CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV               Code-00639H
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:        7,493
COMMITMENTS
   1,460      125        0    6,029    7,362    7,489    7,487        4        6

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:         30)
      30        0        0        0       30       30       30        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.5      1.7      0.0     80.5     98.3     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       7        2        0        6        9       13       11                  
 
 
NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV                       Code-00639W
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       29,985
COMMITMENTS
  15,210   10,224      600   14,175   19,145   29,985   29,969        0       16

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -1,130)
  -1,430      365      100      200   -1,611   -1,130   -1,146        0       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.7     34.1      2.0     47.3     63.8    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        6        4       10        5       18       11                  
 
 
NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV                       Code-00639X
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       44,736
COMMITMENTS
  15,696   20,783       20   29,020   23,933   44,736   44,736        0        0

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:        600)
    -580     -120        0    1,180      720      600      600        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.1     46.5      0.0     64.9     53.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       6       10        2        9        6       17       16                  
 
 
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV               Code-00639Y
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       36,665
COMMITMENTS
   4,021    6,161      600   32,044   29,829   36,665   36,590        0       75

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:      7,699)
     590       97      -78    7,187    7,680    7,699    7,699        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0     16.8      1.6     87.4     81.4    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       9        8        2       11       11       22       19                  
 
 
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV                           Code-0063A1
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       38,822
COMMITMENTS
   7,989      845        0   30,833   37,977   38,822   38,822        0        0

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.6      2.2      0.0     79.4     97.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        4        0        8       10       11       14                  
 
 
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV                       Code-0063A3
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       35,030
COMMITMENTS
   6,775   15,873      275   27,980   18,882   35,030   35,030        0        0

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:        912)
     500        0      -88      500    1,000      912      912        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.3     45.3      0.8     79.9     53.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5        7        2        8        5       14       13                  
 
 
NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV                       Code-0063A4
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       23,665
COMMITMENTS
   3,750    6,045        0   19,915   17,620   23,665   23,665        0        0

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:       -245)
    -200     -345        0      -45      100     -245     -245        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.8     25.5      0.0     84.2     74.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        7        0        7        4       11       11                  
 
 
PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV               Code-0063AA
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       17,730
COMMITMENTS
   8,393    6,820        0    9,337   10,910   17,730   17,730        0        0

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:        200)
     163        0        0       37      200      200      200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.3     38.5      0.0     52.7     61.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       6        5        0        8        8       14       13                  
 
 
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV               Code-0063AB
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       27,343
COMMITMENTS
  12,687   15,245      700   13,956   11,398   27,343   27,343        0        0

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:        593)
   2,127      625        0   -1,534      -32      593      593        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.4     55.8      2.6     51.0     41.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       5        6        3        7        7       14       14                  
 
 
PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV               Code-0063AD
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       18,195
COMMITMENTS
   9,345    6,707      100    8,750   11,388   18,195   18,195        0        0

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:          0)
       0      -23        0        0       23        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.4     36.9      0.5     48.1     62.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       7        4        1        7        5       15        9                  
 
 
RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV                           Code-0063AR
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       14,786
COMMITMENTS
     860    1,535        0   13,916   13,251   14,776   14,786       10        0

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:        150)
       0        0        0      150      150      150      150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.8     10.4      0.0     94.1     89.6     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        4        0        9        9       12       13                  
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    5,578,322
COMMITMENTS
 1111911   82,993  831,243  3596867  4653569  5540021  5567805   38,301   10,517

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     49,820)
   1,285   12,959   25,497   25,351   13,204   52,133   51,660   -2,313   -1,840

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.9      1.5     14.9     64.5     83.4     99.3     99.8      0.7      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      223)
      69       14       62      128      122      208      187                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      235,735
COMMITMENTS
  48,413   86,075   33,120  151,771  116,130  233,304  235,325    2,431      410

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     10,736)
   3,618       78    3,364    3,754    7,294   10,736   10,736        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.5     36.5     14.0     64.4     49.3     99.0     99.8      1.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      12       12       16       30       24       48       46                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      202,626
COMMITMENTS
   3,378    1,574    2,834  179,381  193,760  185,593  198,168   17,033    4,458

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:      9,142)
   1,807     -525     -158    8,029   10,860    9,678   10,177     -536   -1,035

