CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| 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 460 125 0 7,029 7,362 7,489 7,487 4 6 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 1.7 0.0 93.8 98.3 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 6 2 0 7 9 13 11 NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639W FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 29,535 COMMITMENTS 15,360 9,914 300 13,875 19,305 29,535 29,519 0 16 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 150) 150 -10 0 0 160 150 150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.0 33.6 1.0 47.0 65.4 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 5 7 2 10 5 17 12 NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 45,086 COMMITMENTS 15,846 20,833 20 29,220 24,233 45,086 45,086 0 0 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 350) 150 50 0 200 300 350 350 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.1 46.2 0.0 64.8 53.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 6 9 2 9 6 17 15 CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 54,043 COMMITMENTS 5,606 8,591 1,140 47,292 44,237 54,038 53,968 5 75 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 5,142) 1,625 810 105 3,412 4,227 5,142 5,142 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.4 15.9 2.1 87.5 81.9 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 8 9 4 12 11 24 20 RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1 FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 39,362 COMMITMENTS 7,989 906 0 31,373 38,456 39,362 39,362 0 0 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 40) 0 0 0 40 40 40 40 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.3 2.3 0.0 79.7 97.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 4 0 9 11 12 15 NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3 FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 34,642 COMMITMENTS 6,575 15,673 387 27,680 18,582 34,642 34,642 0 0 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -200) -200 -200 0 0 0 -200 -200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.0 45.2 1.1 79.9 53.6 100.0 100.0 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 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 23,765 COMMITMENTS 3,750 5,645 0 20,015 18,120 23,765 23,765 0 0 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.8 23.8 0.0 84.2 76.2 100.0 100.0 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 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 17,867 COMMITMENTS 8,330 7,070 0 9,537 10,797 17,867 17,867 0 0 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.6 39.6 0.0 53.4 60.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 5 5 0 8 8 13 13 PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 28,956 COMMITMENTS 14,250 14,845 700 14,006 13,411 28,956 28,956 0 0 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 500) 500 0 0 0 500 500 500 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.2 51.3 2.4 48.4 46.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 6 6 3 7 7 15 14 PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AD FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 19,295 COMMITMENTS 9,495 6,607 100 9,700 12,588 19,295 19,295 0 0 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 750) 600 0 0 150 750 750 750 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.2 34.2 0.5 50.3 65.2 100.0 100.0 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 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 16,236 COMMITMENTS 760 2,410 0 15,466 13,826 16,226 16,236 10 0 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 300) 0 360 0 300 -55 300 305 0 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 14.8 0.0 95.3 85.2 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 5 0 9 9 12 14 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 5,470,034 COMMITMENTS 962,114 136,100 809,670 3661382 4514527 5433166 5460297 36,868 9,737 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 53,775) -123,009 48,763 21,748 153,996 -16,459 52,735 54,052 1,040 -277 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.6 2.5 14.8 66.9 82.5 99.3 99.8 0.7 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231) 61 23 61 138 123 215 192 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 266,536 COMMITMENTS 43,832 133,097 26,341 193,561 106,767 263,734 266,205 2,802 331 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 8,102) -3,245 -4,216 4,170 7,177 8,148 8,102 8,102 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.4 49.9 9.9 72.6 40.1 98.9 99.9 1.