CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1,000 california carbon allowances : : : : All : 6,804: 325 125 0 6,454 6,673 6,779 6,798: 25 6 Old : 6,804: 325 125 0 6,454 6,673 6,779 6,798: 25 6 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.8 1.8 0.0 94.9 98.1 99.6 99.9: 0.4 0.1 Old : 100.0: 4.8 1.8 0.0 94.9 98.1 99.6 99.9: 0.4 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 4 2 0 7 8 11 10: Old : 20: 4 2 0 7 8 11 10: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 87.6 87.1 96.8 98.4 87.6 84.2 95.1 95.6 Old : 87.6 87.1 96.8 98.4 87.6 84.2 95.1 95.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (10 SRECs) : : : : All : 50,196: 16,906 25,023 20 33,270 25,153 50,196 50,196: 0 0 Old : 50,196: 16,906 25,023 20 33,270 25,153 50,196 50,196: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 400: 400 0 0 0 400 400 400: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.7 49.9 0.0 66.3 50.1 100.0 100.0: 0.0 0.0 Old : 100.0: 33.7 49.9 0.0 66.3 50.1 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 6 8 2 10 7 18 15: Old : 27: 6 8 2 10 7 18 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.5 60.4 88.9 87.1 62.5 56.7 88.9 83.4 Old : 62.5 60.4 88.9 87.1 62.5 56.7 88.9 83.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1,000 california carbon allowances : : : : All : 47,732: 3,160 5,947 1,680 42,877 40,080 47,717 47,707: 15 25 Old : 47,732: 3,160 5,947 1,680 42,877 40,080 47,717 47,707: 15 25 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 514: 235 264 145 129 125 509 534: 5 -20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.6 12.5 3.5 89.8 84.0 100.0 99.9: 0.0 0.1 Old : 100.0: 6.6 12.5 3.5 89.8 84.0 100.0 99.9: 0.0 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 36: 6 12 7 12 14 24 27: Old : 36: 6 12 7 12 14 24 27: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 73.9 52.9 90.8 77.8 54.9 42.2 65.3 56.4 Old : 73.9 52.9 90.8 77.8 54.9 42.2 65.3 56.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1 Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1,000 RGGI CO2 Allowances : : : : All : 38,984: 7,739 896 0 31,245 38,088 38,984 38,984: 0 0 Old : 38,984: 7,739 896 0 31,245 38,088 38,984 38,984: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.9 2.3 0.0 80.1 97.7 100.0 100.0: 0.0 0.0 Old : 100.0: 19.9 2.3 0.0 80.1 97.7 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 3 4 0 9 10 12 14: Old : 22: 3 4 0 9 10 12 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 83.1 85.8 97.7 96.5 80.6 85.8 92.9 93.1 Old : 83.1 85.8 97.7 96.5 80.6 85.8 92.9 93.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2 Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1,000 California carbon allowances : : : : All : 32,480: 2,580 0 50 29,850 32,430 32,480 32,480: 0 0 Old : 32,480: 2,580 0 50 29,850 32,430 32,480 32,480: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 850: 100 0 0 750 850 850 850: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.9 0.0 0.2 91.9 99.8 100.0 100.0: 0.0 0.0 Old : 100.0: 7.9 0.0 0.2 91.9 99.8 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 8 0 1 7 8 15 9: Old : 20: 8 0 1 7 8 15 9: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 89.8 83.2 96.3 99.8 88.9 83.2 94.1 95.9 Old : 89.8 83.2 96.3 99.8 88.9 83.2 94.1 95.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3 Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (10 SRECs) : : : : All : 37,492: 7,075 17,633 337 30,080 19,522 37,492 37,492: 0 0 Old : 37,492: 7,075 17,633 337 30,080 19,522 37,492 37,492: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 100: 200 -200 -100 0 400 100 100: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.9 47.0 0.9 80.2 52.1 100.0 100.0: 0.0 0.0 Old : 100.0: 18.9 47.0 0.9 80.2 52.1 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 6 6 2 8 6 14 14: Old : 23: 6 6 2 8 6 14 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 79.0 70.3 94.0 91.1 79.0 68.6 94.0 89.1 Old : 79.0 70.3 94.0 91.1 79.0 68.6 94.0 89.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063A4 Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (10 SRECs) : : : : All : 25,292: 4,157 7,655 0 21,135 17,637 25,292 25,292: 0 0 Old : 25,292: 4,157 7,655 0 21,135 17,637 25,292 25,292: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 250: 0 250 0 250 0 250 250: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.4 30.3 0.0 83.6 69.7 100.0 100.0: 0.0 0.0 Old : 100.0: 16.4 30.3 0.0 83.6 69.7 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 5 6 0 7 4 12 10: Old : 22: 5 6 0 7 4 12 10: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 78.7 73.8 95.5 95.5 78.7 73.8 95.5 95.5 Old : 78.7 73.8 95.5 95.5 78.7 73.8 95.5 95.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 100 MWh of renewable energy certificates : : : : All : 29,406: 14,200 13,395 700 14,506 15,311 29,406 29,406: 0 0 Old : 29,406: 14,200 13,395 700 14,506 15,311 29,406 29,406: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 100: 0 0 0 100 100 100 100: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 48.3 45.6 2.4 49.3 52.1 100.0 100.0: 0.0 0.0 Old : 100.0: 48.3 45.6 2.4 49.3 52.1 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 6 5 3 7 7 15 13: Old : 24: 6 5 3 7 7 15 13: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.9 60.3 83.6 89.7 56.2 59.7 82.9 85.6 Old : 56.9 60.3 83.6 89.7 56.2 59.7 82.9 85.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AD Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 100 MWh of renewable energy certificates : : : : All : 20,045: 9,245 6,407 100 10,700 13,538 20,045 20,045: 0 0 Old : 20,045: 9,245 6,407 100 10,700 13,538 20,045 20,045: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 100: -350 0 0 450 100 100 100: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 46.1 32.0 0.5 53.4 67.5 100.0 100.0: 0.0 0.0 Old : 100.0: 46.1 32.0 0.5 53.4 67.5 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 7 4 1 7 5 15 9: Old : 23: 7 4 1 7 5 15 9: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.4 63.0 83.9 96.0 59.4 63.0 83.9 95.5 Old : 59.4 63.0 83.9 96.0 59.4 63.0 83.9 95.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-0063AR Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1,000 RGGI CO2 Allowances : : : : All : 22,790: 1,375 2,690 125 21,270 19,975 22,770 22,790: 20 0 Old : 22,790: 1,375 2,690 125 21,270 19,975 22,770 22,790: 20 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 2,375: 0 75 25 2,350 2,275 2,375 2,375: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.0 11.8 0.5 93.3 87.6 99.9 100.0: 0.1 0.0 Old : 100.0: 6.0 11.8 0.5 93.3 87.6 99.9 100.0: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 4 6 2 12 11 17 18: Old : 29: 4 6 2 12 11 17 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 75.2 64.9 90.1 90.0 72.3 52.6 80.2 74.3 Old : 75.2 64.9 90.1 90.0 72.3 52.6 80.2 74.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 MMBtus : : : : All : 5,509,159: 954,334 43,478 803,367 3,706,262 4,646,435 5,463,963 5,493,280: 45,196 15,879 Old : 5,509,159: 954,334 43,478 803,367 3,706,262 4,646,435 5,463,963 5,493,280: 45,196 15,879 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 72,522: 40,038 1,082 -24,098 51,303 93,479 67,243 70,463: 5,279 2,059 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.3 0.8 14.6 67.3 84.3 99.2 99.7: 0.8 0.3 Old : 100.0: 17.3 0.8 14.6 67.3 84.3 99.2 99.7: 0.8 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 230: 62 20 60 134 122 210 189: Old : 230: 62 20 60 134 122 210 189: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 25.0 35.2 40.6 49.9 21.6 33.9 33.5 44.3 Old : 25.0 35.2 40.6 49.9 21.6 33.9 33.5 44.