CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H Commitments of Traders - Futures Only, September 19, 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 : 6,875: 406 125 0 6,444 6,744 6,850 6,869: 25 6 Old : 6,875: 406 125 0 6,444 6,744 6,850 6,869: 25 6 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : 51: 81 0 0 -10 51 71 51: -20 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.9 1.8 0.0 93.7 98.1 99.6 99.9: 0.4 0.1 Old : 100.0: 5.9 1.8 0.0 93.7 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 : 21: 5 2 0 7 8 12 10: Old : 21: 5 2 0 7 8 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 : 89.1 86.2 96.1 98.5 89.1 83.4 94.3 95.6 Old : 89.1 86.2 96.1 98.5 89.1 83.4 94.3 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, September 19, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (10 SRECs) : : : : All : 50,946: 17,306 25,273 20 33,620 25,653 50,946 50,946: 0 0 Old : 50,946: 17,306 25,273 20 33,620 25,653 50,946 50,946: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : 150: 0 150 0 150 0 150 150: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.0 49.6 0.0 66.0 50.4 100.0 100.0: 0.0 0.0 Old : 100.0: 34.0 49.6 0.0 66.0 50.4 100.0 100.0: 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 : 62.3 59.7 89.1 86.7 62.3 56.1 89.1 83.1 Old : 62.3 59.7 89.1 86.7 62.3 56.1 89.1 83.1 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, September 19, 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 : 50,581: 6,587 7,838 1,352 42,596 41,391 50,535 50,581: 46 0 Old : 50,581: 6,587 7,838 1,352 42,596 41,391 50,535 50,581: 46 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : 1,210: 780 -11 -5 430 1,226 1,205 1,210: 5 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.0 15.5 2.7 84.2 81.8 99.9 100.0: 0.1 0.0 Old : 100.0: 13.0 15.5 2.7 84.2 81.8 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 : 36: 7 11 7 12 14 26 25: Old : 36: 7 11 7 12 14 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 : 67.7 55.0 90.7 76.8 55.3 44.8 70.1 60.8 Old : 67.7 55.0 90.7 76.8 55.3 44.8 70.1 60.8 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, September 19, 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 : 36,634: 4,489 896 0 32,145 35,738 36,634 36,634: 0 0 Old : 36,634: 4,489 896 0 32,145 35,738 36,634 36,634: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : -2,150: -2,150 0 0 0 -2,150 -2,150 -2,150: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.3 2.4 0.0 87.7 97.6 100.0 100.0: 0.0 0.0 Old : 100.0: 12.3 2.4 0.0 87.7 97.6 100.0 100.0: 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 : 21: 2 4 0 9 10 11 14: Old : 21: 2 4 0 9 10 11 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 : 83.0 83.6 98.0 96.5 80.3 83.6 89.9 90.6 Old : 83.0 83.6 98.0 96.5 80.3 83.6 89.9 90.6 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, September 19, 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: 2,440 0 350 29,680 32,130 32,470 32,480: 10 0 Old : 32,480: 2,440 0 350 29,680 32,130 32,470 32,480: 10 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.5 0.0 1.1 91.4 98.9 100.0 100.0: 0.0 0.0 Old : 100.0: 7.5 0.0 1.1 91.4 98.9 100.0 100.0: 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: 6 0 2 7 8 15 10: Old : 20: 6 0 2 7 8 15 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 : 90.4 85.4 96.6 99.7 90.4 84.3 94.2 95.5 Old : 90.4 85.4 96.6 99.7 90.4 84.3 94.2 95.5 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, September 19, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (10 SRECs) : : : : All : 37,142: 6,625 17,583 137 30,380 19,422 37,142 37,142: 0 0 Old : 37,142: 6,625 17,583 137 30,380 19,422 37,142 37,142: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : 112: -250 -50 62 300 100 112 112: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.8 47.3 0.4 81.8 52.3 100.0 100.0: 0.0 0.0 Old : 100.0: 17.8 47.3 0.4 81.8 52.3 100.0 100.0: 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 : 23: 6 6 1 8 6 14 13: Old : 23: 6 6 1 8 6 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 : 80.6 68.1 94.6 90.7 80.6 66.4 94.2 88.4 Old : 80.6 68.1 94.6 90.7 80.6 66.4 94.2 88.4 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, September 19, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (10 SRECs) : : : : All : 25,967: 4,657 8,030 0 21,310 17,937 25,967 25,967: 0 0 Old : 25,967: 4,657 8,030 0 21,310 17,937 25,967 25,967: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : 25: 0 325 0 25 -300 25 25: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.9 30.9 0.0 82.1 69.1 100.0 100.0: 0.0 0.0 Old : 100.0: 17.9 30.9 0.0 82.1 69.1 100.0 100.0: 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 : 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 : 76.7 73.4 96.4 94.8 76.7 73.4 96.4 94.8 Old : 76.7 73.4 96.4 94.8 76.7 73.4 96.4 94.8 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, September 19, 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 : 28,206: 13,850 13,495 600 13,756 14,111 28,206 28,206: 0 0 Old : 28,206: 13,850 13,495 600 13,756 14,111 28,206 28,206: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : -50: -50 0 0 0 -50 -50 -50: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 49.1 47.8 2.1 48.8 50.0 100.0 100.0: 0.0 0.0 Old : 100.0: 49.1 47.8 2.1 48.8 50.0 100.0 100.0: 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 : 24: 6 5 2 7 7 14 13: Old : 24: 6 5 2 7 7 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 : 59.7 62.9 83.6 90.3 59.0 62.9 82.9 85.7 Old : 59.7 62.9 83.6 90.3 59.0 62.9 82.9 85.7 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, September 19, 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 : 19,845: 9,245 6,407 100 10,500 13,338 19,845 19,845: 0 0 Old : 19,845: 9,245 6,407 100 10,500 13,338 19,845 19,845: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 46.6 32.3 0.5 52.9 67.2 100.0 100.0: 0.0 0.0 Old : 100.0: 46.6 32.3 0.5 52.9 67.2 100.0 100.0: 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 : 59.5 62.7 84.3 95.9 59.5 62.7 84.3 95.4 Old : 59.5 62.7 84.3 95.9 59.5 62.7 84.3 95.4 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, September 19, 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 : 39,769: 2,805 3,345 450 36,514 35,974 39,769 39,769: 0 0 Old : 39,769: 2,805 3,345 450 36,514 35,974 39,769 39,769: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : 10,395: 2,050 -121 0 8,345 10,516 10,395 10,395: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.1 8.4 1.1 91.8 90.5 100.0 100.0: 0.0 0.0 Old : 100.0: 7.1 8.4 1.1 91.8 90.5 100.0 100.0: 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 : 28: 2 8 2 12 12 15 21: Old : 28: 2 8 2 12 12 15 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 : 62.1 57.4 88.6 81.9 53.2 33.3 59.5 48.9 Old : 62.1 57.4 88.6 81.9 53.2 33.3 59.5 48.9 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, September 19, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 MMBtus : : : : All : 5,262,986: 1,074,361 32,547 632,965 3,520,063 4,585,742 5,227,389 5,251,254: 35,597 11,732 Old : 5,262,986: 1,074,361 32,547 632,965 3,520,063 4,585,742 5,227,389 5,251,254: 35,597 11,732 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : -1,751: 40,054 -2,180 -72,976 33,431 73,950 509 -1,206: -2,260 -545 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.4 0.6 12.0 66.9 87.1 99.3 99.8: 0.7 0.2 Old : 100.0: 20.4 0.6 12.0 66.9 87.1 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 : 229: 68 15 61 133 121 210 188: Old : 229: 68 15 61 133 121 210 188: 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 : 25.6 36.5 39.8 52.1 21.9 35.7 32.9 47.1 Old : 25.6 36.5 39.8 52.1 21.9 35.7 32.9 47.1 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, September 19, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 313,168: 63,943 144,941 66,690 179,494 101,063 310,127 312,694: 3,041 474 Old : 313,168: 63,943 144,941 66,690 179,494 101,063 310,127 312,694: 3,041 474 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : 24,344: 10,076 10,116 8,260 6,008 6,028 24,344 24,404: 0 -60 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.4 46.3 21.3 57.3 32.3 99.0 99.8: 1.0 0.2 Old : 100.0: 20.4 46.3 21.3 57.3 32.3 99.0 99.8: 1.0 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 : 55: 10 12 17 28 24 46 45: Old : 55: 10 12 17 28 24 46 45: 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 : 54.4 71.7 69.4 84.1 41.6 56.7 51.9 63.3 Old : 54.4 71.7 69.4 84.1 41.6 56.7 51.9 63.3 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, September 