     97.9     97.5      2.1      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        0        2       18       25       20       27                  
 
 
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV               Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       12,456
COMMITMENTS
     379      489      558   11,072   11,049   12,009   12,096      447      360

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:      1,505)
      28      232       66    1,596    1,266    1,690    1,564     -185      -59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.0      3.9      4.5     88.9     88.7     96.4     97.1      3.6      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        4        3       34       32       39       36                  
 
 
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV              Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       25,052
COMMITMENTS
     360    1,569      214   24,421   22,935   24,995   24,718       57      334

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:        853)
     255      180     -156      754    1,088      853    1,112        0     -259

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      6.3      0.9     97.5     91.5     99.8     98.7      0.2      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       2        7        3       29       30       33       38                  
 
 
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV              Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       60,364
COMMITMENTS
   1,897    3,851    3,488   54,543   52,306   59,928   59,645      436      719

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:      1,609)
     287    1,220      159    1,025    1,429    1,471    2,808      138   -1,199

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.1      6.4      5.8     90.4     86.7     99.3     98.8      0.7      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      14       14       22       59       58       84       83                  
 
 
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV                 Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 BARRELS                                         OPEN INTEREST:       42,299
COMMITMENTS
   3,450        0        0   38,804   42,209   42,254   42,209       45       90

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:      1,513)
       0        0        0    1,483    1,528    1,483    1,528       30      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.2      0.0      0.0     91.7     99.8     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        0        0       22       15       23       15                  
 
 
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV               Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       15,534
COMMITMENTS
     180      340      715   13,764   14,379   14,659   15,434      875      100

CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST:        610)
    -105      330      -25     -135      205     -265      510      875      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      2.2      4.6     88.6     92.6     94.4     99.4      5.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        2        2       21       18       25       20                  



Updated March 05, 2019