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 325,859: 55,327 100,613 93,222 174,578 131,851 323,127 325,686: 2,732 173 Old : 325,859: 55,327 100,613 93,222 174,578 131,851 323,127 325,686: 2,732 173 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 12,642: -2,688 -2,311 11,658 3,672 3,295 12,642 12,642: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.0 30.9 28.6 53.6 40.5 99.2 99.9: 0.8 0.1 Old : 100.0: 17.0 30.9 28.6 53.6 40.5 99.2 99.9: 0.8 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 60: 13 12 18 28 23 51 43: Old : 60: 13 12 18 28 23 51 43: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.8 69.3 74.0 82.2 39.8 46.8 47.6 55.6 Old : 58.8 69.3 74.0 82.2 39.8 46.8 47.6 55.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 216,195: 8,417 6,285 3,188 187,048 203,629 198,653 213,102: 17,542 3,093 Old : 216,195: 8,417 6,285 3,188 187,048 203,629 198,653 213,102: 17,542 3,093 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 24,517: 4,037 4,755 346 19,034 19,478 23,417 24,579: 1,100 -62 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.9 2.9 1.5 86.5 94.2 91.9 98.6: 8.1 1.4 Old : 100.0: 3.9 2.9 1.5 86.5 94.2 91.9 98.6: 8.1 1.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 45: 4 2 3 32 31 37 35: Old : 45: 4 2 3 32 31 37 35: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.3 54.4 63.3 78.0 43.0 44.8 52.6 60.6 Old : 50.3 54.4 63.3 78.0 43.0 44.8 52.6 60.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 97,945: 2,640 0 60 92,055 92,728 94,755 92,788: 3,190 5,157 Old : 97,945: 2,640 0 60 92,055 92,728 94,755 92,788: 3,190 5,157 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 4,362: 1,542 0 -156 2,766 2,760 4,152 2,604: 210 1,758 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.7 0.0 0.1 94.0 94.7 96.7 94.7: 3.3 5.3 Old : 100.0: 2.7 0.0 0.1 94.0 94.7 96.7 94.7: 3.3 5.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 39: 2 0 1 30 32 32 33: Old : 39: 2 0 1 30 32 32 33: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.0 44.8 77.3 62.3 56.9 44.4 69.6 56.6 Old : 59.0 44.8 77.3 62.3 56.9 44.4 69.6 56.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 231,649: 759 1,133 1,717 217,471 221,639 219,947 224,489: 11,702 7,160 Old : 231,649: 759 1,133 1,717 217,471 221,639 219,947 224,489: 11,702 7,160 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : -1,313: 216 585 -155 -1,782 -2,011 -1,721 -1,581: 408 268 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.3 0.5 0.7 93.9 95.7 94.9 96.9: 5.1 3.1 Old : 100.0: 0.3 0.5 0.7 93.9 95.7 94.9 96.9: 5.1 3.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 39: 1 2 1 30 29 32 31: Old : 39: 1 2 1 30 29 32 31: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.2 61.3 75.9 76.3 54.1 60.7 64.2 70.4 Old : 61.2 61.3 75.9 76.3 54.1 60.7 64.2 70.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 948,786: 857 17,496 8,050 928,929 917,489 937,836 943,035: 10,950 5,751 Old : 948,786: 857 17,496 8,050 928,929 917,489 937,836 943,035: 10,950 5,751 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 476: -500 182 144 -10 -229 -366 97: 842 379 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.1 1.8 0.8 97.9 96.7 98.8 99.4: 1.2 0.6 Old : 100.0: 0.1 1.8 0.8 97.9 96.7 98.8 99.4: 1.2 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 58: 1 3 3 52 33 55 37: Old : 58: 1 3 3 52 33 55 37: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.2 60.9 60.9 82.0 35.9 60.7 54.7 76.6 Old : 41.2 60.9 60.9 82.0 35.9 60.7 54.7 76.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 407,368: 5,935 0 1,010 384,972 398,018 391,917 399,028: 15,451 8,340 Old : 407,368: 5,935 0 1,010 384,972 398,018 391,917 399,028: 15,451 8,340 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 3,705: 959 -883 -240 3,046 4,738 3,765 3,615: -60 90 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.5 0.0 0.2 94.5 97.7 96.2 98.0: 3.8 2.0 Old : 100.0: 1.5 0.0 0.2 94.5 97.7 96.2 98.0: 3.8 2.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 59: 3 0 1 37 45 40 46: Old : 59: 3 0 1 37 45 40 46: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.2 37.6 76.3 57.4 55.5 35.9 66.6 52.5 Old : 57.2 37.6 76.3 57.4 55.5 35.9 66.6 52.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 409,609: 494 0 734 391,530 402,905 392,758 403,639: 16,851 5,970 Old : 409,609: 494 0 734 391,530 402,905 392,758 403,639: 16,851 5,970 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 276: 217 0 -189 -426 733 -398 544: 674 -268 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.1 0.0 0.2 95.6 98.4 95.9 98.5: 4.1 1.5 Old : 100.0: 0.1 0.0 0.2 95.6 98.4 95.9 98.5: 4.1 1.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 51: 1 0 1 42 42 43 43: Old : 51: 1 0 1 42 42 43 43: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.4 46.5 68.3 68.9 46.1 45.5 58.6 63.0 Old : 51.4 46.5 68.3 68.9 46.1 45.5 58.6 63.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 207,357: 1,330 1,148 1,177 198,322 196,727 200,829 199,052: 6,528 8,305 Old : 207,357: 1,330 1,148 1,177 198,322 196,727 200,829 199,052: 6,528 8,305 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 10,245: 1,330 60 -325 9,754 9,047 10,759 8,782: -514 1,463 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.6 0.6 0.6 95.6 94.9 96.9 96.0: 3.1 4.0 Old : 100.0: 0.6 0.6 0.6 95.6 94.9 96.9 96.0: 3.1 4.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 47: 2 2 2 35 32 37 36: Old : 47: 2 2 2 35 32 37 36: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.2 42.0 73.9 69.0 53.6 41.8 68.7 64.0 Old : 54.2 42.0 73.9 69.0 53.6 41.8 68.7 64.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 79,950: 499 1,853 2,324 71,875 70,040 74,698 74,217: 5,252 5,733 Old : 79,950: 499 1,853 2,324 71,875 70,040 74,698 74,217: 5,252 5,733 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 920: -605 -192 180 798 1,082 373 1,070: 547 -150 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.6 2.3 2.9 89.9 87.6 93.4 92.8: 6.6 7.2 Old : 100.0: 0.6 2.3 2.9 89.9 87.6 93.4 92.8: 6.6 7.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 32: 1 2 2 24 22 26 25: Old : 32: 1 2 2 24 22 26 25: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.0 42.7 72.9 61.1 49.5 41.2 63.4 57.6 Old : 54.0 42.7 72.9 61.1 49.5 41.2 63.4 57.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 23,183: 1,013 0 0 21,429 22,625 22,442 22,625: 741 558 Old : 23,183: 1,013 0 0 21,429 22,625 22,442 22,625: 741 558 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 1,230: 0 0 0 1,230 1,230 1,230 1,230: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.4 0.0 0.0 92.4 97.6 96.8 97.6: 3.2 2.4 Old : 100.0: 4.4 0.0 0.0 92.4 97.6 96.8 97.6: 3.2 2.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 1 0 0 13 13 14 13: Old : 23: 1 0 0 13 13 14 13: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 73.6 59.3 89.3 83.4 72.4 59.3 87.7 83.4 Old : 73.6 59.3 89.3 83.4 72.4 59.3 87.7 83.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 114,110: 1,912 332 769 103,896 108,526 106,577 109,627: 7,533 4,483 Old : 114,110: 1,912 332 769 103,896 108,526 106,577 109,627: 7,533 4,483 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 6,205: -680 332 186 6,610 5,809 6,116 6,327: 89 -122 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.7 0.3 0.7 91.0 95.1 93.4 96.1: 6.6 3.9 Old : 100.0: 1.7 0.3 0.7 91.0 95.1 93.4 96.1: 6.6 3.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 1 1 1 18 17 19 19: Old : 26: 1 1 1 18 17 19 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.2 62.8 75.1 89.4 47.7 61.9 67.9 79.1 Old : 51.2 62.8 75.1 89.4 47.7 61.9 67.9 79.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV Code-02339W Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mm btu : : : : All : 160,909: 885 0 0 153,981 158,535 154,866 158,535: 6,043 2,374 Old : 160,909: 885 0 0 153,981 158,535 154,866 158,535: 6,043 2,374 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 5,986: 0 0 0 5,986 6,439 5,986 6,439: 0 -453 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.6 0.0 0.0 95.7 98.5 96.2 98.5: 3.8 1.5 Old : 100.0: 0.6 0.0 0.0 95.7 98.5 96.2 98.5: 3.8 1.