19, 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 : 226,257: 7,733 7,428 3,401 197,485 211,721 208,619 222,550: 17,638 3,707 Old : 226,257: 7,733 7,428 3,401 197,485 211,721 208,619 222,550: 17,638 3,707 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : 4,212: 1,472 -1,226 1,039 385 4,228 2,896 4,041: 1,316 171 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.4 3.3 1.5 87.3 93.6 92.2 98.4: 7.8 1.6 Old : 100.0: 3.4 3.3 1.5 87.3 93.6 92.2 98.4: 7.8 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 : 44: 4 2 3 30 30 35 34: Old : 44: 4 2 3 30 30 35 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 : 48.7 56.7 62.9 78.4 42.4 46.8 52.0 62.3 Old : 48.7 56.7 62.9 78.4 42.4 46.8 52.0 62.3 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, September 19, 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 : 97,288: 305 0 767 91,928 92,836 93,000 93,603: 4,288 3,685 Old : 97,288: 305 0 767 91,928 92,836 93,000 93,603: 4,288 3,685 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : 255: -1,789 0 739 1,261 -918 211 -179: 44 434 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.3 0.0 0.8 94.5 95.4 95.6 96.2: 4.4 3.8 Old : 100.0: 0.3 0.0 0.8 94.5 95.4 95.6 96.2: 4.4 3.8 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 : 37: 2 0 2 27 31 29 33: Old : 37: 2 0 2 27 31 29 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 : 56.3 46.6 77.7 67.7 55.1 46.2 69.1 62.5 Old : 56.3 46.6 77.7 67.7 55.1 46.2 69.1 62.5 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, September 19, 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 : 257,950: 197 1,033 2,924 244,808 245,862 247,929 249,819: 10,021 8,131 Old : 257,950: 197 1,033 2,924 244,808 245,862 247,929 249,819: 10,021 8,131 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : 1,749: -1,490 1,033 520 2,601 -386 1,631 1,167: 118 582 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.1 0.4 1.1 94.9 95.3 96.1 96.8: 3.9 3.2 Old : 100.0: 0.1 0.4 1.1 94.9 95.3 96.1 96.8: 3.9 3.2 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 2 3 29 28 32 31: Old : 38: 1 2 3 29 28 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 : 63.8 53.2 77.7 76.6 54.9 52.4 65.5 68.5 Old : 63.8 53.2 77.7 76.6 54.9 52.4 65.5 68.5 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, September 19, 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 : 907,672: 287 17,672 7,186 888,478 877,986 895,951 902,844: 11,721 4,828 Old : 907,672: 287 17,672 7,186 888,478 877,986 895,951 902,844: 11,721 4,828 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : -4,547: 287 -970 390 -3,789 -971 -3,112 -1,551: -1,435 -2,996 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.9 0.8 97.9 96.7 98.7 99.5: 1.3 0.5 Old : 100.0: 0.0 1.9 0.8 97.9 96.7 98.7 99.5: 1.3 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 : 56: 1 2 3 51 32 54 35: Old : 56: 1 2 3 51 32 54 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 : 41.3 64.1 60.8 83.5 39.8 63.8 58.1 79.4 Old : 41.3 64.1 60.8 83.5 39.8 63.8 58.1 79.4 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, September 19, 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 : 392,394: 5,317 160 834 372,218 384,433 378,369 385,427: 14,025 6,967 Old : 392,394: 5,317 160 834 372,218 384,433 378,369 385,427: 14,025 6,967 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : -1,147: -384 160 -14 -226 -681 -624 -535: -523 -612 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.4 0.0 0.2 94.9 98.0 96.4 98.2: 3.6 1.8 Old : 100.0: 1.4 0.0 0.2 94.9 98.0 96.4 98.2: 3.6 1.8 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 : 62: 2 1 1 39 45 42 46: Old : 62: 2 1 1 39 45 42 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 : 54.2 38.2 73.5 58.9 51.5 35.5 63.5 53.1 Old : 54.2 38.2 73.5 58.9 51.5 35.5 63.5 53.1 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, September 19, 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 : 378,091: 226 248 636 361,404 371,634 362,266 372,518: 15,825 5,573 Old : 378,091: 226 248 636 361,404 371,634 362,266 372,518: 15,825 5,573 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : -1,700: 86 248 -53 -2,447 -1,455 -2,414 -1,260: 714 -440 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.1 0.1 0.2 95.6 98.3 95.8 98.5: 4.2 1.5 Old : 100.0: 0.1 0.1 0.2 95.6 98.3 95.8 98.5: 4.2 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 : 54: 2 1 1 42 40 44 42: Old : 54: 2 1 1 42 40 44 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 : 51.1 47.6 68.5 71.9 45.9 47.1 58.5 65.6 Old : 51.1 47.6 68.5 71.9 45.9 47.1 58.5 65.6 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, September 19, 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 : 225,678: 1,337 2,273 1,432 215,223 212,492 217,992 216,197: 7,686 9,481 Old : 225,678: 1,337 2,273 1,432 215,223 212,492 217,992 216,197: 7,686 9,481 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : 2,569: -2,374 -116 1,132 3,540 1,328 2,298 2,344: 271 225 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.6 1.0 0.6 95.4 94.2 96.6 95.8: 3.4 4.2 Old : 100.0: 0.6 1.0 0.6 95.4 94.2 96.6 95.8: 3.4 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 : 47: 1 4 2 33 31 35 36: Old : 47: 1 4 2 33 31 35 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 : 52.0 40.6 75.9 68.6 50.1 40.4 64.3 59.8 Old : 52.0 40.6 75.9 68.6 50.1 40.4 64.3 59.8 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, September 19, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 71,902: 0 1,069 979 66,286 62,868 67,265 64,916: 4,637 6,986 Old : 71,902: 0 1,069 979 66,286 62,868 67,265 64,916: 4,637 6,986 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : 1,093: -732 479 -202 2,632 2,221 1,698 2,498: -605 -1,405 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.5 1.4 92.2 87.4 93.6 90.3: 6.4 9.7 Old : 100.0: 0.0 1.5 1.4 92.2 87.4 93.6 90.3: 6.4 9.7 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 : 33: 0 2 1 24 23 25 25: Old : 33: 0 2 1 24 23 25 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 : 56.0 42.6 74.3 62.9 53.1 41.5 67.6 59.0 Old : 56.0 42.6 74.3 62.9 53.1 41.5 67.6 59.0 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, September 19, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 18,562: 0 0 0 16,190 18,232 16,190 18,232: 2,372 330 Old : 18,562: 0 0 0 16,190 18,232 16,190 18,232: 2,372 330 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : 2,304: 0 0 0 1,116 2,304 1,116 2,304: 1,188 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 87.2 98.2 87.2 98.2: 12.8 1.8 Old : 100.0: 0.0 0.0 0.0 87.2 98.2 87.2 98.2: 12.8 1.8 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 0 0 8 15 8 15: Old : 21: 0 0 0 8 15 8 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 : 75.7 49.7 87.2 74.1 69.8 49.7 79.7 73.8 Old : 75.7 49.7 87.2 74.1 69.8 49.7 79.7 73.8 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, September 19, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 118,860: 2,361 548 917 107,499 113,764 110,777 115,229: 8,083 3,631 Old : 118,860: 2,361 548 917 107,499 113,764 110,777 115,229: 8,083 3,631 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : 2,875: 471 540 -240 2,262 2,761 2,493 3,061: 382 -186 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.0 0.5 0.8 90.4 95.7 93.2 96.9: 6.8 3.1 Old : 100.0: 2.0 0.5 0.8 90.4 95.7 93.2 96.9: 6.8 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 : 25: 1 1 1 18 15 19 17: Old : 25: 1 1 1 18 15 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 : 55.5 67.7 76.7 90.2 54.0 65.6 70.9 80.9 Old : 55.5 67.7 76.7 90.2 54.0 65.6 70.9 80.9 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, September 19, 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 : 162,871: 1,108 0 0 153,110 160,057 154,218 160,057: 8,653 2,814 Old : 162,871: 1,108 0 0 153,110 160,057 154,218 160,057: 8,653 2,814 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : 5,962: 0 0 0 5,207 5,000 5,207 5,000: 755 962 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.7 0.0 0.0 94.0 98.3 94.7 98.3: 5.3 1.7 Old : 100.0: 0.7 0.0 0.0 94.0 98.3 94.7 98.3: 5.3 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 : 37: 1 0 0 25 27 26 27: Old : 37: 1 0 0 25 27 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 : 56.5 70.7 71.5 85.2 54.4 70.5 69.2 84.8 Old : 56.5 70.7 71.5 85.2 54.4 70.5 69.2 84.8 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, September 19, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 89,599: 0 0 0 86,368 85,296 86,368 