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 13 11 15 31 24 48 46 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 198,910 COMMITMENTS 9,168 2,563 2,617 173,152 190,639 184,937 195,819 13,973 3,091 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -12,600) 3,101 810 8 -13,471 -12,119 -10,362 -11,301 -2,238 -1,299 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 1.3 1.3 87.1 95.8 93.0 98.4 7.0 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 4 4 5 34 31 43 36 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 95,915 COMMITMENTS 0 584 31 90,918 91,025 90,949 91,640 4,966 4,275 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -9,953) -1,391 -240 -31 -8,708 -10,339 -10,130 -10,610 177 657 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.6 0.0 94.8 94.9 94.8 95.5 5.2 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 1 1 25 28 26 29 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 216,066 COMMITMENTS 1,228 0 1,886 199,292 206,182 202,406 208,068 13,660 7,998 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 14,261) -395 0 351 12,177 13,299 12,133 13,650 2,128 611 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.0 0.9 92.2 95.4 93.7 96.3 6.3 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 0 2 24 26 26 28 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 1,042,514 COMMITMENTS 1,585 16,654 9,498 1021198 1009250 1032281 1035402 10,233 7,112 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -46,000) -425 -443 1,531 -45,117 -48,845 -44,011 -47,757 -1,989 1,757 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 1.6 0.9 98.0 96.8 99.0 99.3 1.0 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 3 2 4 51 33 56 37 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 457,688 COMMITMENTS 6,338 0 0 435,349 450,150 441,687 450,150 16,001 7,538 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -11,961) -1,166 0 -330 -6,783 -11,396 -8,279 -11,726 -3,682 -235 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 0.0 0.0 95.1 98.4 96.5 98.4 3.5 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 2 0 0 37 45 39 45 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 377,569 COMMITMENTS 2,268 0 1,707 358,680 370,606 362,655 372,313 14,914 5,256 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -13,496) -6,224 0 178 -7,760 -14,363 -13,806 -14,185 310 689 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.0 0.5 95.0 98.2 96.0 98.6 4.0 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 3 0 2 36 41 39 43 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 177,218 COMMITMENTS 0 665 1,471 167,807 170,178 169,278 172,314 7,940 4,904 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -11,604) -750 -2,488 -92 -11,080 -7,890 -11,922 -10,470 318 -1,134 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.4 0.8 94.7 96.0 95.5 97.2 4.5 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 0 2 2 29 32 31 34 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 98,086 COMMITMENTS 6,763 2,649 1,622 86,868 89,942 95,253 94,213 2,833 3,873 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -9,862) -1,815 259 -174 -6,939 -9,499 -8,928 -9,414 -934 -448 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.9 2.7 1.7 88.6 91.7 97.1 96.1 2.9 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 3 2 23 25 26 29 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 26,017 COMMITMENTS 0 0 0 24,375 25,717 24,375 25,717 1,642 300 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -11,005) 0 0 0 -10,509 -11,063 -10,509 -11,063 -496 58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 93.7 98.8 93.7 98.8 6.3 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 10 11 10 11 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 97,255 COMMITMENTS 364 279 1,337 87,632 89,312 89,333 90,928 7,922 6,327 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -7,532) 364 -873 -29 -9,302 -7,376 -8,967 -8,278 1,435 746 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.3 1.4 90.1 91.8 91.9 93.5 8.1 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 1 18 18 19 20 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 160,008 COMMITMENTS 0 0 0 152,435 158,053 152,435 158,053 7,573 1,955 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -8,407) 0 0 0 -8,122 -8,058 -8,122 -8,058 -285 -349 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 95.3 98.8 95.3 98.8 4.7 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 0 0 0 26 27 26 27 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 67,384 COMMITMENTS 0 0 0 62,022 63,675 62,022 63,675 5,362 3,709 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -7,275) 0 0 0 -7,197 -7,812 -7,197 -7,812 -78 537 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 92.0 94.5 92.0 94.5 8.0 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 17 16 17 16 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2 FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 16,918 COMMITMENTS 1,410 810 0 14,428 15,406 15,838 16,216 1,080 702 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -8,370) -1,116 -992 0 -7,336 -6,665 -8,452 -7,657 82 -713 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.3 4.8 0.0 85.3 91.1 93.6 95.9 6.4 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 1 0 13 15 15 16 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 590,750 COMMITMENTS 49,003 7,206 5,067 527,897 570,279 581,967 582,552 8,783 8,198 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -28,427) -5,009 -2,891 -1,817 -21,279 -24,022 -28,105 -28,730 -322 303 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.3 1.2 0.9 89.4 96.5 98.5 98.6 1.5 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 7 2 6 54 56 63 63 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 121,032 COMMITMENTS 1,331 2,061 635 111,533 109,698 113,499 112,394 7,533 8,638 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -9,625) -27 -1,288 -31 -8,573 -6,993 -8,631 -8,312 -994 -1,313 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 1.7 0.5 92.2 90.6 93.8 92.9 6.2 