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 40: 1 0 0 26 29 27 29: Old : 40: 1 0 0 26 29 27 29: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.9 73.4 71.3 85.7 52.6 73.2 68.7 85.1 Old : 54.9 73.4 71.3 85.7 52.6 73.2 68.7 85.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY DIV Code-02339Y Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 82,191: 0 0 0 79,188 80,577 79,188 80,577: 3,003 1,614 Old : 82,191: 0 0 0 79,188 80,577 79,188 80,577: 3,003 1,614 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 2,810: 0 0 0 3,060 3,631 3,060 3,631: -250 -821 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 96.3 98.0 96.3 98.0: 3.7 2.0 Old : 100.0: 0.0 0.0 0.0 96.3 98.0 96.3 98.0: 3.7 2.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 0 0 0 19 17 19 17: Old : 26: 0 0 0 19 17 19 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.0 50.8 83.3 82.1 52.1 47.6 63.5 64.8 Old : 62.0 50.8 83.3 82.1 52.1 47.6 63.5 64.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2 Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 16,709: 2,294 0 0 13,799 16,341 16,093 16,341: 616 368 Old : 16,709: 2,294 0 0 13,799 16,341 16,093 16,341: 616 368 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 240: 0 0 0 240 120 240 120: 0 120 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.7 0.0 0.0 82.6 97.8 96.3 97.8: 3.7 2.2 Old : 100.0: 13.7 0.0 0.0 82.6 97.8 96.3 97.8: 3.7 2.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 3 0 0 17 14 20 14: Old : 27: 3 0 0 17 14 20 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.3 68.8 70.4 88.5 46.8 60.8 68.9 79.6 Old : 48.3 68.8 70.4 88.5 46.8 60.8 68.9 79.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 572,283: 49,716 8,535 2,494 510,105 551,428 562,315 562,457: 9,968 9,826 Old : 572,283: 49,716 8,535 2,494 510,105 551,428 562,315 562,457: 9,968 9,826 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 17,213: 391 187 1,197 15,289 15,341 16,877 16,725: 336 488 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.7 1.5 0.4 89.1 96.4 98.3 98.3: 1.7 1.7 Old : 100.0: 8.7 1.5 0.4 89.1 96.4 98.3 98.3: 1.7 1.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 70: 3 4 6 52 54 59 60: Old : 70: 3 4 6 52 54 59 60: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.9 54.8 55.1 66.6 31.9 53.1 47.4 60.5 Old : 33.9 54.8 55.1 66.6 31.9 53.1 47.4 60.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 120,211: 4,047 1,736 2,153 111,147 109,258 117,347 113,147: 2,864 7,064 Old : 120,211: 4,047 1,736 2,153 111,147 109,258 117,347 113,147: 2,864 7,064 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 16,211: 0 -297 1,038 15,111 15,166 16,149 15,907: 62 304 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.4 1.4 1.8 92.5 90.9 97.6 94.1: 2.4 5.9 Old : 100.0: 3.4 1.4 1.8 92.5 90.9 97.6 94.1: 2.4 5.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 36: 1 3 3 27 21 31 24: Old : 36: 1 3 3 27 21 31 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 36.2 42.2 59.0 71.0 26.2 38.8 42.4 53.9 Old : 36.2 42.2 59.0 71.0 26.2 38.8 42.4 53.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6 Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 17,568: 0 0 0 16,461 16,743 16,461 16,743: 1,107 825 Old : 17,568: 0 0 0 16,461 16,743 16,461 16,743: 1,107 825 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 3,698: 0 0 0 3,578 3,338 3,578 3,338: 120 360 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 93.7 95.3 93.7 95.3: 6.3 4.7 Old : 100.0: 0.0 0.0 0.0 93.7 95.3 93.7 95.3: 6.3 4.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 0 0 0 13 11 13 11: Old : 21: 0 0 0 13 11 13 11: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.2 70.1 79.5 91.3 49.4 55.3 65.4 75.1 Old : 61.2 70.1 79.5 91.3 49.4 55.3 65.4 75.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY D Code-0233A8 Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 73,484: 0 642 0 71,394 68,706 71,394 69,348: 2,090 4,136 Old : 73,484: 0 642 0 71,394 68,706 71,394 69,348: 2,090 4,136 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 2,964: 0 300 -30 2,781 2,420 2,751 2,690: 213 274 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.9 0.0 97.2 93.5 97.2 94.4: 2.8 5.6 Old : 100.0: 0.0 0.9 0.0 97.2 93.5 97.2 94.4: 2.8 5.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 0 1 0 16 18 16 19: Old : 23: 0 1 0 16 18 16 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.4 61.8 87.2 83.1 63.0 61.0 80.7 80.7 Old : 64.4 61.8 87.2 83.1 63.0 61.0 80.7 80.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 93,894: 1,680 840 0 91,270 90,131 92,950 90,971: 944 2,923 Old : 93,894: 1,680 840 0 91,270 90,131 92,950 90,971: 944 2,923 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 11,021: 1,680 840 0 9,311 9,937 10,991 10,777: 30 244 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.8 0.9 0.0 97.2 96.0 99.0 96.9: 1.0 3.1 Old : 100.0: 1.8 0.9 0.0 97.2 96.0 99.0 96.9: 1.0 3.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 35: 2 2 0 18 21 20 23: Old : 35: 2 2 0 18 21 20 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.7 68.8 85.3 83.7 56.5 68.8 77.5 77.7 Old : 59.7 68.8 85.3 83.7 56.5 68.8 77.5 77.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 115,132: 20,080 6,575 930 93,285 106,821 114,295 114,326: 837 806 Old : 115,132: 20,080 6,575 930 93,285 106,821 114,295 114,326: 837 806 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 11,561: 750 -90 930 9,881 10,721 11,561 11,561: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.4 5.7 0.8 81.0 92.8 99.3 99.3: 0.7 0.7 Old : 100.0: 17.4 5.7 0.8 81.0 92.8 99.3 99.3: 0.7 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 68: 7 7 1 24 43 31 51: Old : 68: 7 7 1 24 43 31 51: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.6 44.0 66.4 58.8 31.7 40.3 52.8 51.2 Old : 39.6 44.0 66.4 58.8 31.7 40.3 52.8 51.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 152,444: 0 0 0 151,280 150,002 151,280 150,002: 1,164 2,442 Old : 152,444: 0 0 0 151,280 150,002 151,280 150,002: 1,164 2,442 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 1,770: 0 0 0 1,710 1,770 1,710 1,770: 60 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 99.2 98.4 99.2 98.4: 0.8 1.6 Old : 100.0: 0.0 0.0 0.0 99.2 98.4 99.2 98.4: 0.8 1.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 35: 0 0 0 22 26 22 26: Old : 35: 0 0 0 22 26 22 26: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 78.6 71.2 92.7 88.4 64.4 64.5 76.3 74.3 Old : 78.6 71.2 92.7 88.4 64.4 64.5 76.3 74.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV Code-0233AQ Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 252,412: 118 0 1,282 244,096 240,992 245,496 242,274: 6,916 10,138 Old : 252,412: 118 0 1,282 244,096 240,992 245,496 242,274: 6,916 10,138 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 189: -915 0 438 2,829 288 2,352 726: -2,163 -537 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.5 96.7 95.5 97.3 96.0: 2.7 4.0 Old : 100.0: 0.0 0.0 0.5 96.7 95.5 97.3 96.0: 2.7 4.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 44: 1 0 1 36 35 37 36: Old : 44: 1 0 1 36 35 37 36: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.5 48.1 72.1 65.6 45.7 39.7 59.3 51.2 Old : 55.5 48.1 72.1 65.6 45.7 39.7 59.3 51.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : mmbtu : : : : All : 15,399: 341 1,410 0 12,765 11,685 13,106 13,095: 2,293 2,304 Old : 15,399: 341 1,410 0 12,765 11,685 13,106 13,095: 2,293 2,304 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 210: 0 120 0 210 60 210 180: 0 30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.2 9.2 0.0 82.9 75.9 85.1 85.0: 14.9 15.0 Old : 100.0: 2.2 9.2 0.0 82.9 75.9 85.1 85.0: 14.9 15.