85,296: 3,231 4,303 Old : 89,599: 0 0 0 86,368 85,296 86,368 85,296: 3,231 4,303 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : 3,536: 0 0 0 3,322 3,536 3,322 3,536: 214 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 96.4 95.2 96.4 95.2: 3.6 4.8 Old : 100.0: 0.0 0.0 0.0 96.4 95.2 96.4 95.2: 3.6 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 : 23: 0 0 0 17 14 17 14: Old : 23: 0 0 0 17 14 17 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 : 67.6 59.4 89.1 85.0 56.2 53.7 71.2 70.4 Old : 67.6 59.4 89.1 85.0 56.2 53.7 71.2 70.4 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, September 19, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 13,235: 780 0 0 12,005 12,717 12,785 12,717: 450 518 Old : 13,235: 780 0 0 12,005 12,717 12,785 12,717: 450 518 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : 1,083: 0 0 0 1,083 1,079 1,083 1,079: 0 4 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.9 0.0 0.0 90.7 96.1 96.6 96.1: 3.4 3.9 Old : 100.0: 5.9 0.0 0.0 90.7 96.1 96.6 96.1: 3.4 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 : 27: 1 0 0 13 17 14 17: Old : 27: 1 0 0 13 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 : 60.9 56.7 81.6 77.9 60.5 53.0 79.7 73.2 Old : 60.9 56.7 81.6 77.9 60.5 53.0 79.7 73.2 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, September 19, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 560,804: 59,497 7,674 3,178 488,215 538,915 550,890 549,767: 9,914 11,037 Old : 560,804: 59,497 7,674 3,178 488,215 538,915 550,890 549,767: 9,914 11,037 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : 3,405: 5,864 -149 156 -2,618 4,792 3,402 4,799: 3 -1,394 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.6 1.4 0.6 87.1 96.1 98.2 98.0: 1.8 2.0 Old : 100.0: 10.6 1.4 0.6 87.1 96.1 98.2 98.0: 1.8 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 : 72: 8 3 5 53 51 63 57: Old : 72: 8 3 5 53 51 63 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 : 32.6 53.4 53.0 66.0 31.2 51.8 45.4 60.3 Old : 32.6 53.4 53.0 66.0 31.2 51.8 45.4 60.3 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, September 19, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 122,260: 4,237 5,063 695 115,253 103,794 120,185 109,552: 2,075 12,708 Old : 122,260: 4,237 5,063 695 115,253 103,794 120,185 109,552: 2,075 12,708 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : -152: 213 1,445 -909 1,059 -2,780 363 -2,244: -515 2,092 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.5 4.1 0.6 94.3 84.9 98.3 89.6: 1.7 10.4 Old : 100.0: 3.5 4.1 0.6 94.3 84.9 98.3 89.6: 1.7 10.4 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 : 36: 2 4 3 25 19 30 23: Old : 36: 2 4 3 25 19 30 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 : 37.0 46.0 62.0 70.6 29.7 42.3 46.1 54.3 Old : 37.0 46.0 62.0 70.6 29.7 42.3 46.1 54.3 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, September 19, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 18,537: 370 292 248 15,160 17,247 15,778 17,787: 2,759 750 Old : 18,537: 370 292 248 15,160 17,247 15,778 17,787: 2,759 750 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : 3,626: 370 -248 248 3,068 3,688 3,686 3,688: -60 -62 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.0 1.6 1.3 81.8 93.0 85.1 96.0: 14.9 4.0 Old : 100.0: 2.0 1.6 1.3 81.8 93.0 85.1 96.0: 14.9 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 : 22: 1 1 1 11 13 13 14: Old : 22: 1 1 1 11 13 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 : 65.4 53.0 78.0 80.6 51.5 46.7 64.2 72.5 Old : 65.4 53.0 78.0 80.6 51.5 46.7 64.2 72.5 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, September 19, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 71,592: 0 1,511 0 69,655 66,499 69,655 68,010: 1,937 3,582 Old : 71,592: 0 1,511 0 69,655 66,499 69,655 68,010: 1,937 3,582 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : 2,015: 0 1,511 0 1,734 1,568 1,734 3,079: 281 -1,064 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 2.1 0.0 97.3 92.9 97.3 95.0: 2.7 5.0 Old : 100.0: 0.0 2.1 0.0 97.3 92.9 97.3 95.0: 2.7 5.0 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 : 25: 0 2 0 16 18 16 20: Old : 25: 0 2 0 16 18 16 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 : 67.0 62.4 88.2 81.5 65.5 61.1 82.2 77.8 Old : 67.0 62.4 88.2 81.5 65.5 61.1 82.2 77.8 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, September 19, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 89,273: 2,480 0 0 85,998 86,169 88,478 86,169: 795 3,104 Old : 89,273: 2,480 0 0 85,998 86,169 88,478 86,169: 795 3,104 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : 6,257: 2,480 0 0 3,746 5,228 6,226 5,228: 31 1,029 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.8 0.0 0.0 96.3 96.5 99.1 96.5: 0.9 3.5 Old : 100.0: 2.8 0.0 0.0 96.3 96.5 99.1 96.5: 0.9 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 : 24: 1 0 0 15 14 16 14: Old : 24: 1 0 0 15 14 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 : 73.7 74.7 91.2 89.8 70.8 73.9 86.1 83.7 Old : 73.7 74.7 91.2 89.8 70.8 73.9 86.1 83.7 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, September 19, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 112,572: 35,553 1,530 31 76,508 110,261 112,092 111,822: 480 750 Old : 112,572: 35,553 1,530 31 76,508 110,261 112,092 111,822: 480 750 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : 4,123: 2,449 0 31 1,643 4,242 4,123 4,273: 0 -150 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.6 1.4 0.0 68.0 97.9 99.6 99.3: 0.4 0.7 Old : 100.0: 31.6 1.4 0.0 68.0 97.9 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 : 64: 7 3 1 22 42 29 46: Old : 64: 7 3 1 22 42 29 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 : 45.1 58.4 71.7 72.4 37.9 56.1 62.1 64.5 Old : 45.1 58.4 71.7 72.4 37.9 56.1 62.1 64.5 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, September 19, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 143,826: 0 248 0 143,159 140,119 143,159 140,367: 667 3,459 Old : 143,826: 0 248 0 143,159 140,119 143,159 140,367: 667 3,459 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : 3,751: 0 0 0 3,627 4,060 3,627 4,060: 124 -309 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.2 0.0 99.5 97.4 99.5 97.6: 0.5 2.4 Old : 100.0: 0.0 0.2 0.0 99.5 97.4 99.5 97.6: 0.5 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 : 29: 0 1 0 17 19 17 20: Old : 29: 0 1 0 17 19 17 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 : 76.5 76.4 92.7 93.4 59.6 64.0 74.8 73.8 Old : 76.5 76.4 92.7 93.4 59.6 64.0 74.8 73.8 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, September 19, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 247,118: 0 137 1,499 239,749 237,662 241,248 239,298: 5,870 7,820 Old : 247,118: 0 137 1,499 239,749 237,662 241,248 239,298: 5,870 7,820 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : 2,065: 0 -539 148 4,009 3,300 4,157 2,909: -2,092 -844 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.1 0.6 97.0 96.2 97.6 96.8: 2.4 3.2 Old : 100.0: 0.0 0.1 0.6 97.0 96.2 97.6 96.8: 2.4 3.2 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 : 46: 0 1 1 37 38 38 39: Old : 46: 0 1 1 37 38 38 39: 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 : 52.8 50.7 70.7 68.0 45.1 42.5 60.6 52.4 Old : 52.8 50.7 70.7 68.0 45.1 42.5 60.6 52.