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      0.8      1.4     88.5     95.6     91.6     97.8      8.4      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        3        5       33       30       39       35                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       95,969
COMMITMENTS
     581        0      334   89,997   91,054   90,912   91,388    5,057    4,581

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -6,810)
  -2,331        0       86   -5,409   -6,663   -7,654   -6,577      844     -233

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      0.0      0.3     93.8     94.9     94.7     95.2      5.3      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        0        1       29       30       30       31                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      188,645
COMMITMENTS
     762    1,301    1,656  174,017  177,042  176,435  179,999   12,210    8,646

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -7,377)
    -678     -234     -706   -5,463   -4,684   -6,847   -5,624     -530   -1,753

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      0.7      0.9     92.2     93.8     93.5     95.4      6.5      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        2        2       26       27       29       29                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,052,616
COMMITMENTS
     424   16,697    9,888  1031433  1022881  1041745  1049466   10,871    3,150

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     15,136)
    -293      408     -189   15,702   14,914   15,220   15,133      -84        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.6      0.9     98.0     97.2     99.0     99.7      1.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       1        3        4       52       36       56       40                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      458,148
COMMITMENTS
   5,658      479       31  433,824  450,708  439,513  451,218   18,635    6,930

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -3,118)
  -2,560      479     -493   -3,192   -2,823   -6,245   -2,837    3,127     -281

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      0.1      0.0     94.7     98.4     95.9     98.5      4.1      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       1        1        1       35       46       37       47                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      353,981
COMMITMENTS
   3,421        0    2,153  333,831  346,953  339,405  349,106   14,576    4,875

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:    -16,288)
  -2,664        0      101   -9,204  -15,634  -11,767  -15,533   -4,521     -755

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      0.0      0.6     94.3     98.0     95.9     98.6      4.1      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       4        0        3       37       42       41       45                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      174,728
COMMITMENTS
     367      376    1,812  165,930  164,555  168,109  166,743    6,619    7,985

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -2,540)
      57   -3,145      585   -6,272    1,727   -5,630     -833    3,090   -1,707

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      0.2      1.0     95.0     94.2     96.2     95.4      3.8      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        1        2       29       32       31       34                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      101,881
COMMITMENTS
   8,365    2,524    1,428   88,106   93,245   97,899   97,197    3,982    4,684

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -9,180)
  -1,063   -1,585      443   -8,084   -7,930   -8,704   -9,072     -476     -108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2      2.5      1.4     86.5     91.5     96.1     95.4      3.9      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        2        1       21       24       24       26                  
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       27,050
COMMITMENTS
       0        0        0   25,851   26,347   25,851   26,347    1,199      703

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -9,768)
       0     -479      -31   -9,621   -9,329   -9,652   -9,839     -116       71

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     95.6     97.4     95.6     97.4      4.4      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       11       12       11       12                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       98,049
COMMITMENTS
     265       10    1,795   87,843   90,768   89,903   92,573    8,146    5,476

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:    -10,083)
    -428     -982      361  -10,223   -8,076  -10,290   -8,697      207   -1,386

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      0.0      1.8     89.6     92.6     91.7     94.4      8.3      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        2       19       18       21       20                  
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      162,470
COMMITMENTS
       0        0        0  155,015  160,326  155,015  160,326    7,455    2,144

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -5,646)
       0        0        0   -4,654   -4,518   -4,654   -4,518     -992   -1,128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     95.4     98.7     95.4     98.7      4.6      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        0        0       25       26       25       26                  
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       66,904
COMMITMENTS
       0        0        0   60,602   59,921   60,602   59,921    6,302    6,983

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -3,842)
       0        0        0   -1,136   -3,468   -1,136   -3,468   -2,706     -374

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     90.6     89.6     90.6     89.6      9.4     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       16       14       16       14                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      578,170
COMMITMENTS
  55,923    7,872    6,587  506,520  556,145  569,030  570,604    9,140    7,566

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:    -22,928)
   7,338   -1,329   -2,595  -28,173  -18,717  -23,430  -22,641      502     -287

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.7      1.4      1.1     87.6     96.2     98.4     98.7      1.6      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      11        1        6       52       54       64       60                  
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      129,422
COMMITMENTS
   1,364    2,579      842  119,392  116,339  121,598  119,760    7,824    9,662