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 2 2 24 20 26 23 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8 FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 75,764 COMMITMENTS 0 204 372 73,413 71,928 73,785 72,504 1,979 3,260 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -3,560) 0 -420 0 -3,364 -2,768 -3,364 -3,188 -196 -372 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.3 0.5 96.9 94.9 97.4 95.7 2.6 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 1 15 19 16 20 HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 99,374 COMMITMENTS 0 0 0 98,150 95,572 98,150 95,572 1,224 3,802 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -70,990) -38,486 -7,980 0 -32,914 -64,961 -71,400 -72,941 410 1,951 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.8 96.2 98.8 96.2 1.2 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 12 15 12 15 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 129,660 COMMITMENTS 38,606 8,310 0 90,210 120,240 128,816 128,550 844 1,110 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -72,292) -43,512 -3,808 -3,315 -25,478 -64,350 -72,305 -71,473 13 -819 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.8 6.4 0.0 69.6 92.7 99.3 99.1 0.7 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 8 10 0 19 43 27 53 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 104,576 COMMITMENTS 0 840 0 103,578 99,807 103,578 100,647 998 3,929 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 15,635) -463 248 -248 16,264 14,972 15,553 14,972 82 663 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.8 0.0 99.0 95.4 99.0 96.2 1.0 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 2 0 16 21 16 23 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 263,733 COMMITMENTS 3,799 0 627 249,807 255,499 254,233 256,126 9,500 7,607 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -14,099) 4 0 -4 -10,559 -14,043 -10,559 -14,047 -3,540 -52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 0.0 0.2 94.7 96.9 96.4 97.1 3.6 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 0 1 31 31 33 32 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 120,005 COMMITMENTS 0 431 1,194 114,328 115,681 115,522 117,306 4,483 2,699 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -9,179) 0 -904 -449 -8,705 -8,580 -9,154 -9,933 -25 754 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.4 1.0 95.3 96.4 96.3 97.8 3.7 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 1 1 20 23 21 24 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 139,026 COMMITMENTS 4,045 0 641 127,083 132,784 131,769 133,425 7,257 5,601 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -4,167) -218 0 -9 -3,509 -3,525 -3,736 -3,534 -431 -633 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 0.0 0.5 91.4 95.5 94.8 96.0 5.2 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 0 1 19 14 21 15 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 125,378 COMMITMENTS 0 0 0 113,920 122,497 113,920 122,497 11,458 2,881 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -5,494) -39 0 -240 -5,712 -4,802 -5,991 -5,042 497 -452 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 90.9 97.7 90.9 97.7 9.1 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 18 16 18 16 NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 64,236 COMMITMENTS 240 0 0 63,266 63,872 63,506 63,872 730 364 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -10,416) -155 0 0 -10,257 -10,224 -10,412 -10,224 -4 -192 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.0 0.0 98.5 99.4 98.9 99.4 1.1 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 10 13 11 13 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 110,013 COMMITMENTS 308 0 217 101,053 106,973 101,578 107,190 8,435 2,823 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -8,723) -142 -1,024 -186 -10,398 -4,600 -10,726 -5,810 2,003 -2,913 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.0 0.2 91.9 97.2 92.3 97.4 7.7 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 1 19 19 20 20 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 158,844 COMMITMENTS 0 1,561 6,848 139,240 136,071 146,088 144,480 12,756 14,364 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -6,509) 0 -4,901 -871 -6,633 -3,585 -7,504 -9,357 995 2,848 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.0 4.3 87.7 85.7 92.0 91.0 8.0 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 0 1 1 29 21 30 23 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 17,386 COMMITMENTS 0 1,140 0 15,646 15,766 15,646 16,906 1,740 480 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -4,844) 0 -708 0 -4,499 -4,313 -4,499 -5,021 -345 177 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.6 0.0 90.0 90.7 90.0 97.2 10.0 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 2 0 16 11 16 13 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 24,441 COMMITMENTS 2,550 210 0 21,129 22,981 23,679 23,191 762 1,250 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -7,037) -2,262 0 0 -4,369 -6,661 -6,631 -6,661 -406 -376 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.4 0.9 0.0 86.4 94.0 96.9 94.9 3.1 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 0 11 11 13 12 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 172,728 COMMITMENTS 14,371 5,739 600 151,930 157,596 166,901 163,935 