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233AY Commitments of Traders - Futures Only, September 19, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 68,064: 0 3,810 592 61,713 59,129 62,305 63,531: 5,759 4,533 Old : 68,064: 0 3,810 592 61,713 59,129 62,305 63,531: 5,759 4,533 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 5.6 0.9 90.7 86.9 91.5 93.3: 8.5 6.7 Old : 100.0: 0.0 5.6 0.9 90.7 86.9 91.5 93.3: 8.5 6.7 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 1 1 14 18 15 19: Old : 21: 0 1 1 14 18 15 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 : 57.9 59.1 83.2 84.3 46.5 46.8 58.4 59.3 Old : 57.9 59.1 83.2 84.3 46.5 46.8 58.4 59.3 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, September 19, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 108,610: 130 0 2,295 103,395 105,068 105,820 107,363: 2,790 1,247 Old : 108,610: 130 0 2,295 103,395 105,068 105,820 107,363: 2,790 1,247 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : 3,350: 130 -440 421 2,380 3,183 2,931 3,164: 419 186 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.1 0.0 2.1 95.2 96.7 97.4 98.9: 2.6 1.1 Old : 100.0: 0.1 0.0 2.1 95.2 96.7 97.4 98.9: 2.6 1.1 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: 1 0 1 22 23 23 24: Old : 29: 1 0 1 22 23 23 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 : 67.5 51.1 81.4 72.3 54.5 45.0 64.9 59.1 Old : 67.5 51.1 81.4 72.3 54.5 45.0 64.9 59.1 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, September 19, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 135,209: 10,905 0 252 118,111 129,014 129,268 129,266: 5,941 5,943 Old : 135,209: 10,905 0 252 118,111 129,014 129,268 129,266: 5,941 5,943 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : 3,336: 1,889 0 -161 4,275 3,651 6,003 3,490: -2,667 -154 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.1 0.0 0.2 87.4 95.4 95.6 95.6: 4.4 4.4 Old : 100.0: 8.1 0.0 0.2 87.4 95.4 95.6 95.6: 4.4 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 : 30: 2 0 1 25 17 27 18: Old : 30: 2 0 1 25 17 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 : 46.6 76.4 71.8 89.7 43.3 73.4 62.9 79.2 Old : 46.6 76.4 71.8 89.7 43.3 73.4 62.9 79.2 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, September 19, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 114,372: 368 0 0 105,539 112,757 105,907 112,757: 8,465 1,615 Old : 114,372: 368 0 0 105,539 112,757 105,907 112,757: 8,465 1,615 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : -9,333: 151 0 0 -10,517 -7,856 -10,366 -7,856: 1,033 -1,477 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.3 0.0 0.0 92.3 98.6 92.6 98.6: 7.4 1.4 Old : 100.0: 0.3 0.0 0.0 92.3 98.6 92.6 98.6: 7.4 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 : 23: 1 0 0 20 19 21 19: Old : 23: 1 0 0 20 19 21 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 : 66.0 75.7 83.1 91.2 63.3 72.8 79.2 86.0 Old : 66.0 75.7 83.1 91.2 63.3 72.8 79.2 86.0 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, September 19, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 131,860: 869 217 0 121,824 128,549 122,693 128,766: 9,167 3,094 Old : 131,860: 869 217 0 121,824 128,549 122,693 128,766: 9,167 3,094 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : 983: 869 217 0 394 129 1,263 346: -280 637 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.7 0.2 0.0 92.4 97.5 93.0 97.7: 7.0 2.3 Old : 100.0: 0.7 0.2 0.0 92.4 97.5 93.0 97.7: 7.0 2.3 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 : 28: 2 1 0 20 18 22 19: Old : 28: 2 1 0 20 18 22 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 : 58.0 57.2 77.7 81.2 48.0 52.2 62.5 67.1 Old : 58.0 57.2 77.7 81.2 48.0 52.2 62.5 67.1 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, September 19, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 149,772: 620 1,007 8,189 131,422 133,153 140,231 142,349: 9,541 7,423 Old : 149,772: 620 1,007 8,189 131,422 133,153 140,231 142,349: 9,541 7,423 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : 1,521: 124 648 -152 552 990 524 1,486: 997 35 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.4 0.7 5.5 87.7 88.9 93.6 95.0: 6.4 5.0 Old : 100.0: 0.4 0.7 5.5 87.7 88.9 93.6 95.0: 6.4 5.0 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 : 42: 1 2 2 35 28 38 31: Old : 42: 1 2 2 35 28 38 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 : 42.1 67.0 59.2 78.4 33.7 59.5 45.5 65.1 Old : 42.1 67.0 59.2 78.4 33.7 59.5 45.5 65.1 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, September 19, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 17,753: 750 0 0 15,490 17,181 16,240 17,181: 1,513 572 Old : 17,753: 750 0 0 15,490 17,181 16,240 17,181: 1,513 572 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : 2,356: 0 0 0 2,356 2,418 2,356 2,418: 0 -62 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.2 0.0 0.0 87.3 96.8 91.5 96.8: 8.5 3.2 Old : 100.0: 4.2 0.0 0.0 87.3 96.8 91.5 96.8: 8.5 3.2 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 0 0 14 11 16 11: Old : 24: 2 0 0 14 11 16 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 : 62.3 76.8 77.4 94.2 62.2 76.8 77.0 92.9 Old : 62.3 76.8 77.4 94.2 62.2 76.8 77.0 92.9 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, September 19, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 30,530: 0 0 0 28,624 29,716 28,624 29,716: 1,906 814 Old : 30,530: 0 0 0 28,624 29,716 28,624 29,716: 1,906 814 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : 558: 0 0 0 558 558 558 558: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 93.8 97.3 93.8 97.3: 6.2 2.7 Old : 100.0: 0.0 0.0 0.0 93.8 97.3 93.8 97.3: 6.2 2.7 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 13 13 13: Old : 21: 0 0 0 13 13 13 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 : 78.0 77.3 89.5 90.9 72.6 73.9 80.0 83.8 Old : 78.0 77.3 89.5 90.9 72.6 73.9 80.0 83.8 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, September 19, 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 : 186,875: 10,272 2,932 634 169,423 172,500 180,329 176,066: 6,546 10,809 Old : 186,875: 10,272 2,932 634 169,423 172,500 180,329 176,066: 6,546 10,809 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : 270: -354 -99 -11 1,883 -386 1,518 -496: -1,248 766 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.5 1.6 0.3 90.7 92.3 96.5 94.2: 3.5 5.8 Old : 100.0: 5.5 1.6 0.3 90.7 92.3 96.5 94.2: 3.5 5.8 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 : 42: 1 3 3 33 30 37 33: Old : 42: 1 3 3 33 30 37 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 : 48.4 51.0 67.8 67.8 46.7 49.0 65.3 64.9 Old : 48.4 51.0 67.8 67.8 46.7 49.0 65.3 64.9 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, September 19, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : mmbtu : : : : All : 107,897: 852 0 248 103,300 102,092 104,400 102,340: 3,497 5,557 Old : 107,897: 852 0 248 103,300 102,092 104,400 102,340: 3,497 5,557 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : 5,289: 0 0 0 6,171 5,812 6,171 5,812: -882 -523 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.8 0.0 0.2 95.7 94.6 96.8 94.8: 3.2 5.2 Old : 100.0: 0.8 0.0 0.2 95.7 94.6 96.8 94.8: 3.2 5.2 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 : 35: 1 0 1 23 26 24 27: Old : 35: 1 0 1 23 26 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 : 45.8 42.3 70.8 69.4 40.1 39.0 57.5 59.2 Old : 45.8 42.3 70.8 69.4 40.1 39.0 57.5 59.2 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, September 19, 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 : 97,818: 248 0 0 89,261 94,251 89,509 94,251: 8,309 3,567 Old : 97,818: 248 0 0 89,261 94,251 89,509 94,251: 8,309 3,567 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : 11,121: 0 0 0 10,393 11,121 10,393 11,121: 728 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.3 0.0 0.0 91.3 96.4 91.5 96.4: 8.5 3.6 Old : 100.0: 0.3 0.0 0.0 91.3 96.4 91.5 96.4: 8.5 3.6 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: 1 0 0 23 18 24 18: Old : 31: 1 0 0 23 18 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 : 40.3 68.7 64.6 89.5 31.4 61.2 53.2 73.1 Old : 40.3 68.7 64.6 89.5 31.4 61.2 53.2 73.1 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, September 19, 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 : 74,243: 3,112 0 428 64,306 68,742 67,846 69,170: 6,397 5,073 Old : 74,243: 3,112 0 428 64,306 68,742 67,846 69,170: 6,397 5,073 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : 948: 60 0 0 -581 914 -521 914: 1,469 34 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.2 0.0 0.6 86.6 92.6 91.4 93.2: 8.6 6.8 Old : 100.0: 4.2 0.0 0.6 86.6 92.6 91.4 93.2: 8.6 6.8 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 : 27: 2 0 1 14 20 16 21: Old : 27: 2 0 1 14 20 16 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 : 48.7 58.5 71.0 77.9 45.0 48.9 63.0 62.1 Old : 48.7 58.5 71.0 77.9 45.0 48.9 63.0 62.1 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, September 19, 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 : 25,834: 0 128 120 25,560 25,220 25,680 25,468: 154 366 Old : 25,834: 0 128 120 25,560 25,220 25,680 25,468: 154 366 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : 5,784: -526 128 120 6,280 5,744 5,874 5,992: -90 -208 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.5 0.5 98.9 97.6 99.4 98.6: 0.6 1.4 Old : 100.0: 0.0 0.5 0.5 98.9 97.6 99.4 98.6: 0.6 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 : 31: 0 1 1 13 23 14 24: Old : 31: 0 1 1 13 23 14 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 : 71.6 51.9 91.0 70.6 65.7 51.9 77.1 66.5 Old : 71.6 51.9 91.0 70.6 65.7 51.9 77.1 66.5 