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -7,647)
   1,364   -1,985      662   -7,326   -5,180   -5,300   -6,503   -2,347   -1,144

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      2.0      0.7     92.3     89.9     94.0     92.5      6.0      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        4        2       21       19       23       24                  
 
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       78,807
COMMITMENTS
      67        0      305   76,129   74,624   76,501   74,929    2,306    3,878

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -5,064)
      67   -1,073      -67   -4,329   -3,610   -4,329   -4,750     -735     -314

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      0.0      0.4     96.6     94.7     97.1     95.1      2.9      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        1       15       19       16       20                  
 
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV     Code-0233AG
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       97,760
COMMITMENTS
       0        0        0   96,904   93,328   96,904   93,328      856    4,432

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:    -69,958)
 -46,017   -3,967        0  -21,338  -61,626  -67,355  -65,593   -2,603   -4,365

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.1     95.5     99.1     95.5      0.9      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       12       15       12       15                  
 
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV     Code-0233AH
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      136,311
COMMITMENTS
  46,265    6,850       93   89,687  127,149  136,045  134,092      266    2,219

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:    -59,400)
 -28,114   -4,213     -677  -24,829  -51,161  -53,620  -56,051   -5,780   -3,349

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.9      5.0      0.1     65.8     93.3     99.8     98.4      0.2      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      10       10        1       18       39       29       49                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       66,327
COMMITMENTS
     651        0        0   65,180   61,977   65,831   61,977      496    4,350

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:    -14,298)
      30        0      -60  -13,998  -15,264  -14,028  -15,324     -270    1,026

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      0.0      0.0     98.3     93.4     99.3     93.4      0.7      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        0        0       16       18       18       18                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      272,968
COMMITMENTS
     288        0      800  258,591  264,604  259,679  265,404   13,289    7,564

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:    -14,553)
     102     -465      -24  -14,763  -13,960  -14,685  -14,449      132     -104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      0.0      0.3     94.7     96.9     95.1     97.2      4.9      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        0        1       29       29       30       30                  
 
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV         Code-0233B1
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      128,474
COMMITMENTS
       0    1,412      462  123,319  124,457  123,781  126,331    4,693    2,143

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -3,665)
       0   -3,328      313   -2,279    2,083   -1,966     -932   -1,699   -2,733

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.1      0.4     96.0     96.9     96.3     98.3      3.7      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        1        1       22       23       23       24                  
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      140,350
COMMITMENTS
   3,770      793      660  127,619  132,722  132,049  134,175    8,301    6,175

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -6,673)
    -195     -902      -59   -7,988   -6,218   -8,242   -7,179    1,569      506

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      0.6      0.5     90.9     94.6     94.1     95.6      5.9      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        1       17       13       19       14                  
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      125,004
COMMITMENTS
       0      420        0  114,623  122,229  114,623  122,649   10,381    2,355

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -2,080)
    -132      420     -240   -3,847   -1,576   -4,219   -1,396    2,139     -684

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.3      0.0     91.7     97.8     91.7     98.1      8.3      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        0       21       18       21       19                  
 
 
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV  Code-0233BD
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       67,550
COMMITMENTS
       0        0        0   66,691   67,178   66,691   67,178      859      372

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -5,054)
       0     -207      -93   -5,174   -3,887   -5,267   -4,187      213     -867

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.7     99.4     98.7     99.4      1.3      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       11       13       11       13                  
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      110,779
COMMITMENTS
     559        0       90  102,871  105,079  103,520  105,169    7,259    5,610

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -9,249)
     559     -862       28   -9,109   -7,561   -8,522   -8,395     -727     -854

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      0.0      0.1     92.9     94.9     93.4     94.9      6.6      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        1       21       19       22       20                  
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      160,228
COMMITMENTS
       0    2,089    8,144  140,900  140,282  149,044  150,515   11,184    9,713

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:    -11,519)
       0   -4,569     -510   -9,008   -7,033   -9,518  -12,112   -2,001      593

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.3      5.1     87.9     87.6     93.0     93.9      7.0      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        2        2       29       21       31       24                  
 
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                               Code-0233BW
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       16,643
COMMITMENTS
       0    1,038        0   14,488   15,326   14,488   16,364    2,155      279