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 1 2 0 12 12 13 14: Old : 24: 1 2 0 12 12 13 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.7 51.0 72.2 74.0 51.8 49.8 65.0 67.9 Old : 57.7 51.0 72.2 74.0 51.8 49.8 65.0 67.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 112,752: 0 1,302 1,874 108,694 107,828 110,568 111,004: 2,184 1,748 Old : 112,752: 0 1,302 1,874 108,694 107,828 110,568 111,004: 2,184 1,748 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 1,512: 0 160 0 1,786 1,302 1,786 1,462: -274 50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.2 1.7 96.4 95.6 98.1 98.4: 1.9 1.6 Old : 100.0: 0.0 1.2 1.7 96.4 95.6 98.1 98.4: 1.9 1.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 34: 0 2 1 23 25 24 27: Old : 34: 0 2 1 23 25 24 27: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.9 45.6 77.8 66.8 42.7 39.4 59.3 52.8 Old : 53.9 45.6 77.8 66.8 42.7 39.4 59.3 52.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 135,555: 8,209 0 1,036 118,258 128,298 127,503 129,334: 8,052 6,221 Old : 135,555: 8,209 0 1,036 118,258 128,298 127,503 129,334: 8,052 6,221 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : -2,587: 631 0 9 -2,452 -1,564 -1,812 -1,555: -775 -1,032 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.1 0.0 0.8 87.2 94.6 94.1 95.4: 5.9 4.6 Old : 100.0: 6.1 0.0 0.8 87.2 94.6 94.1 95.4: 5.9 4.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 3 0 1 20 15 23 16: Old : 27: 3 0 1 20 15 23 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.8 75.2 73.8 89.1 45.2 71.2 63.5 77.9 Old : 49.8 75.2 73.8 89.1 45.2 71.2 63.5 77.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV Code-0233BC Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 122,889: 0 0 0 114,929 120,249 114,929 120,249: 7,960 2,640 Old : 122,889: 0 0 0 114,929 120,249 114,929 120,249: 7,960 2,640 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 315: 0 0 0 373 243 373 243: -58 72 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 93.5 97.9 93.5 97.9: 6.5 2.1 Old : 100.0: 0.0 0.0 0.0 93.5 97.9 93.5 97.9: 6.5 2.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 0 0 0 20 17 20 17: Old : 22: 0 0 0 20 17 20 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.3 78.6 83.1 92.6 59.6 76.8 80.9 88.8 Old : 61.3 78.6 83.1 92.6 59.6 76.8 80.9 88.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 120,512: 780 307 96 113,821 117,212 114,697 117,615: 5,815 2,897 Old : 120,512: 780 307 96 113,821 117,212 114,697 117,615: 5,815 2,897 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 6,403: 540 60 -60 7,724 7,046 8,204 7,046: -1,801 -643 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.6 0.3 0.1 94.4 97.3 95.2 97.6: 4.8 2.4 Old : 100.0: 0.6 0.3 0.1 94.4 97.3 95.2 97.6: 4.8 2.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 2 1 1 23 20 26 21: Old : 31: 2 1 1 23 20 26 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.6 62.6 75.0 82.4 53.2 54.9 66.0 69.7 Old : 56.6 62.6 75.0 82.4 53.2 54.9 66.0 69.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 153,182: 0 3,007 8,601 136,690 136,277 145,291 147,885: 7,891 5,297 Old : 153,182: 0 3,007 8,601 136,690 136,277 145,291 147,885: 7,891 5,297 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : -755: 0 -93 463 -1,552 -1,616 -1,089 -1,246: 334 491 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 2.0 5.6 89.2 89.0 94.8 96.5: 5.2 3.5 Old : 100.0: 0.0 2.0 5.6 89.2 89.0 94.8 96.5: 5.2 3.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 45: 0 4 3 36 28 39 33: Old : 45: 0 4 3 36 28 39 33: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.8 61.8 57.2 74.9 29.6 50.9 42.2 59.2 Old : 39.8 61.8 57.2 74.9 29.6 50.9 42.2 59.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 19,601: 1,116 0 0 16,810 18,769 17,926 18,769: 1,675 832 Old : 19,601: 1,116 0 0 16,810 18,769 17,926 18,769: 1,675 832 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 2,820: 0 0 0 2,520 2,820 2,520 2,820: 300 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.7 0.0 0.0 85.8 95.8 91.5 95.8: 8.5 4.2 Old : 100.0: 5.7 0.0 0.0 85.8 95.8 91.5 95.8: 8.5 4.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 1 0 0 13 11 14 11: Old : 22: 1 0 0 13 11 14 11: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.1 70.9 74.7 87.9 47.1 70.9 72.2 86.6 Old : 49.1 70.9 74.7 87.9 47.1 70.9 72.2 86.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 37,328: 0 310 0 35,258 35,968 35,258 36,278: 2,070 1,050 Old : 37,328: 0 310 0 35,258 35,968 35,258 36,278: 2,070 1,050 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 3,242: 0 0 0 2,880 3,242 2,880 3,242: 362 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.8 0.0 94.5 96.4 94.5 97.2: 5.5 2.8 Old : 100.0: 0.0 0.8 0.0 94.5 96.4 94.5 97.2: 5.5 2.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 0 1 0 14 11 14 12: Old : 21: 0 1 0 14 11 14 12: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 80.0 75.3 89.9 92.2 74.9 71.6 79.5 82.7 Old : 80.0 75.3 89.9 92.2 74.9 71.6 79.5 82.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mm btu : : : : All : 191,160: 10,626 5,396 217 174,033 176,756 184,876 182,369: 6,284 8,791 Old : 191,160: 10,626 5,396 217 174,033 176,756 184,876 182,369: 6,284 8,791 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 6,159: -365 910 -28 5,873 4,377 5,480 5,259: 679 900 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.6 2.8 0.1 91.0 92.5 96.7 95.4: 3.3 4.6 Old : 100.0: 5.6 2.8 0.1 91.0 92.5 96.7 95.4: 3.3 4.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 42: 1 2 1 35 30 37 32: Old : 42: 1 2 1 35 30 37 32: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.3 50.4 64.0 67.3 45.1 48.2 60.8 63.4 Old : 46.3 50.4 64.0 67.3 45.1 48.2 60.8 63.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : mmbtu : : : : All : 107,175: 0 0 0 102,950 100,338 102,950 100,338: 4,225 6,837 Old : 107,175: 0 0 0 102,950 100,338 102,950 100,338: 4,225 6,837 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 4,579: -1,037 0 0 5,939 3,760 4,902 3,760: -323 819 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 96.1 93.6 96.1 93.6: 3.9 6.4 Old : 100.0: 0.0 0.0 0.0 96.1 93.6 96.1 93.6: 3.9 6.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 33: 0 0 0 23 23 23 23: Old : 33: 0 0 0 23 23 23 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.5 42.6 72.9 69.6 45.8 39.6 60.6 60.4 Old : 48.5 42.6 72.9 69.6 45.8 39.6 60.6 60.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mm btu : : : : All : 82,856: 750 0 0 75,763 79,200 76,513 79,200: 6,343 3,656 Old : 82,856: 750 0 0 75,763 79,200 76,513 79,200: 6,343 3,656 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 1,869: 0 0 0 1,718 1,567 1,718 1,567: 151 302 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.9 0.0 0.0 91.4 95.6 92.3 95.6: 7.7 4.4 Old : 100.0: 0.9 0.0 0.0 91.4 95.6 92.3 95.6: 7.7 4.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 33: 1 0 0 26 18 27 18: Old : 33: 1 0 0 26 18 27 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.5 66.6 59.6 87.1 33.9 65.0 54.8 77.7 Old : 35.5 66.6 59.6 87.1 33.9 65.0 54.8 77.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mm btu : : : : All : 78,468: 2,605 0 818 69,487 73,316 72,910 74,134: 5,558 4,334 Old : 78,468: 2,605 0 818 69,487 73,316 72,910 74,134: 5,558 4,334 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 3,739: 499 -477 477 2,702 3,767 3,678 3,767: 61 -28 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.3 0.0 1.0 88.6 93.4 92.9 94.5: 7.1 5.5 Old : 100.0: 3.3 0.0 1.0 88.6 93.4 92.9 94.5: 7.1 5.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 2 0 1 17 21 19 22: Old : 30: 2 0 1 17 21 19 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.3 54.5 73.1 75.5 41.0 48.1 56.5 57.3 Old : 49.3 54.5 73.1 75.5 41.0 48.1 56.5 57.