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, September 19, 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 : 130,497: 0 0 0 121,341 125,010 121,341 125,010: 9,156 5,487 Old : 130,497: 0 0 0 121,341 125,010 121,341 125,010: 9,156 5,487 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : 4,449: 0 0 0 5,654 4,725 5,654 4,725: -1,205 -276 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 93.0 95.8 93.0 95.8: 7.0 4.2 Old : 100.0: 0.0 0.0 0.0 93.0 95.8 93.0 95.8: 7.0 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 : 35: 0 0 0 30 18 30 18: Old : 35: 0 0 0 30 18 30 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 : 42.5 65.5 65.4 82.8 41.7 62.5 63.1 75.3 Old : 42.5 65.5 65.4 82.8 41.7 62.5 63.1 75.3 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, September 19, 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 : 70,760: 0 0 0 59,894 67,868 59,894 67,868: 10,866 2,892 Old : 70,760: 0 0 0 59,894 67,868 59,894 67,868: 10,866 2,892 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : 23: 0 0 0 -188 114 -188 114: 211 -91 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 84.6 95.9 84.6 95.9: 15.4 4.1 Old : 100.0: 0.0 0.0 0.0 84.6 95.9 84.6 95.9: 15.4 4.1 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 15 17 15 17: Old : 22: 0 0 0 15 17 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 : 57.0 67.1 77.8 85.8 43.8 58.6 58.3 71.5 Old : 57.0 67.1 77.8 85.8 43.8 58.6 58.3 71.5 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, September 19, 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 : 78,981: 17,231 4,616 1,872 59,221 71,950 78,324 78,438: 657 543 Old : 78,981: 17,231 4,616 1,872 59,221 71,950 78,324 78,438: 657 543 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : -255: -2 -168 126 -379 -213 -255 -255: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.8 5.8 2.4 75.0 91.1 99.2 99.3: 0.8 0.7 Old : 100.0: 21.8 5.8 2.4 75.0 91.1 99.2 99.3: 0.8 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 : 58: 10 6 10 38 36 53 47: Old : 58: 10 6 10 38 36 53 47: 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 : 43.8 33.3 61.2 56.2 34.6 27.5 45.1 42.5 Old : 43.8 33.3 61.2 56.2 34.6 27.5 45.1 42.5 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, September 19, 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 : 30,729: 1,025 425 625 29,079 29,679 30,729 30,729: 0 0 Old : 30,729: 1,025 425 625 29,079 29,679 30,729 30,729: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : 60: 25 0 75 -40 -15 60 60: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.3 1.4 2.0 94.6 96.6 100.0 100.0: 0.0 0.0 Old : 100.0: 3.3 1.4 2.0 94.6 96.6 100.0 100.0: 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 : 37: 5 3 5 25 19 31 26: Old : 37: 5 3 5 25 19 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 : 49.7 53.6 74.8 85.1 37.6 49.3 50.1 56.7 Old : 49.7 53.6 74.8 85.1 37.6 49.3 50.1 56.7 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, September 19, 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 : 22,044: 650 150 475 20,895 21,179 22,020 21,804: 24 240 Old : 22,044: 650 150 475 20,895 21,179 22,020 21,804: 24 240 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : 590: 200 0 0 390 590 590 590: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.9 0.7 2.2 94.8 96.1 99.9 98.9: 0.1 1.1 Old : 100.0: 2.9 0.7 2.2 94.8 96.1 99.9 98.9: 0.1 1.1 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 : 26: 2 1 2 19 15 22 17: Old : 26: 2 1 2 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 : 62.6 55.0 80.3 84.9 56.0 41.8 63.7 62.6 Old : 62.6 55.0 80.3 84.9 56.0 41.8 63.7 62.6 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, September 19, 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 : 171,276: 9,200 31,806 3,749 158,281 135,711 171,230 171,266: 46 10 Old : 171,276: 9,200 31,806 3,749 158,281 135,711 171,230 171,266: 46 10 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : -443: -170 -1,940 -45 -238 1,542 -453 -443: 10 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.4 18.6 2.2 92.4 79.2 100.0 100.0: 0.0 0.0 Old : 100.0: 5.4 18.6 2.2 92.4 79.2 100.0 100.0: 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 : 59: 7 7 5 40 38 49 48: Old : 59: 7 7 5 40 38 49 48: 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 : 36.5 43.5 57.9 71.3 32.3 36.4 48.4 54.4 Old : 36.5 43.5 57.9 71.3 32.3 36.4 48.4 54.4 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, September 19, 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 : 55,095: 1,688 7,173 925 52,460 46,992 55,073 55,090: 22 5 Old : 55,095: 1,688 7,173 925 52,460 46,992 55,073 55,090: 22 5 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : -107: 386 550 -100 -393 -557 -107 -107: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.1 13.0 1.7 95.2 85.3 100.0 100.0: 0.0 0.0 Old : 100.0: 3.1 13.0 1.7 95.2 85.3 100.0 100.0: 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 : 39: 7 8 4 19 22 30 30: Old : 39: 7 8 4 19 22 30 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 : 77.4 72.1 88.0 85.5 74.2 66.0 79.9 75.7 Old : 77.4 72.1 88.0 85.5 74.2 66.0 79.9 75.7 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, September 19, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50 Mwh : : : : All : 56,436: 350 3,325 660 55,298 52,071 56,308 56,056: 128 380 Old : 56,436: 350 3,325 660 55,298 52,071 56,308 56,056: 128 380 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : 175: 0 0 0 150 110 150 110: 25 65 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.6 5.9 1.2 98.0 92.3 99.8 99.3: 0.2 0.7 Old : 100.0: 0.6 5.9 1.2 98.0 92.3 99.8 99.3: 0.2 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 : 37: 2 2 3 29 27 33 30: Old : 37: 2 2 3 29 27 33 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 : 49.2 45.6 73.5 71.5 25.3 29.2 36.6 44.6 Old : 49.2 45.6 73.5 71.5 25.3 29.2 36.6 44.6 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, September 19, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800MWh : : : : All : 57,959: 1,565 1,015 255 55,776 56,459 57,596 57,729: 363 230 Old : 57,959: 1,565 1,015 255 55,776 56,459 57,596 57,729: 363 230 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : -200: -50 -20 65 -215 -245 -200 -200: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.7 1.8 0.4 96.2 97.4 99.4 99.6: 0.6 0.4 Old : 100.0: 2.7 1.8 0.4 96.2 97.4 99.4 99.6: 0.6 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 : 41: 1 7 3 30 25 33 33: Old : 41: 1 7 3 30 25 33 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 : 41.2 54.0 66.4 78.9 39.2 45.8 52.6 61.2 Old : 41.2 54.0 66.4 78.9 39.2 45.8 52.6 61.2 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, September 19, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 64,526: 1,070 17,400 0 63,311 46,967 64,381 64,367: 145 159 Old : 64,526: 1,070 17,400 0 63,311 46,967 64,381 64,367: 145 159 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : 1,135: 295 0 0 1,110 1,135 1,405 1,135: -270 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.7 27.0 0.0 98.1 72.8 99.8 99.8: 0.2 0.2 Old : 100.0: 1.7 27.0 0.0 98.1 72.8 99.8 99.8: 0.2 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 : 39: 2 1 0 29 27 31 28: Old : 39: 2 1 0 29 27 31 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 : 46.0 73.2 66.9 84.9 43.4 66.7 60.4 75.5 Old : 46.0 73.2 66.9 84.9 43.4 66.7 60.4 75.5 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, September 19, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 85,515: 1,520 24,400 0 83,889 60,833 85,409 85,233: 106 282 Old : 85,515: 1,520 24,400 0 83,889 60,833 85,409 85,233: 106 282 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : 890: 265 0 0 865 883 1,130 883: -240 7 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.8 28.5 0.0 98.1 71.1 99.9 99.7: 0.1 0.3 Old : 100.0: 1.8 28.5 0.0 98.1 71.1 99.9 99.7: 0.1 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 : 39: 2 2 0 29 25 31 27: Old : 39: 2 2 0 29 25 31 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 : 47.6 69.2 67.2 84.4 46.5 67.2 64.9 78.3 Old : 47.6 69.2 67.2 84.4 46.5 67.2 64.9 78.3 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, September 19, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 32,301: 400 800 0 31,729 31,461 32,129 32,261: 172 40 Old : 32,301: 400 800 0 31,729 31,461 32,129 32,261: 172 40 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : 154: 0 0 0 70 214 70 214: 84 -60 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.2 2.5 0.0 98.2 97.4 99.5 99.9: 0.5 0.1 Old : 100.0: 