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -8,910)
       0      604        0   -8,671   -9,212   -8,671   -8,608     -239     -302

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.2      0.0     87.1     92.1     87.1     98.3     12.9      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        3        0       12       10       12       13                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       23,407
COMMITMENTS
   2,232        0        0   20,005   21,989   22,237   21,989    1,170    1,418

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -8,040)
  -1,590        0        0   -5,222   -7,926   -6,812   -7,926   -1,228     -114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5      0.0      0.0     85.5     93.9     95.0     93.9      5.0      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        0        0       11        8       14        8                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      188,697
COMMITMENTS
  23,307   10,436    2,579  155,212  167,586  181,098  180,601    7,599    8,096

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -9,700)
   3,920   -1,126        0  -10,988   -7,186   -7,068   -8,312   -2,632   -1,388

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4      5.5      1.4     82.3     88.8     96.0     95.7      4.0      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       3        5        3       34       29       39       35                  
 
 
TRANSCO STN 85 MONTHLY INDEX - ICE FUTURES ENERGY DIV                Code-0233CS
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       23,802
COMMITMENTS
       0        0        0   21,808   23,678   21,808   23,678    1,994      124

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -5,386)
       0        0        0   -5,392   -4,906   -5,392   -4,906        6     -480

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     91.6     99.5     91.6     99.5      8.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       13        9       13        9                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       79,655
COMMITMENTS
       0        0        0   66,732   71,050   66,732   71,050   12,923    8,605

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -5,956)
       0        0        0   -3,903   -4,961   -3,903   -4,961   -2,053     -995

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     83.8     89.2     83.8     89.2     16.2     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       19       17       19       17                  
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       97,141
COMMITMENTS
       0        0        0   91,476   92,611   91,476   92,611    5,665    4,530

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:    -10,724)
       0        0        0   -9,881  -11,214   -9,881  -11,214     -843      490

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     94.2     95.3     94.2     95.3      5.8      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        0        0       24       17       24       17                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:      114,831
COMMITMENTS
   2,409        0        0  103,099  104,592  105,508  104,592    9,323   10,239

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -8,045)
       0        0        0   -6,698   -7,411   -6,698   -7,411   -1,347     -634

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      0.0      0.0     89.8     91.1     91.9     91.1      8.1      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        0       23       15       24       15                  
 
 
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV                         Code-0233DT
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       73,738
COMMITMENTS
   5,202        0        0   60,518   68,919   65,720   68,919    8,018    4,819

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -4,266)
  -1,054        0        0   -3,088   -4,891   -4,142   -4,891     -124      625

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.1      0.0      0.0     82.1     93.5     89.1     93.5     10.9      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       16       15       17       15                  
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      108,854
COMMITMENTS
  18,605   11,952    3,778   86,086   92,549  108,469  108,279      385      575

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -6,646)
      86      -24       53   -6,187   -5,637   -6,048   -5,608     -598   -1,038

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.1     11.0      3.5     79.1     85.0     99.6     99.5      0.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      11       11       17       40       43       60       62                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       43,975
COMMITMENTS
   6,675      150      100   37,200   43,725   43,975   43,975        0        0

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:       -715)
     295       -8       -3   -1,007     -704     -715     -715        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.2      0.3      0.2     84.6     99.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       6        3        2       30       26       37       30                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:       30,750
COMMITMENTS
   2,500      275      200   28,050   30,275   30,750   30,750        0        0

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:   -362,032)
 -22,300   -3,677   -1,352 -338,380 -357,003 -362,032 -362,032        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1      0.9      0.7     91.2     98.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        2        2       26       24       31       27                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:      159,400
COMMITMENTS
   3,850   20,600    2,100  153,450  136,700  159,400  159,400        0        0

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -1,147,913)
 -26,730 -140,129  -13,974 -1097609 -980,610 -1138313 -1134713   -9,600  -13,200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4     12.9      1.3     96.3     85.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       7        5        4       34       39       43       46                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       64,000
COMMITMENTS
     425    5,450    1,475   62,100   57,075   64,000   64,000        0        0

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -5,477)
    -930     -943     -179   -4,368   -4,355   -5,477   -5,477        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      8.5      2.3     97.0     89.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        7        6       23       23       31       33                  
 
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-064396
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:       22,650
COMMITMENTS
     150      700      375   22,125   21,575   22,650   22,650        0        0