5,827 8,793 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -22,886) -17,595 -3,705 -1,278 -3,875 -17,836 -22,748 -22,819 -138 -67 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.3 3.3 0.3 88.0 91.2 96.6 94.9 3.4 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 3 2 1 36 31 39 34 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 84,109 COMMITMENTS 525 0 0 73,699 76,242 74,224 76,242 9,885 7,867 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -3,481) 525 0 0 -1,242 -5,445 -717 -5,445 -2,764 1,964 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.0 0.0 87.6 90.6 88.2 90.6 11.8 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 0 0 22 20 23 20 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 98,571 COMMITMENTS 0 0 0 89,515 94,566 89,515 94,566 9,056 4,005 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -5,237) 0 0 0 -8,303 -5,450 -8,303 -5,450 3,066 213 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 90.8 95.9 90.8 95.9 9.2 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 0 0 22 16 22 16 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 61,868 COMMITMENTS 2,043 0 0 52,281 55,874 54,324 55,874 7,544 5,994 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -3,868) -1,224 0 0 -3,147 -1,051 -4,371 -1,051 503 -2,817 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 0.0 0.0 84.5 90.3 87.8 90.3 12.2 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 11 14 12 14 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4 FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 27,392 COMMITMENTS 2,310 210 0 24,596 26,972 26,906 27,182 486 210 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -10,261) -620 93 -93 -8,804 -10,198 -9,517 -10,198 -744 -63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.4 0.8 0.0 89.8 98.5 98.2 99.2 1.8 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 1 0 13 11 16 12 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 113,273 COMMITMENTS 2,034 0 0 102,670 104,912 104,704 104,912 8,569 8,361 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -7,064) -375 0 0 -5,844 -6,406 -6,219 -6,406 -845 -658 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 0.0 0.0 90.6 92.6 92.4 92.6 7.6 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 0 0 23 15 24 15 TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 73,257 COMMITMENTS 0 0 0 63,521 66,986 63,521 66,986 9,736 6,271 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -4,050) -5,202 0 0 1,872 -3,826 -3,330 -3,826 -720 -224 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 86.7 91.4 86.7 91.4 13.3 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 17 13 17 13 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 101,308 COMMITMENTS 19,992 9,316 3,726 77,163 87,758 100,881 100,800 427 508 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -8,003) -756 -2,112 -143 -7,060 -5,197 -7,959 -7,452 -44 -551 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.7 9.2 3.7 76.2 86.6 99.6 99.5 0.4 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 12 10 16 40 43 61 60 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 37,647 COMMITMENTS 2,725 925 850 34,072 35,872 37,647 37,647 0 0 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -6,800) -2,750 50 300 -4,350 -7,150 -6,800 -6,800 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 2.5 2.3 90.5 95.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 5 6 2 28 22 34 29 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 28,884 COMMITMENTS 2,750 400 350 25,784 28,134 28,884 28,884 0 0 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -3,340) -1,325 0 100 -2,115 -3,440 -3,340 -3,340 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.5 1.4 1.2 89.3 97.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 1 1 24 23 28 25 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 184,424 COMMITMENTS 6,944 32,662 1,605 175,721 150,027 184,270 184,294 154 130 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -8,602) 1,705 -582 -308 -10,079 -7,777 -8,682 -8,667 80 65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 17.7 0.9 95.3 81.3 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 5 7 5 38 36 45 46 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 64,405 COMMITMENTS 350 6,995 2,450 61,563 54,940 64,363 64,385 42 20 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -2,669) -498 1,596 475 -2,643 -4,760 -2,666 -2,689 -3 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 10.9 3.8 95.6 85.3 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 5 8 4 20 22 29 31 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 23,089 COMMITMENTS 200 225 450 22,433 22,414 23,083 23,089 6 0 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -535) -50 -500 75 -559 -110 -534 -535 -1 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 1.0 1.9 97.2 97.