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV Code-0233D4 Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mm btu : : : : All : 27,016: 2,240 0 0 23,211 26,649 25,451 26,649: 1,565 367 Old : 27,016: 2,240 0 0 23,211 26,649 25,451 26,649: 1,565 367 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 662: 240 0 0 302 755 542 755: 120 -93 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.3 0.0 0.0 85.9 98.6 94.2 98.6: 5.8 1.4 Old : 100.0: 8.3 0.0 0.0 85.9 98.6 94.2 98.6: 5.8 1.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 2 0 0 12 17 14 17: Old : 27: 2 0 0 12 17 14 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.4 77.0 84.7 87.6 65.3 77.0 84.6 87.2 Old : 65.4 77.0 84.7 87.6 65.3 77.0 84.6 87.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 MM Btus : : : : All : 126,365: 0 0 0 116,612 120,283 116,612 120,283: 9,753 6,082 Old : 126,365: 0 0 0 116,612 120,283 116,612 120,283: 9,753 6,082 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 10,582: 0 0 0 10,491 12,984 10,491 12,984: 91 -2,402 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 92.3 95.2 92.3 95.2: 7.7 4.8 Old : 100.0: 0.0 0.0 0.0 92.3 95.2 92.3 95.2: 7.7 4.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 34: 0 0 0 28 18 28 18: Old : 34: 0 0 0 28 18 28 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.7 66.7 65.0 83.0 42.9 64.8 61.1 77.0 Old : 43.7 66.7 65.0 83.0 42.9 64.8 61.1 77.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mm btu : : : : All : 77,538: 0 0 0 68,648 73,774 68,648 73,774: 8,890 3,764 Old : 77,538: 0 0 0 68,648 73,774 68,648 73,774: 8,890 3,764 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 4,085: 0 0 0 3,780 4,085 3,780 4,085: 305 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 88.5 95.1 88.5 95.1: 11.5 4.9 Old : 100.0: 0.0 0.0 0.0 88.5 95.1 88.5 95.1: 11.5 4.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 0 0 0 17 15 17 15: Old : 23: 0 0 0 17 15 17 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.8 71.2 73.8 88.0 40.6 66.6 61.0 75.3 Old : 51.8 71.2 73.8 88.0 40.6 66.6 61.0 75.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 800 MWh) : : : : All : 87,130: 18,199 6,323 2,398 66,122 78,048 86,719 86,769: 411 361 Old : 87,130: 18,199 6,323 2,398 66,122 78,048 86,719 86,769: 411 361 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 172: 0 0 0 172 172 172 172: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.9 7.3 2.8 75.9 89.6 99.5 99.6: 0.5 0.4 Old : 100.0: 20.9 7.3 2.8 75.9 89.6 99.5 99.6: 0.5 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 64: 12 8 13 40 41 57 57: Old : 64: 12 8 13 40 41 57 57: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.3 31.5 59.3 53.8 33.0 25.3 43.4 40.1 Old : 43.3 31.5 59.3 53.8 33.0 25.3 43.4 40.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 400 MWh) : : : : All : 33,104: 900 650 275 31,889 32,154 33,064 33,079: 40 25 Old : 33,104: 900 650 275 31,889 32,154 33,064 33,079: 40 25 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 1,199: 25 -75 50 1,099 1,199 1,174 1,174: 25 25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.7 2.0 0.8 96.3 97.1 99.9 99.9: 0.1 0.1 Old : 100.0: 2.7 2.0 0.8 96.3 97.1 99.9 99.9: 0.1 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 36: 4 3 3 26 20 31 26: Old : 36: 4 3 3 26 20 31 26: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.2 50.8 71.5 82.2 38.9 45.5 48.8 52.5 Old : 48.2 50.8 71.5 82.2 38.9 45.5 48.8 52.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 25 MWh) : : : : All : 22,919: 550 975 50 22,295 21,654 22,895 22,679: 24 240 Old : 22,919: 550 975 50 22,295 21,654 22,895 22,679: 24 240 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 330: 100 450 0 230 -120 330 330: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.4 4.3 0.2 97.3 94.5 99.9 99.0: 0.1 1.0 Old : 100.0: 2.4 4.3 0.2 97.3 94.5 99.9 99.0: 0.1 1.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 1 2 1 22 16 24 18: Old : 30: 1 2 1 22 16 24 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.2 51.5 83.0 83.0 59.5 41.2 69.1 62.9 Old : 66.2 51.5 83.0 83.0 59.5 41.2 69.1 62.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 50 Megawatt Hours) : : : : All : 179,544: 8,647 34,088 4,093 166,768 141,363 179,508 179,544: 36 0 Old : 179,544: 8,647 34,088 4,093 166,768 141,363 179,508 179,544: 36 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : -642: -275 -550 185 -552 -277 -642 -642: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.8 19.0 2.3 92.9 78.7 100.0 100.0: 0.0 0.0 Old : 100.0: 4.8 19.0 2.3 92.9 78.7 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 63: 7 9 6 40 41 50 53: Old : 63: 7 9 6 40 41 50 53: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.7 43.0 59.7 72.6 31.2 35.9 47.5 54.9 Old : 38.7 43.0 59.7 72.6 31.2 35.9 47.5 54.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 400 Megawatt Hours) : : : : All : 57,469: 1,893 5,846 875 54,672 50,733 57,440 57,454: 29 15 Old : 57,469: 1,893 5,846 875 54,672 50,733 57,440 57,454: 29 15 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 302: 170 1,375 -118 250 -950 302 307: 0 -5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.3 10.2 1.5 95.1 88.3 99.9 100.0: 0.1 0.0 Old : 100.0: 3.3 10.2 1.5 95.1 88.3 99.9 100.0: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 35: 5 7 4 17 21 25 29: Old : 35: 5 7 4 17 21 25 29: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 77.0 76.4 89.0 88.0 74.1 70.8 81.0 79.8 Old : 77.0 76.4 89.0 88.0 74.1 70.8 81.0 79.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50 Mwh : : : : All : 57,748: 60 3,250 1,035 56,543 53,148 57,638 57,433: 110 315 Old : 57,748: 60 3,250 1,035 56,543 53,148 57,638 57,433: 110 315 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : -1,458: 50 -200 200 -1,708 -1,458 -1,458 -1,458: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.1 5.6 1.8 97.9 92.0 99.8 99.5: 0.2 0.5 Old : 100.0: 0.1 5.6 1.8 97.9 92.0 99.8 99.5: 0.2 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 37: 2 2 4 28 29 32 33: Old : 37: 2 2 4 28 29 32 33: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.3 46.4 73.9 71.2 28.2 31.5 41.2 44.4 Old : 51.3 46.4 73.9 71.2 28.2 31.5 41.2 44.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800MWh : : : : All : 60,857: 985 1,425 345 59,312 58,737 60,642 60,507: 215 350 Old : 60,857: 985 1,425 345 59,312 58,737 60,642 60,507: 215 350 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 745: 0 0 0 700 760 700 760: 45 -15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.6 2.3 0.6 97.5 96.5 99.6 99.4: 0.4 0.6 Old : 100.0: 1.6 2.3 0.6 97.5 96.5 99.6 99.4: 0.4 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 42: 2 6 3 28 29 32 36: Old : 42: 2 6 3 28 29 32 36: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.0 51.5 66.7 77.5 38.7 44.0 54.5 59.1 Old : 42.0 51.5 66.7 77.5 38.7 44.0 54.5 59.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 66,001: 890 17,400 0 64,659 48,447 65,549 65,847: 452 154 Old : 66,001: 890 17,400 0 64,659 48,447 65,549 65,847: 452 154 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 3,434: 0 0 0 3,427 3,452 3,427 3,452: 7 -18 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.3 26.4 0.0 98.0 73.4 99.3 99.8: 0.7 0.2 Old : 100.0: 1.3 26.4 0.0 98.0 73.4 99.3 99.8: 0.7 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 38: 1 1 0 29 27 30 28: Old : 38: 1 1 0 29 27 30 28: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.9 73.7 66.4 85.5 44.0 68.0 60.4 76.6 Old : 45.9 73.7 66.4 85.5 44.0 68.0 60.4 76.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 88,740: 1,520 24,650 0 86,833 63,815 88,353 88,465: 387 275 Old : 88,740: 1,520 24,650 0 86,833 63,815 88,353 88,465: 387 275 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 4,486: 0 976 0 4,484 3,475 4,484 4,451: 2 35 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.7 27.8 0.0 97.9 71.9 99.6 99.7: 0.4 0.3 Old : 100.0: 1.7 27.8 0.0 97.9 71.9 99.6 99.7: 0.4 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 38: 1 2 0 30 24 31 26: Old : 38: 1 2 0 30 24 31 26: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.2 69.4 67.5 83.9 47.5 68.0 65.1 78.2 Old : 48.2 69.4 67.5 83.9 47.5 68.0 65.1 78.