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:   -282,374)
  -2,052  -10,533   -4,260 -276,062 -267,581 -282,374 -282,374        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      3.1      1.7     97.7     95.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        5        1       15       15       17       21                  
 
 
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV                    Code-06439A
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       44,700
COMMITMENTS
     150    4,400      800   43,750   39,500   44,700   44,700        0        0

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:   -322,296)
  -1,026  -29,079   -6,322 -313,748 -285,695 -321,096 -321,096   -1,200   -1,200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      9.8      1.8     97.9     88.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        3        1       21       24       23       27                  
 
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                Code-06439B
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       50,350
COMMITMENTS
     750    1,400      600   49,000   48,350   50,350   50,350        0        0

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     27,341)
     389    1,137      348   27,102   26,875   27,839   28,360     -498   -1,019

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      2.8      1.2     97.3     96.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       5        3        3       23       22       29       27                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       64,525
COMMITMENTS
     620   16,200        0   63,686   48,205   64,306   64,405      219      120

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:       -287)
     -25    1,200        0     -145   -1,215     -170      -15     -117     -272

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0     25.1      0.0     98.7     74.7     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        1        0       27       26       29       27                  
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       82,611
COMMITMENTS
     640   16,200        0   81,820   66,146   82,460   82,346      151      265

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -1,426)
    -110    1,200        0   -1,038   -2,474   -1,148   -1,274     -278     -152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8     19.6      0.0     99.0     80.1     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        1        0       27       26       29       27                  
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       32,675
COMMITMENTS
     700    1,000        0   31,714   31,535   32,414   32,535      261      140

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -1,785)
       0      -50        0   -1,763   -1,725   -1,763   -1,775      -22      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      3.1      0.0     97.1     96.5     99.2     99.6      0.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        0       22       19       23       20                  
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       34,450
COMMITMENTS
   1,550       50      250   32,650   34,150   34,450   34,450        0        0

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:   -242,374)
 -11,914       50   -2,086 -228,374 -240,338 -242,374 -242,374        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5      0.1      0.7     94.8     99.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        1       21       20       24       21                  
 
 
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV               Code-06439N
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       14,650
COMMITMENTS
     600      250        0   14,050   14,400   14,650   14,650        0        0

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:      7,844)
     520      184        0    7,685    7,787    8,205    7,971     -361     -127

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1      1.7      0.0     95.9     98.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        3        0       15       14       16       17                  
 
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                 Code-06439R
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       16,750
COMMITMENTS
   1,500    2,150       50   15,200   14,550   16,750   16,750        0        0

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:      8,855)
     776    1,533       28    8,073    7,998    8,877    9,559      -22     -704

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0     12.8      0.3     90.7     86.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        4        1       19       21       23       25                  
 
 
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643AP
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       12,735
COMMITMENTS
     460      100      300   11,575   12,295   12,335   12,695      400       40

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -1,015)
     -70        0        0     -790     -970     -860     -970     -155      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6      0.8      2.4     90.9     96.5     96.9     99.7      3.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        1        1        9       14       12       16                  
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       40,860
COMMITMENTS
       0    1,300        0   40,765   39,480   40,765   40,780       95       80

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -2,512)
       0      -60        0   -2,512   -2,442   -2,512   -2,502        0      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.2      0.0     99.8     96.6     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        2        0       24       25       24       27                  
 
 
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV               Code-0643B1
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       26,690
COMMITMENTS
     725        0        0   25,785   26,690   26,510   26,690      180        0

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:         -1)
    -100        0        0       99       -1       -1       -1        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      0.0      0.0     96.6    100.0     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        0        0       21       22       23       22                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       43,300
COMMITMENTS
   1,600      650      850   40,850   41,800   43,300   43,300        0        0

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     24,628)
     781      456      428   23,973   24,253   25,182   25,137     -554     -509

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      1.5      2.0     94.3     96.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        2        2       26       23       29       26                  
 
 
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV                  Code-0643B9
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       57,528
COMMITMENTS
     260    6,770      100   57,087   50,196   57,447   57,066       81      462

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -3,341)
     -20     -698      -50   -3,258   -2,791   -3,328   -3,539      -13      198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5     11.8      0.2     99.2     87.3     99.9     99.2      0.1      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        2        1       30       25       32       27                  
 