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 3 1 13 16 16 20 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 58,435 COMMITMENTS 413 3,775 632 57,351 53,968 58,396 58,375 39 60 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -2,362) 0 175 -125 -2,235 -2,412 -2,360 -2,362 -2 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 6.5 1.1 98.1 92.4 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 3 2 27 28 29 32 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 60,546 COMMITMENTS 1,618 1,900 400 58,279 58,111 60,297 60,411 249 135 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -4,537) -300 175 -50 -4,145 -4,682 -4,495 -4,557 -42 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 3.1 0.7 96.3 96.0 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 2 5 3 26 28 31 34 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 64,230 COMMITMENTS 425 17,400 0 63,406 46,710 63,831 64,110 399 120 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -2,400) -270 0 0 -2,310 -2,400 -2,580 -2,400 180 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 27.1 0.0 98.7 72.7 99.4 99.8 0.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 1 0 27 25 28 26 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 81,473 COMMITMENTS 605 17,400 0 80,561 63,818 81,166 81,218 307 255 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -3,553) -260 0 0 -3,449 -3,543 -3,709 -3,543 156 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 21.4 0.0 98.9 78.3 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 1 0 28 26 30 27 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 35,150 COMMITMENTS 700 900 50 34,119 34,060 34,869 35,010 281 140 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 1,400) 0 0 0 1,380 1,400 1,380 1,400 20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 2.6 0.1 97.1 96.9 99.2 99.6 0.8 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 1 21 19 23 20 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 38,395 COMMITMENTS 2,425 0 150 35,760 38,029 38,335 38,179 60 216 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -1,350) -225 0 0 -1,125 -1,350 -1,350 -1,350 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 0.0 0.4 93.1 99.0 99.8 99.4 0.2 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 0 1 22 25 25 26 ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 16,290 COMMITMENTS 0 800 0 16,290 15,490 16,290 16,290 0 0 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 500) -550 550 -50 1,100 0 500 500 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.9 0.0 100.0 95.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 4 0 17 14 17 18 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 20,340 COMMITMENTS 1,650 2,532 550 17,905 16,958 20,105 20,040 235 300 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 350) 150 -650 -300 500 1,300 350 350 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.1 12.4 2.7 88.0 83.4 98.8 98.5 1.2 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 4 2 22 24 26 29 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 9,107 COMMITMENTS 900 1,032 850 7,197 6,925 8,947 8,807 160 300 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 11.3 9.3 79.0 76.0 98.2 96.7 1.8 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 2 14 13 17 16 NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 12,065 COMMITMENTS 190 575 500 10,995 10,950 11,685 12,025 380 40 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -1,170) -70 -75 -25 -1,055 -1,070 -1,150 -1,170 -20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 4.8 4.1 91.1 90.8 96.9 99.7 3.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 2 2 12 13 14 16 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 44,134 COMMITMENTS 0 1,100 150 43,849 42,804 43,999 44,054 135 80 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 1,539) 0 -100 100 1,399 1,539 1,499 1,539 40 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.5 0.3 99.4 97.0 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 2 1 25 25 26 27 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 51,253 COMMITMENTS 1,900 1,300 350 49,003 49,603 51,253 51,253 0 0 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 1,300) 100 50 0 1,200 1,250 1,300 1,300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 2.5 0.7 95.6 96.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 2 3 1 30 28 33 31 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 47,789 COMMITMENTS 1,345 320 340 45,999 47,069 47,684 47,729 105 60 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -3,310) -70 -25 0 -3,235 -3,285 -3,305 -3,310 -5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 0.7 0.7 96.3 98.5 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 1 1 20 10 23 11 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 58,984 COMMITMENTS 1,660 2,320 515 56,624 56,149 58,799 58,984 185 0 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -2,250) -55 -25 0 -2,185 -2,225 -2,240 -2,250 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 3.9 0.9 96.0 95.2 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 2 1 26 13 29 15 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 70,003 COMMITMENTS 240 138 717 68,945 68,729 69,902 69,584 101 419 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -4,135) -20 -969 169 -4,253 -3,312 -4,104 -4,112 -31 -23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.2 1.0 98.5 98.2 99.9 99.4 0.1 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 1 1 31 28 33 29 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 98,808 COMMITMENTS 4,926 3,842 1,207 92,596 93,305 98,729 98,354 79 454 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -3,692) 80 724 -1,145 -2,611 -3,239 -3,676 -3,660 -16 -32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 3.9 1.2 93.7 94.4 99.9 99.5 0.1 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 7 7 3 30 32 39 40 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 31,569 COMMITMENTS 900 75 0 30,634 31,494 31,534 31,569 35 0 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -3,613) -350 0 0 -3,258 -3,613 -3,608 -3,613 -5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 0.2 0.0 97.0 99.8 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 1 0 15 16 18 17 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 44,626 COMMITMENTS 1,604 4,550 75 42,940 40,001 44,619 44,626 7 0 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -2,373) 98 -150 0 -2,350 -2,223 -2,252 -2,373 -121 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 10.2 0.2 96.2 89.