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 32,979: 425 850 0 32,444 32,019 32,869 32,869: 110 110 Old : 32,979: 425 850 0 32,444 32,019 32,869 32,869: 110 110 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 742: 0 0 0 742 742 742 742: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.3 2.6 0.0 98.4 97.1 99.7 99.7: 0.3 0.3 Old : 100.0: 1.3 2.6 0.0 98.4 97.1 99.7 99.7: 0.3 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 1 1 0 22 19 23 20: Old : 27: 1 1 0 22 19 23 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.3 72.3 71.9 84.8 32.9 56.9 47.4 58.2 Old : 43.3 72.3 71.9 84.8 32.9 56.9 47.4 58.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50 Mwh : : : : All : 35,666: 1,900 0 50 33,656 35,316 35,606 35,366: 60 300 Old : 35,666: 1,900 0 50 33,656 35,316 35,606 35,366: 60 300 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 790: 0 0 0 790 790 790 790: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.3 0.0 0.1 94.4 99.0 99.8 99.2: 0.2 0.8 Old : 100.0: 5.3 0.0 0.1 94.4 99.0 99.8 99.2: 0.2 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 32: 3 0 1 23 24 26 25: Old : 32: 3 0 1 23 24 26 25: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.2 70.2 65.8 88.2 25.0 52.0 39.6 58.5 Old : 43.2 70.2 65.8 88.2 25.0 52.0 39.6 58.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800 Mwh : : : : All : 13,865: 800 300 0 13,065 13,565 13,865 13,865: 0 0 Old : 13,865: 800 300 0 13,065 13,565 13,865 13,865: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.8 2.2 0.0 94.2 97.8 100.0 100.0: 0.0 0.0 Old : 100.0: 5.8 2.2 0.0 94.2 97.8 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 1 1 0 17 13 18 14: Old : 21: 1 1 0 17 13 18 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.7 60.7 82.7 90.6 66.7 56.4 78.6 80.2 Old : 66.7 60.7 82.7 90.6 66.7 56.4 78.6 80.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800 Mwh : : : : All : 20,937: 2,150 3,088 350 18,222 17,194 20,722 20,632: 215 305 Old : 20,937: 2,150 3,088 350 18,222 17,194 20,722 20,632: 215 305 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 455: 0 0 0 455 455 455 455: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.3 14.7 1.7 87.0 82.1 99.0 98.5: 1.0 1.5 Old : 100.0: 10.3 14.7 1.7 87.0 82.1 99.0 98.5: 1.0 1.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 36: 4 4 2 25 24 29 30: Old : 36: 4 4 2 25 24 29 30: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.7 38.3 68.6 60.0 38.7 35.7 56.8 51.8 Old : 44.7 38.3 68.6 60.0 38.7 35.7 56.8 51.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 9,047: 500 2,732 600 7,802 5,420 8,902 8,752: 145 295 Old : 9,047: 500 2,732 600 7,802 5,420 8,902 8,752: 145 295 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.5 30.2 6.6 86.2 59.9 98.4 96.7: 1.6 3.3 Old : 100.0: 5.5 30.2 6.6 86.2 59.9 98.4 96.7: 1.6 3.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 1 2 1 12 12 14 15: Old : 21: 1 2 1 12 12 14 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.5 52.3 85.8 83.8 53.5 51.6 69.8 65.6 Old : 61.5 52.3 85.8 83.8 53.5 51.6 69.8 65.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 11,085: 175 150 375 10,195 10,535 10,745 11,060: 340 25 Old : 11,085: 175 150 375 10,195 10,535 10,745 11,060: 340 25 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 970: 125 -475 -125 970 1,570 970 970: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.6 1.4 3.4 92.0 95.0 96.9 99.8: 3.1 0.2 Old : 100.0: 1.6 1.4 3.4 92.0 95.0 96.9 99.8: 3.1 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 2 1 2 14 14 16 17: Old : 24: 2 1 2 14 14 16 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.4 63.6 85.3 88.3 64.6 60.4 73.2 71.3 Old : 66.4 63.6 85.3 88.3 64.6 60.4 73.2 71.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 42,047: 650 425 600 40,797 40,922 42,047 41,947: 0 100 Old : 42,047: 650 425 600 40,797 40,922 42,047 41,947: 0 100 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 900: 0 0 0 900 900 900 900: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.5 1.0 1.4 97.0 97.3 100.0 99.8: 0.0 0.2 Old : 100.0: 1.5 1.0 1.4 97.0 97.3 100.0 99.8: 0.0 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 32: 1 3 1 25 23 26 27: Old : 32: 1 3 1 25 23 26 27: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.3 60.3 71.4 79.2 32.9 52.1 47.1 56.1 Old : 45.3 60.3 71.4 79.2 32.9 52.1 47.1 56.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800 Mwh : : : : All : 47,903: 1,275 1,500 175 46,133 46,138 47,583 47,813: 320 90 Old : 47,903: 1,275 1,500 175 46,133 46,138 47,583 47,813: 320 90 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : -130: 0 0 0 -130 -130 -130 -130: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.7 3.1 0.4 96.3 96.3 99.3 99.8: 0.7 0.2 Old : 100.0: 2.7 3.1 0.4 96.3 96.3 99.3 99.8: 0.7 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 42: 1 7 2 28 26 30 34: Old : 42: 1 7 2 28 26 30 34: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.1 59.0 66.9 80.0 38.7 54.1 56.6 71.5 Old : 45.1 59.0 66.9 80.0 38.7 54.1 56.6 71.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 52,223: 1,380 0 360 50,388 51,843 52,128 52,203: 95 20 Old : 52,223: 1,380 0 360 50,388 51,843 52,128 52,203: 95 20 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 3,345: 110 0 0 3,225 3,345 3,335 3,345: 10 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.6 0.0 0.7 96.5 99.3 99.8 100.0: 0.2 0.0 Old : 100.0: 2.6 0.0 0.7 96.5 99.3 99.8 100.0: 0.2 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 2 0 1 21 15 24 16: Old : 29: 2 0 1 21 15 24 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.9 93.9 71.0 98.4 38.4 92.7 66.5 93.0 Old : 42.9 93.9 71.0 98.4 38.4 92.7 66.5 93.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 59,403: 2,080 2,350 175 56,983 56,858 59,238 59,383: 165 20 Old : 59,403: 2,080 2,350 175 56,983 56,858 59,238 59,383: 165 20 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 2,625: 110 0 0 2,515 2,625 2,625 2,625: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.5 4.0 0.3 95.9 95.7 99.7 100.0: 0.3 0.0 Old : 100.0: 3.5 4.0 0.3 95.9 95.7 99.7 100.0: 0.3 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 32: 3 1 1 25 13 28 15: Old : 32: 3 1 1 25 13 28 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.8 90.2 66.5 97.2 35.1 88.2 62.9 91.4 Old : 37.8 90.2 66.5 97.2 35.1 88.2 62.9 91.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50MWh : : : : All : 73,742: 210 3,726 0 73,505 69,688 73,715 73,414: 27 328 Old : 73,742: 210 3,726 0 73,505 69,688 73,715 73,414: 27 328 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 1,191: 0 890 0 1,191 311 1,191 1,201: 0 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.3 5.1 0.0 99.7 94.5 100.0 99.6: 0.0 0.4 Old : 100.0: 0.3 5.1 0.0 99.7 94.5 100.0 99.6: 0.0 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 43: 2 3 0 30 29 32 32: Old : 43: 2 3 0 30 29 32 32: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.2 59.6 76.8 81.6 54.2 56.0 74.8 77.7 Old : 54.2 59.6 76.8 81.6 54.2 56.0 74.8 77.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800MWh : : : : All : 96,560: 5,556 3,708 1,090 89,834 91,716 96,480 96,514: 80 46 Old : 96,560: 5,556 3,708 1,090 89,834 91,716 96,480 96,514: 80 46 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 428: -10 -703 164 269 977 423 438: 5 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.8 3.8 1.1 93.0 95.0 99.9 100.0: 0.1 0.0 Old : 100.0: 5.8 3.8 1.1 93.0 95.0 99.9 100.0: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 58: 11 6 5 33 35 46 44: Old : 58: 11 6 5 33 35 46 44: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.5 56.4 68.4 76.2 43.0 50.6 62.0 66.4 Old : 44.5 56.4 68.4 76.2 43.0 50.6 62.0 66.