 
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV                    Code-0643BA
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       74,488
COMMITMENTS
     884   14,005      919   72,655   59,291   74,458   74,215       30      273

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -5,174)
     -86   -1,849     -376   -4,691   -3,151   -5,153   -5,376      -21      202

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2     18.8      1.2     97.5     79.6    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       6        7        6       32       28       41       39                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       48,615
COMMITMENTS
   1,315      445      300   46,560   47,690   48,175   48,435      440      180

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -2,835)
     -70        0        0   -1,835   -2,815   -1,905   -2,815     -930      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      0.9      0.6     95.8     98.1     99.1     99.6      0.9      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        1       19        9       22       10                  
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       58,475
COMMITMENTS
   1,620    2,545      475   56,185   55,455   58,280   58,475      195        0

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -3,460)
    -100        0        0   -2,230   -3,460   -2,330   -3,460   -1,130        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      4.4      0.8     96.1     94.8     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        2        1       25       13       28       15                  
 
 
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643BF
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       35,800
COMMITMENTS
   5,200        0      100   30,500   35,700   35,800   35,800        0        0

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:   -270,309)
 -39,478   -1,200   -1,060 -229,771 -268,049 -270,309 -270,309        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.5      0.0      0.3     85.2     99.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        0        1       22       28       24       29                  
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       53,700
COMMITMENTS
  13,000    2,150    1,650   39,050   49,900   53,700   53,700        0        0

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     28,926)
   7,397      999      837   21,414   27,342   29,648   29,178     -722     -252

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.2      4.0      3.1     72.7     92.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       6        4        3       24       30       32       35                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       34,075
COMMITMENTS
   1,250      100       75   32,750   33,900   34,075   34,075        0        0

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -3,097)
      23      -54     -201   -2,919   -2,842   -3,097   -3,097        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      0.3      0.2     96.1     99.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        1        1       16       16       20       18                  
 
 
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643BS
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       38,300
COMMITMENTS
   1,200    4,100      300   36,800   33,900   38,300   38,300        0        0

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:   -274,793)
  -8,250  -18,649   -2,031 -264,512 -248,913 -274,793 -269,593        0   -5,200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1     10.7      0.8     96.1     88.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        1       16       17       19       19                  
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       41,050
COMMITMENTS
   4,250    1,900    2,000   34,800   37,150   41,050   41,050        0        0

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     22,056)
   2,744    1,250    1,153   18,604   21,188   22,501   23,591     -445   -1,535

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.4      4.6      4.9     84.8     90.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        3        2       19       21       23       25                  
 
 
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BW
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       19,400
COMMITMENTS
     800    1,800        0   18,600   17,600   19,400   19,400        0        0

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1      9.3      0.0     95.9     90.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        1        0       18       16       22       17                  
 
 
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BX
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       18,700
COMMITMENTS
      50    1,800        0   18,650   16,900   18,700   18,700        0        0

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:   -133,362)
    -342  -12,240        0 -131,420 -121,122 -131,762 -133,362   -1,600        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      9.6      0.0     99.7     90.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        0       13       11       14       12                  
 
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BY
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       23,950
COMMITMENTS
   2,600    1,050        0   21,350   22,900   23,950   23,950        0        0

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.9      4.4      0.0     89.1     95.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        2        0       17       17       21       19                  
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       31,800
COMMITMENTS
   2,400    2,200      300   29,100   29,300   31,800   31,800        0        0

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     16,924)
   1,520    1,450       53   15,602   16,111   17,175   17,614     -251     -690

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.5      6.9      0.9     91.5     92.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        6        1       23       22       26       28                  
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       20,750
COMMITMENTS
   1,800      700        0   18,950   20,050   20,750   20,750        0        0

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:   -150,184)
 -12,240   -5,222        0 -136,344 -144,962 -148,584 -150,184   -1,600        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7      3.4      0.0     91.3     96.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        0       20       17       21       19                  
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       17,975
COMMITMENTS
      25      525    1,200   16,750   16,250   17,975   17,975        0        0

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:       -357)
      25      -39      -55     -327     -263     -357     -357        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      2.9      6.7     93.2     90.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        1       18       16       20       18                  
 