1.2 2.5 0.0 98.2 97.4 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 : 27: 1 1 0 23 18 24 19: Old : 27: 1 1 0 23 18 24 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 : 43.0 69.1 69.1 82.6 31.7 52.7 44.9 54.0 Old : 43.0 69.1 69.1 82.6 31.7 52.7 44.9 54.0 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, September 19, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50 Mwh : : : : All : 36,385: 1,725 420 75 34,525 35,722 36,325 36,217: 60 168 Old : 36,385: 1,725 420 75 34,525 35,722 36,325 36,217: 60 168 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : -30: 175 0 0 -205 -30 -30 -30: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.7 1.2 0.2 94.9 98.2 99.8 99.5: 0.2 0.5 Old : 100.0: 4.7 1.2 0.2 94.9 98.2 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 : 31: 3 1 1 23 22 26 24: Old : 31: 3 1 1 23 22 26 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 : 43.3 67.0 65.8 86.3 24.6 49.2 41.2 57.7 Old : 43.3 67.0 65.8 86.3 24.6 49.2 41.2 57.7 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, September 19, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800 Mwh : : : : All : 12,345: 800 300 0 11,545 12,045 12,345 12,345: 0 0 Old : 12,345: 800 300 0 11,545 12,045 12,345 12,345: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : -220: 0 0 0 -220 -220 -220 -220: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.5 2.4 0.0 93.5 97.6 100.0 100.0: 0.0 0.0 Old : 100.0: 6.5 2.4 0.0 93.5 97.6 100.0 100.0: 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 : 20: 1 1 0 16 12 17 13: Old : 20: 1 1 0 16 12 17 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 : 69.6 66.0 86.6 91.9 69.6 62.3 83.0 83.8 Old : 69.6 66.0 86.6 91.9 69.6 62.3 83.0 83.8 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, September 19, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800 Mwh : : : : All : 18,936: 2,500 1,982 300 15,931 16,359 18,731 18,641: 205 295 Old : 18,936: 2,500 1,982 300 15,931 16,359 18,731 18,641: 205 295 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : 2,090: 800 0 0 1,290 2,090 2,090 2,090: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.2 10.5 1.6 84.1 86.4 98.9 98.4: 1.1 1.6 Old : 100.0: 13.2 10.5 1.6 84.1 86.4 98.9 98.4: 1.1 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 : 32: 4 3 1 20 22 24 26: Old : 32: 4 3 1 20 22 24 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 : 54.1 43.0 73.3 63.5 50.9 35.6 66.4 53.5 Old : 54.1 43.0 73.3 63.5 50.9 35.6 66.4 53.5 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, September 19, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 10,590: 0 170 305 9,900 9,975 10,205 10,450: 385 140 Old : 10,590: 0 170 305 9,900 9,975 10,205 10,450: 385 140 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : 500: 0 0 0 500 500 500 500: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.6 2.9 93.5 94.2 96.4 98.7: 3.6 1.3 Old : 100.0: 0.0 1.6 2.9 93.5 94.2 96.4 98.7: 3.6 1.3 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: 0 3 2 10 13 12 16: Old : 21: 0 3 2 10 13 12 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 : 72.4 68.0 89.7 90.0 69.9 63.3 77.3 75.3 Old : 72.4 68.0 89.7 90.0 69.9 63.3 77.3 75.3 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, September 19, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 40,267: 400 350 600 39,267 39,217 40,267 40,167: 0 100 Old : 40,267: 400 350 600 39,267 39,217 40,267 40,167: 0 100 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : 254: 0 0 0 254 254 254 254: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.0 0.9 1.5 97.5 97.4 100.0 99.8: 0.0 0.2 Old : 100.0: 1.0 0.9 1.5 97.5 97.4 100.0 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 2 1 26 22 27 25: Old : 32: 1 2 1 26 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 : 42.0 57.7 68.8 76.5 30.3 49.1 45.1 54.7 Old : 42.0 57.7 68.8 76.5 30.3 49.1 45.1 54.7 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, September 19, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800 Mwh : : : : All : 46,960: 1,200 1,550 0 45,440 45,340 46,640 46,890: 320 70 Old : 46,960: 1,200 1,550 0 45,440 45,340 46,640 46,890: 320 70 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : 865: 0 50 0 865 815 865 865: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.6 3.3 0.0 96.8 96.6 99.3 99.9: 0.7 0.1 Old : 100.0: 2.6 3.3 0.0 96.8 96.6 99.3 99.9: 0.7 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 : 37: 1 3 0 27 26 28 29: Old : 37: 1 3 0 27 26 28 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 : 47.1 62.0 68.5 82.9 41.3 56.7 61.0 75.7 Old : 47.1 62.0 68.5 82.9 41.3 56.7 61.0 75.7 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, September 19, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 50,667: 1,575 0 300 48,692 50,182 50,567 50,482: 100 185 Old : 50,667: 1,575 0 300 48,692 50,182 50,567 50,482: 100 185 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : 720: 100 0 0 610 555 710 555: 10 165 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.1 0.0 0.6 96.1 99.0 99.8 99.6: 0.2 0.4 Old : 100.0: 3.1 0.0 0.6 96.1 99.0 99.8 99.6: 0.2 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 : 29: 4 0 1 21 14 25 15: Old : 29: 4 0 1 21 14 25 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 : 43.0 93.6 71.8 98.1 39.4 91.6 68.2 92.1 Old : 43.0 93.6 71.8 98.1 39.4 91.6 68.2 92.1 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, September 19, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 57,383: 2,205 2,000 175 54,848 55,023 57,228 57,198: 155 185 Old : 57,383: 2,205 2,000 175 54,848 55,023 57,228 57,198: 155 185 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : 1,145: 100 0 0 1,045 980 1,145 980: 0 165 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.8 3.5 0.3 95.6 95.9 99.7 99.7: 0.3 0.3 Old : 100.0: 3.8 3.5 0.3 95.6 95.9 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 : 30: 4 1 1 23 13 27 15: Old : 30: 4 1 1 23 13 27 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 : 40.8 90.9 68.1 97.8 38.3 88.7 65.3 91.9 Old : 40.8 90.9 68.1 97.8 38.3 88.7 65.3 91.9 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, September 19, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50MWh : : : : All : 71,276: 155 152 829 70,229 69,990 71,213 70,971: 63 305 Old : 71,276: 155 152 829 70,229 69,990 71,213 70,971: 63 305 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : 1,136: 0 -1,695 810 326 2,021 1,136 1,136: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 0.2 1.2 98.5 98.2 99.9 99.6: 0.1 0.4 Old : 100.0: 0.2 0.2 1.2 98.5 98.2 99.9 99.6: 0.1 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 : 41: 1 2 1 31 29 33 31: Old : 41: 1 2 1 31 29 33 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 : 52.7 59.7 78.0 81.5 52.7 54.5 74.5 74.7 Old : 52.7 59.7 78.0 81.5 52.7 54.5 74.5 74.7 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, September 19, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800MWh : : : : All : 93,485: 5,906 2,532 1,985 85,473 88,689 93,364 93,206: 121 279 Old : 93,485: 5,906 2,532 1,985 85,473 88,689 93,364 93,206: 121 279 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : 1,172: 190 -1,422 360 617 2,234 1,167 1,172: 5 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.3 2.7 2.1 91.4 94.9 99.9 99.7: 0.1 0.3 Old : 100.0: 6.3 2.7 2.1 91.4 94.9 99.9 99.7: 0.1 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 : 56: 6 8 7 32 35 44 45: Old : 56: 6 8 7 32 35 44 45: 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 : 44.0 56.3 67.7 75.1 43.9 51.6 61.3 64.3 Old : 44.0 56.3 67.7 75.1 43.9 51.6 61.3 64.3 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, September 19, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 400MWh : : : : All : 31,122: 275 0 0 30,795 31,122 31,070 31,122: 52 0 Old : 31,122: 275 0 0 30,795 31,122 31,070 31,122: 52 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : 750: 0 0 0 750 750 750 750: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.9 0.0 0.0 98.9 100.0 99.8 100.0: 0.2 0.0 Old : 100.0: 0.9 0.0 0.0 98.9 100.0 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 : 21: 2 0 0 14 12 16 12: Old : 21: 2 0 0 14 12 16 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 : 78.2 85.9 97.4 96.9 76.2 78.6 80.1 81.4 Old : 78.2 85.9 97.4 96.9 76.2 78.6 80.1 81.4 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, September 19, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50MWh : : : : All : 41,481: 843 4,755 334 40,055 36,147 41,232 41,236: 249 245 Old : 