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 400MWh : : : : All : 31,935: 125 0 0 31,766 31,935 31,891 31,935: 44 0 Old : 31,935: 125 0 0 31,766 31,935 31,891 31,935: 44 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 1,975: 75 -50 0 1,895 2,025 1,970 1,975: 5 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.4 0.0 0.0 99.5 100.0 99.9 100.0: 0.1 0.0 Old : 100.0: 0.4 0.0 0.0 99.5 100.0 99.9 100.0: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 3 0 0 15 13 18 13: Old : 23: 3 0 0 15 13 18 13: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 79.1 86.6 97.3 97.3 76.5 80.5 81.7 82.8 Old : 79.1 86.6 97.3 97.3 76.5 80.5 81.7 82.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50MWh : : : : All : 43,199: 1,190 4,675 124 41,510 38,155 42,824 42,954: 375 245 Old : 43,199: 1,190 4,675 124 41,510 38,155 42,824 42,954: 375 245 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 754: 165 25 49 540 680 754 754: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.8 10.8 0.3 96.1 88.3 99.1 99.4: 0.9 0.6 Old : 100.0: 2.8 10.8 0.3 96.1 88.3 99.1 99.4: 0.9 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 2 3 2 26 18 29 22: Old : 31: 2 3 2 26 18 29 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.6 77.4 74.1 92.1 52.6 68.8 68.7 80.1 Old : 53.6 77.4 74.1 92.1 52.6 68.8 68.7 80.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800 MWh : : : : All : 45,422: 3,850 1,300 1,920 39,482 41,902 45,252 45,122: 170 300 Old : 45,422: 3,850 1,300 1,920 39,482 41,902 45,252 45,122: 170 300 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : -1,105: 290 0 0 -1,395 -1,105 -1,105 -1,105: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.5 2.9 4.2 86.9 92.3 99.6 99.3: 0.4 0.7 Old : 100.0: 8.5 2.9 4.2 86.9 92.3 99.6 99.3: 0.4 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 32: 5 1 3 24 21 30 24: Old : 32: 5 1 3 24 21 30 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.1 65.4 67.6 82.2 32.9 52.3 48.3 62.4 Old : 45.1 65.4 67.6 82.2 32.9 52.3 48.3 62.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800MWh : : : : All : 37,811: 0 1,810 145 37,541 35,581 37,686 37,536: 125 275 Old : 37,811: 0 1,810 145 37,541 35,581 37,686 37,536: 125 275 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 1,533: 0 0 0 1,533 1,498 1,533 1,498: 0 35 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 4.8 0.4 99.3 94.1 99.7 99.3: 0.3 0.7 Old : 100.0: 0.0 4.8 0.4 99.3 94.1 99.7 99.3: 0.3 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 0 3 2 21 16 23 19: Old : 29: 0 3 2 21 16 23 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.9 72.7 83.7 87.6 61.9 71.1 81.1 85.0 Old : 61.9 72.7 83.7 87.6 61.9 71.1 81.1 85.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50MWh : : : : All : 32,878: 350 2,365 125 32,293 30,363 32,768 32,853: 110 25 Old : 32,878: 350 2,365 125 32,293 30,363 32,768 32,853: 110 25 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 1,255: 0 0 0 1,255 1,255 1,255 1,255: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.1 7.2 0.4 98.2 92.4 99.7 99.9: 0.3 0.1 Old : 100.0: 1.1 7.2 0.4 98.2 92.4 99.7 99.9: 0.3 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 2 2 1 19 15 22 17: Old : 29: 2 2 1 19 15 22 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.7 76.0 86.6 88.4 68.1 76.0 84.6 85.4 Old : 68.7 76.0 86.6 88.4 68.1 76.0 84.6 85.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800MWh : : : : All : 28,623: 1,239 875 273 26,700 27,425 28,212 28,573: 411 50 Old : 28,623: 1,239 875 273 26,700 27,425 28,212 28,573: 411 50 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : -1,472: 0 600 -250 -1,222 -1,822 -1,472 -1,472: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.3 3.1 1.0 93.3 95.8 98.6 99.8: 1.4 0.2 Old : 100.0: 4.3 3.1 1.0 93.3 95.8 98.6 99.8: 1.4 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 34: 4 2 2 22 22 27 25: Old : 34: 4 2 2 22 22 27 25: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.1 56.5 69.4 73.9 47.7 56.5 61.5 69.5 Old : 54.1 56.5 69.4 73.9 47.7 56.5 61.5 69.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50 Mwh : : : : All : 22,089: 949 0 301 20,719 21,628 21,969 21,929: 120 160 Old : 22,089: 949 0 301 20,719 21,628 21,969 21,929: 120 160 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 418: 100 0 0 318 463 418 463: 0 -45 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.3 0.0 1.4 93.8 97.9 99.5 99.3: 0.5 0.7 Old : 100.0: 4.3 0.0 1.4 93.8 97.9 99.5 99.3: 0.5 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 2 0 2 17 20 19 22: Old : 29: 2 0 2 17 20 19 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 71.0 66.8 84.8 85.0 70.7 66.8 81.7 83.5 Old : 71.0 66.8 84.8 85.0 70.7 66.8 81.7 83.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800MWh : : : : All : 46,314: 1,860 9,449 100 44,239 36,750 46,199 46,299: 115 15 Old : 46,314: 1,860 9,449 100 44,239 36,750 46,199 46,299: 115 15 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 1,951: 240 80 100 1,851 1,761 2,191 1,941: -240 10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.0 20.4 0.2 95.5 79.3 99.8 100.0: 0.2 0.0 Old : 100.0: 4.0 20.4 0.2 95.5 79.3 99.8 100.0: 0.2 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 43: 5 4 1 32 25 37 30: Old : 43: 5 4 1 32 25 37 30: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.3 50.9 67.2 70.4 48.9 45.8 57.4 59.7 Old : 52.3 50.9 67.2 70.4 48.9 45.8 57.4 59.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50MWh : : : : All : 31,833: 1,385 4,215 0 30,363 27,593 31,748 31,808: 85 25 Old : 31,833: 1,385 4,215 0 30,363 27,593 31,748 31,808: 85 25 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 1,424: 35 -30 0 1,399 1,454 1,434 1,424: -10 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.4 13.2 0.0 95.4 86.7 99.7 99.9: 0.3 0.1 Old : 100.0: 4.4 13.2 0.0 95.4 86.7 99.7 99.9: 0.3 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 38: 2 4 0 27 24 29 28: Old : 38: 2 4 0 27 24 29 28: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.6 60.1 72.2 81.1 44.4 56.7 66.7 72.4 Old : 49.6 60.1 72.2 81.1 44.4 56.7 66.7 72.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 400MWh : : : : All : 21,007: 0 4,200 775 20,232 16,032 21,007 21,007: 0 0 Old : 21,007: 0 4,200 775 20,232 16,032 21,007 21,007: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 474: 0 0 0 474 474 474 474: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 20.0 3.7 96.3 76.3 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 20.0 3.7 96.3 76.3 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 0 4 1 19 14 20 18: Old : 26: 0 4 1 19 14 20 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.7 64.0 87.2 86.9 52.2 51.7 65.7 64.3 Old : 68.7 64.0 87.2 86.9 52.2 51.7 65.7 64.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 25 MWh : : : : All : 12,925: 0 125 0 12,919 12,800 12,919 12,925: 6 0 Old : 12,925: 0 125 0 12,919 12,800 12,919 12,925: 6 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.0 0.0 100.0 99.0 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 1.0 0.0 100.0 99.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 0 1 0 14 12 14 13: Old : 20: 0 1 0 14 12 14 13: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 79.3 78.9 93.7 93.8 70.9 63.4 76.5 74.6 Old : 79.3 78.9 93.7 93.8 70.9 63.4 76.5 74.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 17,665: 625 0 5 15,840 17,640 16,470 17,645: 1,195 20 Old : 17,665: 625 0 5 15,840 17,640 16,470 17,645: 1,195 20 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 10: 0 0 0 -140 10 -140 10: 150 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.5 0.0 0.0 89.7 99.9 93.2 99.9: 6.8 0.1 Old : 100.0: 3.5 0.0 0.0 89.7 99.9 93.2 99.9: 6.8 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 2 0 1 18 11 20 12: Old : 23: 2 0 1 18 11 20 12: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 67.0 89.6 79.1 97.4 59.8 87.9 71.9 87.9 Old : 67.0 89.6 79.1 97.4 59.8 87.9 71.9 87.