 
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643CC
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
25 MWh                                               OPEN INTEREST:       13,425
COMMITMENTS
       0      200        0   13,425   13,225   13,425   13,425        0        0

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:   -158,154)
       0   -2,401        0 -158,154 -155,753 -158,154 -158,154        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.5      0.0    100.0     98.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       14       12       14       13                  
 
 
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV     Code-0643CJ
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       14,960
COMMITMENTS
     740        0      100   13,185   14,840   14,025   14,940      935       20

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:       -995)
     120        0     -145     -865     -745     -890     -890     -105     -105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9      0.0      0.7     88.1     99.2     93.8     99.9      6.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        1       19       12       21       13                  
 
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643CK
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       16,345
COMMITMENTS
     295      160      525   15,265   15,640   16,085   16,325      260       20

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:       -910)
     -20        0      -95     -610     -660     -725     -755     -185     -155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      1.0      3.2     93.4     95.7     98.4     99.9      1.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        1        2       24       16       27       18                  
 
 
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                Code-0643CU
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       10,645
COMMITMENTS
     130        0        0   10,150   10,645   10,280   10,645      365        0

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:       -960)
     -50        0        0     -755     -960     -805     -960     -155        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      0.0      0.0     95.3    100.0     96.6    100.0      3.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       13       13       14       13                  
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       31,079
COMMITMENTS
   1,200        0        0   29,243   31,070   30,443   31,070      636        9

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -1,764)
    -125        0        0   -1,354   -1,745   -1,479   -1,745     -285      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9      0.0      0.0     94.1    100.0     98.0    100.0      2.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        0       15       15       17       15                  
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       28,576
COMMITMENTS
   1,150        0        0   27,039   28,570   28,189   28,570      387        6

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -1,298)
    -175        0        0     -893   -1,280   -1,068   -1,280     -230      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      0.0      0.0     94.6    100.0     98.6    100.0      1.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        0        0       15       12       18       12                  
 
 
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV                           Code-0643D4
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       13,800
COMMITMENTS
       0      550        0   13,640   12,970   13,640   13,520      160      280

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:       -360)
       0      175        0      -30     -565      -30     -390     -330       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.0      0.0     98.8     94.0     98.8     98.0      1.2      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        0       15       14       15       16                  
 
 
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                Code-0643D5
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        9,710
COMMITMENTS
       0      350        0    9,430    9,060    9,430    9,410      280      300

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:       -120)
       0      200        0      205     -510      205     -310     -325      190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.6      0.0     97.1     93.3     97.1     96.9      2.9      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        0       14       11       14       13                  
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       24,789
COMMITMENTS
       0    4,500       75   24,659   20,188   24,734   24,763       55       26

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:        620)
       0    2,125        0      605   -1,265      605      860       15     -240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     18.2      0.3     99.5     81.4     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        4        1       17       18       18       22                  
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       26,768
COMMITMENTS
     100    4,400       25   26,583   22,244   26,708   26,669       60       99

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:        508)
       0    2,200        0      488   -1,472      488      728       20     -220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4     16.4      0.1     99.3     83.1     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        3        1       17       16       18       20                  
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      107,761
COMMITMENTS
     310    3,507      255  107,161  103,979  107,726  107,741       35       20

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -4,693)
      15      -65     -225   -4,088   -4,113   -4,298   -4,403     -395     -290

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      3.3      0.2     99.4     96.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       2        6        4       35       34       40       41                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      126,198
COMMITMENTS
     915    6,592      720  124,528  118,886  126,163  126,198       35        0

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -6,820)
     335      220     -260   -5,860   -6,070   -5,785   -6,110   -1,035     -710

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      5.2      0.6     98.7     94.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       5        6        4       40       33       46       42                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      193,930
COMMITMENTS
   9,945   26,507   12,733  171,242  154,609  193,920  193,849       10       81

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -5,168)
    -250      916      -95   -4,058   -3,192   -4,403   -2,371     -765   -2,797

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1     13.7      6.6     88.3     79.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
       9       16       10       43       41       58       61                  
 
 
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV              Code-0643DK
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      124,901
COMMITMENTS
   2,224    9,144    2,745  119,883  112,992  124,852  124,881       49       20

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -2,701)
     -10     -322       60   -2,241     -320   -2,191     -582     -510   -2,119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      7.3      2.2     96.0     90.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       4        7        4       37       32       43       41                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       49,745
COMMITMENTS
   1,000      625        5   48,600   49,090   49,605   49,720      140       25