41,481: 843 4,755 334 40,055 36,147 41,232 41,236: 249 245 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : 75: -100 80 145 150 -150 195 75: -120 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.0 11.5 0.8 96.6 87.1 99.4 99.4: 0.6 0.6 Old : 100.0: 2.0 11.5 0.8 96.6 87.1 99.4 99.4: 0.6 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 4 4 24 18 28 24: Old : 31: 2 4 4 24 18 28 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 : 55.2 75.5 75.6 90.4 54.9 67.2 69.0 79.7 Old : 55.2 75.5 75.6 90.4 54.9 67.2 69.0 79.7 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, September 19, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800 MWh : : : : All : 41,747: 3,320 1,550 1,850 36,122 38,042 41,292 41,442: 455 305 Old : 41,747: 3,320 1,550 1,850 36,122 38,042 41,292 41,442: 455 305 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : -265: 0 150 0 -265 -415 -265 -265: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.0 3.7 4.4 86.5 91.1 98.9 99.3: 1.1 0.7 Old : 100.0: 8.0 3.7 4.4 86.5 91.1 98.9 99.3: 1.1 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 : 30: 3 2 2 23 20 26 24: Old : 30: 3 2 2 23 20 26 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 : 44.9 62.0 68.1 80.6 32.7 49.5 47.8 62.0 Old : 44.9 62.0 68.1 80.6 32.7 49.5 47.8 62.0 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, September 19, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800MWh : : : : All : 38,050: 0 2,020 290 37,690 35,600 37,980 37,910: 70 140 Old : 38,050: 0 2,020 290 37,690 35,600 37,980 37,910: 70 140 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : 1,424: 0 200 0 1,424 1,344 1,424 1,544: 0 -120 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 5.3 0.8 99.1 93.6 99.8 99.6: 0.2 0.4 Old : 100.0: 0.0 5.3 0.8 99.1 93.6 99.8 99.6: 0.2 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 : 31: 0 4 2 21 16 23 20: Old : 31: 0 4 2 21 16 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 : 64.1 70.2 85.7 85.4 64.0 69.2 81.4 83.7 Old : 64.1 70.2 85.7 85.4 64.0 69.2 81.4 83.7 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, September 19, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50MWh : : : : All : 34,120: 350 2,200 140 33,542 31,745 34,032 34,085: 88 35 Old : 34,120: 350 2,200 140 33,542 31,745 34,032 34,085: 88 35 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : 2,112: 0 0 0 2,112 2,112 2,112 2,112: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.0 6.4 0.4 98.3 93.0 99.7 99.9: 0.3 0.1 Old : 100.0: 1.0 6.4 0.4 98.3 93.0 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 18 14 21 16: Old : 29: 2 2 1 18 14 21 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 : 73.4 75.4 90.3 87.7 72.8 75.4 88.4 85.6 Old : 73.4 75.4 90.3 87.7 72.8 75.4 88.4 85.6 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, September 19, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800MWh : : : : All : 25,913: 1,303 680 199 24,037 24,973 25,539 25,852: 374 61 Old : 25,913: 1,303 680 199 24,037 24,973 25,539 25,852: 374 61 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : 621: 5 0 35 911 576 951 611: -330 10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.0 2.6 0.8 92.8 96.4 98.6 99.8: 1.4 0.2 Old : 100.0: 5.0 2.6 0.8 92.8 96.4 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 : 35: 5 1 3 23 21 29 24: Old : 35: 5 1 3 23 21 29 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 : 51.2 59.3 68.2 76.3 43.7 58.0 57.5 70.1 Old : 51.2 59.3 68.2 76.3 43.7 58.0 57.5 70.1 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, September 19, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50 Mwh : : : : All : 22,271: 1,421 25 301 20,434 21,805 22,156 22,131: 115 140 Old : 22,271: 1,421 25 301 20,434 21,805 22,156 22,131: 115 140 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : 1,595: 605 0 0 980 1,595 1,585 1,595: 10 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.4 0.1 1.4 91.8 97.9 99.5 99.4: 0.5 0.6 Old : 100.0: 6.4 0.1 1.4 91.8 97.9 99.5 99.4: 0.5 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 : 28: 2 1 2 17 18 19 21: Old : 28: 2 1 2 17 18 19 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 : 71.8 66.7 86.4 86.2 71.6 66.7 83.3 83.6 Old : 71.8 66.7 86.4 86.2 71.6 66.7 83.3 83.6 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, September 19, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800MWh : : : : All : 47,550: 1,475 8,765 225 45,598 38,540 47,298 47,530: 252 20 Old : 47,550: 1,475 8,765 225 45,598 38,540 47,298 47,530: 252 20 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : 65: -110 -80 75 100 70 65 65: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.1 18.4 0.5 95.9 81.1 99.5 100.0: 0.5 0.0 Old : 100.0: 3.1 18.4 0.5 95.9 81.1 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 : 42: 5 3 2 29 26 34 31: Old : 42: 5 3 2 29 26 34 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 : 54.5 53.2 69.9 70.3 51.3 48.5 61.5 60.5 Old : 54.5 53.2 69.9 70.3 51.3 48.5 61.5 60.5 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, September 19, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50MWh : : : : All : 34,244: 1,235 3,280 0 32,754 30,960 33,989 34,240: 255 4 Old : 34,244: 1,235 3,280 0 32,754 30,960 33,989 34,240: 255 4 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : 1,837: 0 570 0 1,837 1,267 1,837 1,837: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.6 9.6 0.0 95.6 90.4 99.3 100.0: 0.7 0.0 Old : 100.0: 3.6 9.6 0.0 95.6 90.4 99.3 100.0: 0.7 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 : 37: 2 4 0 28 22 30 26: Old : 37: 2 4 0 28 22 30 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 : 48.5 61.4 68.1 82.0 42.4 59.1 60.3 71.1 Old : 48.5 61.4 68.1 82.0 42.4 59.1 60.3 71.1 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, September 19, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 400MWh : : : : All : 21,711: 0 3,950 650 21,037 17,111 21,687 21,711: 24 0 Old : 21,711: 0 3,950 650 21,037 17,111 21,687 21,711: 24 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : 365: 0 0 0 365 365 365 365: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 18.2 3.0 96.9 78.8 99.9 100.0: 0.1 0.0 Old : 100.0: 0.0 18.2 3.0 96.9 78.8 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: 0 2 1 16 16 17 18: Old : 23: 0 2 1 16 16 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 : 70.6 63.7 90.3 85.2 54.6 51.0 64.9 60.7 Old : 70.6 63.7 90.3 85.2 54.6 51.0 64.9 60.7 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, September 19, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 25 MWh : : : : All : 12,375: 0 100 0 12,374 12,275 12,374 12,375: 1 0 Old : 12,375: 0 100 0 12,374 12,275 12,374 12,375: 1 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.8 0.0 100.0 99.2 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 0.8 0.0 100.0 99.2 100.0 100.0: 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 : 81.3 80.6 95.3 94.7 72.3 66.1 76.1 74.3 Old : 81.3 80.6 95.3 94.7 72.3 66.1 76.1 74.3 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, September 19, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 16,690: 1,110 0 0 15,140 16,670 16,250 16,670: 440 20 Old : 16,690: 1,110 0 0 15,140 16,670 16,250 16,670: 440 20 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : 5: 0 0 0 5 5 5 5: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.7 0.0 0.0 90.7 99.9 97.4 99.9: 2.6 0.1 Old : 100.0: 6.7 0.0 0.0 90.7 99.9 97.4 99.9: 2.6 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 : 24: 3 0 0 18 11 21 11: Old : 24: 3 0 0 18 11 21 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 : 64.0 89.5 77.1 97.4 56.5 86.3 69.6 86.3 Old : 64.0 89.5 77.1 97.4 56.5 86.3 69.6 86.3 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, September 19, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 17,020: 540 0 55 16,125 16,945 16,720 17,000: 300 20 Old : 17,020: 540 0 55 16,125 16,945 16,720 17,000: 300 20 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : -15: 0 0 0 -15 -15 -15 -15: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.2 0.0 0.3 94.7 99.6 98.2 99.9: 1.8 0.1 Old : 100.0: 3.2 0.0 0.3 94.7 99.6 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: 3 0 1 20 12 23 13: Old : 27: 3 0 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 : 63.7 87.8 78.2 96.4 56.5 82.8 69.3 83.6 Old : 63.7 87.8 78.2 96.4 56.5 82.8 69.3 83.