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 18,575: 400 100 360 17,485 18,095 18,245 18,555: 330 20 Old : 18,575: 400 100 360 17,485 18,095 18,245 18,555: 330 20 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 135: 0 0 0 135 135 135 135: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.2 0.5 1.9 94.1 97.4 98.2 99.9: 1.8 0.1 Old : 100.0: 2.2 0.5 1.9 94.1 97.4 98.2 99.9: 1.8 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 2 1 1 20 12 23 13: Old : 27: 2 1 1 20 12 23 13: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.0 85.2 77.1 95.1 56.6 80.5 68.6 82.9 Old : 63.0 85.2 77.1 95.1 56.6 80.5 68.6 82.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 8,710: 15 0 10 8,600 8,700 8,625 8,710: 85 0 Old : 8,710: 15 0 10 8,600 8,700 8,625 8,710: 85 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 180: 0 0 0 180 250 180 250: 0 -70 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 0.0 0.1 98.7 99.9 99.0 100.0: 1.0 0.0 Old : 100.0: 0.2 0.0 0.1 98.7 99.9 99.0 100.0: 1.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 1 0 1 15 13 16 14: Old : 24: 1 0 1 15 13 16 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.1 67.6 84.6 89.3 49.5 59.6 68.4 71.9 Old : 62.1 67.6 84.6 89.3 49.5 59.6 68.4 71.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 26,959: 1,010 150 25 25,351 26,750 26,386 26,925: 573 34 Old : 26,959: 1,010 150 25 25,351 26,750 26,386 26,925: 573 34 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : -45: 0 0 0 -45 -45 -45 -45: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.7 0.6 0.1 94.0 99.2 97.9 99.9: 2.1 0.1 Old : 100.0: 3.7 0.6 0.1 94.0 99.2 97.9 99.9: 2.1 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 4 2 1 20 14 24 17: Old : 30: 4 2 1 20 14 24 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 74.5 80.7 86.9 94.9 70.4 75.6 78.5 83.3 Old : 74.5 80.7 86.9 94.9 70.4 75.6 78.5 83.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 24,720: 1,035 150 25 23,310 24,520 24,370 24,695: 350 25 Old : 24,720: 1,035 150 25 23,310 24,520 24,370 24,695: 350 25 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : -100: 0 0 0 -100 -100 -100 -100: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.2 0.6 0.1 94.3 99.2 98.6 99.9: 1.4 0.1 Old : 100.0: 4.2 0.6 0.1 94.3 99.2 98.6 99.9: 1.4 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 4 2 1 17 11 21 14: Old : 27: 4 2 1 17 11 21 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 72.9 85.8 86.5 97.1 66.7 74.6 75.1 80.4 Old : 72.9 85.8 86.5 97.1 66.7 74.6 75.1 80.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4 Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 12,065: 25 425 0 11,820 11,580 11,845 12,005: 220 60 Old : 12,065: 25 425 0 11,820 11,580 11,845 12,005: 220 60 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 30: 0 0 0 -90 30 -90 30: 120 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 3.5 0.0 98.0 96.0 98.2 99.5: 1.8 0.5 Old : 100.0: 0.2 3.5 0.0 98.0 96.0 98.2 99.5: 1.8 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 1 3 0 14 14 15 17: Old : 25: 1 3 0 14 14 15 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.2 61.1 85.0 85.5 54.1 59.0 77.0 75.8 Old : 59.2 61.1 85.0 85.5 54.1 59.0 77.0 75.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 24,515: 707 100 62 23,621 24,353 24,390 24,515: 125 0 Old : 24,515: 707 100 62 23,621 24,353 24,390 24,515: 125 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 140: 0 0 0 103 140 103 140: 37 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.9 0.4 0.3 96.4 99.3 99.5 100.0: 0.5 0.0 Old : 100.0: 2.9 0.4 0.3 96.4 99.3 99.5 100.0: 0.5 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 4 1 2 16 16 20 19: Old : 30: 4 1 2 16 16 20 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.5 72.0 86.3 90.4 55.8 66.9 68.3 74.1 Old : 62.5 72.0 86.3 90.4 55.8 66.9 68.3 74.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 26,297: 731 100 37 25,517 26,160 26,285 26,297: 12 0 Old : 26,297: 731 100 37 25,517 26,160 26,285 26,297: 12 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 140: 0 0 0 140 140 140 140: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.8 0.4 0.1 97.0 99.5 100.0 100.0: 0.0 0.0 Old : 100.0: 2.8 0.4 0.1 97.0 99.5 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 32: 4 1 2 17 18 21 21: Old : 32: 4 1 2 17 18 21 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.1 72.7 86.3 90.6 52.0 58.7 62.5 65.8 Old : 60.1 72.7 86.3 90.6 52.0 58.7 62.5 65.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 117,961: 200 8,142 455 117,261 109,352 117,916 117,949: 45 12 Old : 117,961: 200 8,142 455 117,261 109,352 117,916 117,949: 45 12 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 380: 0 70 0 380 310 380 380: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 6.9 0.4 99.4 92.7 100.0 100.0: 0.0 0.0 Old : 100.0: 0.2 6.9 0.4 99.4 92.7 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 56: 2 10 4 37 31 42 42: Old : 56: 2 10 4 37 31 42 42: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.9 58.2 67.1 83.4 48.9 50.1 65.2 71.4 Old : 48.9 58.2 67.1 83.4 48.9 50.1 65.2 71.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 131,297: 350 8,912 745 130,142 121,628 131,237 131,285: 60 12 Old : 131,297: 350 8,912 745 130,142 121,628 131,237 131,285: 60 12 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 644: 0 -100 0 644 744 644 644: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.3 6.8 0.6 99.1 92.6 100.0 100.0: 0.0 0.0 Old : 100.0: 0.3 6.8 0.6 99.1 92.6 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 61: 3 11 6 39 38 46 52: Old : 61: 3 11 6 39 38 46 52: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.8 53.9 64.6 81.3 48.7 46.1 62.0 71.4 Old : 48.8 53.9 64.6 81.3 48.7 46.1 62.0 71.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 224,196: 34,895 32,387 16,069 173,194 175,620 224,158 224,076: 38 120 Old : 224,196: 34,895 32,387 16,069 173,194 175,620 224,158 224,076: 38 120 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 2,721: 1,375 -477 807 514 2,494 2,696 2,824: 25 -103 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.6 14.4 7.2 77.3 78.3 100.0 99.9: 0.0 0.1 Old : 100.0: 15.6 14.4 7.2 77.3 78.3 100.0 99.9: 0.0 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 88: 13 18 20 50 45 75 73: Old : 88: 13 18 20 50 45 75 73: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.0 32.3 53.8 50.2 27.6 25.7 41.9 36.6 Old : 34.0 32.3 53.8 50.2 27.6 25.7 41.9 36.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 48,255: 2,245 300 115 45,635 47,815 47,995 48,230: 260 25 Old : 48,255: 2,245 300 115 45,635 47,815 47,995 48,230: 260 25 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.7 0.6 0.2 94.6 99.1 99.5 99.9: 0.5 0.1 Old : 100.0: 4.7 0.6 0.2 94.6 99.1 99.5 99.9: 0.5 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 33: 4 2 2 26 14 31 17: Old : 33: 4 2 2 26 14 31 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.8 90.6 79.6 97.3 60.8 81.7 74.9 85.8 Old : 61.8 90.6 79.6 97.3 60.8 81.7 74.9 85.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM Commitments of Traders - Futures Only, August 22, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 43,690: 1,695 275 130 41,630 43,260 43,455 43,665: 235 25 Old : 43,690: 1,695 275 130 41,630 43,260 43,455 43,665: 235 25 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 50: 0 0 0 50 50 50 50: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.9 0.6 0.3 95.3 99.0 99.5 99.9: 0.5 0.1 Old : 100.0: 3.9 0.6 0.3 95.3 99.0 99.5 99.9: 0.5 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 4 2 2 23 13 28 16: Old : 31: 4 2 2 23 13 28 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.0 91.6 81.0 97.4 62.4 80.9 75.1 86.0 Old : 63.0 91.6 81.0 97.4 62.4 80.9 75.1 86.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 25, 2017