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:       -925)
     -35     -125        0     -475      140     -510       15     -415     -940

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      1.3      0.0     97.7     98.7     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        1        1       21       12       24       14                  
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       47,070
COMMITMENTS
     725      525        0   46,280   46,520   47,005   47,045       65       25

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:       -645)
     -30     -125        0     -220      565     -250      440     -395   -1,085

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      1.1      0.0     98.3     98.8     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        1        0       21       11       23       12                  
 
 
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV              Code-0643EA
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 mwh                                                OPEN INTEREST:       28,337
COMMITMENTS
     700        0      200   27,376   28,077   28,276   28,277       61       60

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:       -662)
     325        0      -25     -528     -510     -228     -535     -434     -127

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      0.0      0.7     96.6     99.1     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        0        1       27       26       29       27                  
 
 
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV              Code-0643F1
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 Mwh                                                OPEN INTEREST:       21,794
COMMITMENTS
   1,550        0        0   20,244   21,734   21,794   21,734        0       60

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:       -542)
    -200        0        0     -342     -542     -542     -542        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.1      0.0      0.0     92.9     99.7    100.0     99.7      0.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        0       20       16       22       16                  
 
 
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C74
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       26,299
COMMITMENTS
   1,321    1,775        0   24,112   24,454   25,433   26,229      866       70

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -1,752)
     -64     -150        0   -1,650   -1,390   -1,714   -1,540      -38     -212

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.0      6.7      0.0     91.7     93.0     96.7     99.7      3.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        0       18       18       20       20                  
 
 
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C75
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       16,448
COMMITMENTS
   1,094        0        1   14,768   16,187   15,863   16,188      585      260

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:       -966)
     -24        0       -6     -866     -780     -896     -786      -70     -180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7      0.0      0.0     89.8     98.4     96.4     98.4      3.6      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        1       16       17       18       18                  
 
 
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C76
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       35,329
COMMITMENTS
   1,515    5,411      320   33,197   29,543   35,032   35,274      297       55

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -1,060)
      25     -445      -75     -678     -182     -728     -702     -332     -358

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3     15.3      0.9     94.0     83.6     99.2     99.8      0.8      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        4        1       29       22       32       27                  
 
 
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C77
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       23,055
COMMITMENTS
       0      240       60   22,895   22,657   22,955   22,957      100       98

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:       -759)
       0       50      -50     -613     -439     -663     -439      -96     -320

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.0      0.3     99.3     98.3     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        1        1       22       21       23       22                  
 
 
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C78
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       21,187
COMMITMENTS
       0    1,500       70   20,947   19,406   21,017   20,976      170      211

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:        247)
       0      -35      -15      527      347      512      297     -265      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.1      0.3     98.9     91.6     99.2     99.0      0.8      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        3        1       22       16       23       19                  
 
 
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C79
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       14,208
COMMITMENTS
       0        0        0   13,977   14,043   13,977   14,043      231      165

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:       -354)
       0        0        0     -237     -349     -237     -349     -117       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.4     98.8     98.4     98.8      1.6      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       16       11       16       11                  
 
 
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C86
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       32,921
COMMITMENTS
     315      525        0   32,410   32,256   32,725   32,781      196      140

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:       -213)
     130        0        0      -88      132       42      132     -255     -345

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      1.6      0.0     98.4     98.0     99.4     99.6      0.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        1        0       28       24       29       25                  
 
 
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV              Code-064C87
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       18,569
COMMITMENTS
     581      300        0   17,785   18,004   18,366   18,304      203      265

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:       -382)
      -2      300        0     -364     -600     -366     -300      -16      -82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1      1.6      0.0     95.8     97.0     98.9     98.6      1.1      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        1        0       21       16       23       17                  
 
 
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C88
FUTURES ONLY POSITIONS AS OF 05/09/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       16,760
COMMITMENTS
   1,235        0        0   14,355   16,080   15,590   16,080    1,170      680

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:          5)
     260        0        0     -560      -88     -300      -88      305       93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.4      0.0      0.0     85.7     95.9     93.0     95.9      7.0      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        0        0       18       14       21       14                  



Updated May 12, 2017