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL Commitments of Traders - Futures Only, September 19, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Any Multiple of 800 800MWhs : : : : All : 3,403: 1,328 415 0 1,992 2,968 3,320 3,383: 83 20 Old : 3,403: 1,328 415 0 1,992 2,968 3,320 3,383: 83 20 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.0 12.2 0.0 58.5 87.2 97.6 99.4: 2.4 0.6 Old : 100.0: 39.0 12.2 0.0 58.5 87.2 97.6 99.4: 2.4 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 : 20: 2 2 0 8 8 10 10: Old : 20: 2 2 0 8 8 10 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 : 61.0 82.9 90.2 95.1 61.0 82.9 90.2 95.1 Old : 61.0 82.9 90.2 95.1 61.0 82.9 90.2 95.1 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, September 19, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 10,005: 25 0 0 9,975 10,005 10,000 10,005: 5 0 Old : 10,005: 25 0 0 9,975 10,005 10,000 10,005: 5 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : 145: 0 0 0 220 145 220 145: -75 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 0.0 0.0 99.7 100.0 100.0 100.0: 0.0 0.0 Old : 100.0: 0.2 0.0 0.0 99.7 100.0 100.0 100.0: 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 : 22: 1 0 0 15 13 16 13: Old : 22: 1 0 0 15 13 16 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 : 67.2 74.7 86.3 92.7 59.4 65.5 74.1 75.5 Old : 67.2 74.7 86.3 92.7 59.4 65.5 74.1 75.5 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, September 19, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 25,065: 960 125 50 23,487 24,785 24,497 24,960: 568 105 Old : 25,065: 960 125 50 23,487 24,785 24,497 24,960: 568 105 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : 545: 25 0 0 520 465 545 465: 0 80 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.8 0.5 0.2 93.7 98.9 97.7 99.6: 2.3 0.4 Old : 100.0: 3.8 0.5 0.2 93.7 98.9 97.7 99.6: 2.3 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 : 28: 3 2 2 19 12 23 15: Old : 28: 3 2 2 19 12 23 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 : 73.0 81.8 86.2 96.4 65.7 73.3 74.2 80.0 Old : 73.0 81.8 86.2 96.4 65.7 73.3 74.2 80.0 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, September 19, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 23,460: 960 125 50 22,122 23,180 23,132 23,355: 328 105 Old : 23,460: 960 125 50 22,122 23,180 23,132 23,355: 328 105 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : 475: 25 0 0 450 395 475 395: 0 80 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.1 0.5 0.2 94.3 98.8 98.6 99.6: 1.4 0.4 Old : 100.0: 4.1 0.5 0.2 94.3 98.8 98.6 99.6: 1.4 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 : 24: 3 2 2 17 10 21 13: Old : 24: 3 2 2 17 10 21 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 : 73.4 85.1 86.5 98.0 63.0 72.0 71.2 77.1 Old : 73.4 85.1 86.5 98.0 63.0 72.0 71.2 77.1 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, September 19, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 10,785: 0 325 0 10,585 10,400 10,585 10,725: 200 60 Old : 10,785: 0 325 0 10,585 10,400 10,585 10,725: 200 60 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 3.0 0.0 98.1 96.4 98.1 99.4: 1.9 0.6 Old : 100.0: 0.0 3.0 0.0 98.1 96.4 98.1 99.4: 1.9 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 : 23: 0 2 0 14 14 14 16: Old : 23: 0 2 0 14 14 14 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 : 59.0 62.3 86.4 85.7 53.4 58.0 77.3 77.4 Old : 59.0 62.3 86.4 85.7 53.4 58.0 77.3 77.4 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, September 19, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 22,548: 885 100 29 21,509 22,419 22,423 22,548: 125 0 Old : 22,548: 885 100 29 21,509 22,419 22,423 22,548: 125 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : -227: 325 0 -8 -544 -219 -227 -227: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.9 0.4 0.1 95.4 99.4 99.4 100.0: 0.6 0.0 Old : 100.0: 3.9 0.4 0.1 95.4 99.4 99.4 100.0: 0.6 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 1 2 15 18 19 21: Old : 29: 4 1 2 15 18 19 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 : 63.2 73.2 87.5 89.3 54.0 68.2 70.1 75.1 Old : 63.2 73.2 87.5 89.3 54.0 68.2 70.1 75.1 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, September 19, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 23,687: 859 150 29 22,663 23,508 23,551 23,687: 136 0 Old : 23,687: 859 150 29 22,663 23,508 23,551 23,687: 136 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : -221: 325 0 -8 -538 -213 -221 -221: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.6 0.6 0.1 95.7 99.2 99.4 100.0: 0.6 0.0 Old : 100.0: 3.6 0.6 0.1 95.7 99.2 99.4 100.0: 0.6 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: 3 1 2 15 18 18 21: Old : 29: 3 1 2 15 18 18 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 : 59.0 73.0 87.5 89.5 50.2 61.7 63.5 68.3 Old : 59.0 73.0 87.5 89.5 50.2 61.7 63.5 68.3 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, September 19, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 111,549: 240 8,587 830 110,434 102,110 111,504 111,527: 45 22 Old : 111,549: 240 8,587 830 110,434 102,110 111,504 111,527: 45 22 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : 970: -325 565 225 1,070 180 970 970: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 7.7 0.7 99.0 91.5 100.0 100.0: 0.0 0.0 Old : 100.0: 0.2 7.7 0.7 99.0 91.5 100.0 100.0: 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 : 55: 3 9 4 36 31 41 42: Old : 55: 3 9 4 36 31 41 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 : 50.1 58.3 66.9 82.6 50.1 51.6 65.3 71.9 Old : 50.1 58.3 66.9 82.6 50.1 51.6 65.3 71.9 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, September 19, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 352 MWh : : : : All : 122,456: 680 8,657 600 121,131 113,172 122,411 122,429: 45 27 Old : 122,456: 680 8,657 600 121,131 113,172 122,411 122,429: 45 27 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : 1,025: -325 565 185 1,165 275 1,025 1,025: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.6 7.1 0.5 98.9 92.4 100.0 100.0: 0.0 0.0 Old : 100.0: 0.6 7.1 0.5 98.9 92.4 100.0 100.0: 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 : 60: 6 9 4 40 35 48 46: Old : 60: 6 9 4 40 35 48 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 : 50.7 55.1 66.2 80.6 50.6 48.7 63.9 71.9 Old : 50.7 55.1 66.2 80.6 50.6 48.7 63.9 71.9 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, September 19, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 216,734: 34,953 33,638 16,422 165,281 166,549 216,656 216,609: 78 125 Old : 216,734: 34,953 33,638 16,422 165,281 166,549 216,656 216,609: 78 125 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : -3,347: 74 -890 1,739 -5,107 -4,083 -3,294 -3,234: -53 -113 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.1 15.5 7.6 76.3 76.8 100.0 99.9: 0.0 0.1 Old : 100.0: 16.1 15.5 7.6 76.3 76.8 100.0 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: 16 19 18 50 45 77 72: Old : 88: 16 19 18 50 45 77 72: 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 : 31.6 33.7 48.8 51.2 27.5 26.0 41.9 37.6 Old : 31.6 33.7 48.8 51.2 27.5 26.0 41.9 37.6 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, September 19, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 45,809: 2,445 300 115 42,921 45,349 45,481 45,764: 328 45 Old : 45,809: 2,445 300 115 42,921 45,349 45,481 45,764: 328 45 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : 150: 180 0 0 -30 130 150 130: 0 20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.3 0.7 0.3 93.7 99.0 99.3 99.9: 0.7 0.1 Old : 100.0: 5.3 0.7 0.3 93.7 99.0 99.3 99.9: 0.7 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 2 22 12 27 15: Old : 30: 4 2 2 22 12 27 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 : 61.6 92.5 78.5 98.0 61.0 85.5 75.3 88.5 Old : 61.6 92.5 78.5 98.0 61.0 85.5 75.3 88.5 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, September 19, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 42,199: 1,995 275 130 39,791 41,749 41,916 42,154: 283 45 Old : 42,199: 1,995 275 130 39,791 41,749 41,916 42,154: 283 45 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : 365: 180 0 0 185 345 365 345: 0 20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.7 0.7 0.3 94.3 98.9 99.3 99.9: 0.7 0.1 Old : 100.0: 4.7 0.7 0.3 94.3 98.9 99.3 99.9: 0.7 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 21 13 26 16: Old : 31: 4 2 2 21 13 26 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 : 62.3 92.8 79.3 98.0 61.6 84.3 75.0 88.0 Old : 62.3 92.8 79.3 98.0 61.6 84.3 75.0 88.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 22, 2017