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 4 1 1 28 19 32 21 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 45,440 COMMITMENTS 4,015 1,600 1,910 39,245 41,620 45,170 45,130 270 310 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -3,380) -265 50 -55 -3,160 -3,195 -3,480 -3,200 100 -180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.8 3.5 4.2 86.4 91.6 99.4 99.3 0.6 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 5 3 3 23 21 29 26 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 33,189 COMMITMENTS 0 2,672 40 33,054 30,357 33,094 33,069 95 120 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -1,815) -50 55 -205 -1,540 -1,644 -1,795 -1,794 -20 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 8.1 0.1 99.6 91.5 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 4 1 20 17 21 21 NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 29,361 COMMITMENTS 0 1,650 0 29,197 27,676 29,197 29,326 164 35 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -975) -50 -150 0 -893 -820 -943 -970 -32 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.6 0.0 99.4 94.3 99.4 99.9 0.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 0 17 14 17 15 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 30,251 COMMITMENTS 1,147 115 632 28,031 29,439 29,810 30,186 441 65 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -4,357) -84 30 -46 -4,227 -4,311 -4,357 -4,327 0 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 0.4 2.1 92.7 97.3 98.5 99.8 1.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 5 1 2 21 21 27 23 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 22,479 COMMITMENTS 1,060 0 1 21,268 22,288 22,329 22,289 150 190 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -1,722) -34 0 0 -1,673 -1,712 -1,707 -1,712 -15 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 0.0 0.0 94.6 99.2 99.3 99.2 0.7 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 0 1 20 17 22 18 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 48,827 COMMITMENTS 2,210 7,816 25 46,211 40,971 48,446 48,812 381 15 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -2,393) -115 -116 -35 -2,199 -2,236 -2,349 -2,387 -44 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 16.0 0.1 94.6 83.9 99.2 100.0 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 3 1 30 26 33 30 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 34,388 COMMITMENTS 1,650 2,350 0 32,668 32,031 34,318 34,381 70 7 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -2,200) -150 860 -10 -2,030 -3,049 -2,190 -2,199 -10 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 6.8 0.0 95.0 93.1 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 1 0 26 21 27 22 NYISO ZONE C DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C7 FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- MW OPEN INTEREST: 6,220 COMMITMENTS 0 195 105 5,770 5,885 5,875 6,185 345 35 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -850) 0 15 -15 -820 -845 -835 -845 -15 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.1 1.7 92.8 94.6 94.5 99.4 5.5 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 1 11 13 12 14 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 18,468 COMMITMENTS 0 1,375 1,075 17,393 16,018 18,468 18,468 0 0 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -720) 0 275 -150 -570 -845 -720 -720 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.4 5.8 94.2 86.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 4 1 19 15 20 19 PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 25 MWh OPEN INTEREST: 13,100 COMMITMENTS 0 175 0 13,100 12,925 13,100 13,100 0 0 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -504) 0 -25 0 -504 -479 -504 -504 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.3 0.0 100.0 98.7 100.0 100.0 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 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,515 COMMITMENTS 815 0 0 17,665 19,495 18,480 19,495 1,035 20 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 1,900) 100 0 -100 1,805 2,000 1,805 1,900 95 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 0.0 0.0 90.5 99.9 94.7 99.9 5.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 0 0 15 11 17 11 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 21,025 COMMITMENTS 380 385 440 19,940 20,180 20,760 21,005 265 20 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 1,695) 35 50 -85 1,765 1,730 1,715 1,695 -20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 1.8 2.1 94.8 96.0 98.7 99.9 1.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 1 2 20 13 23 15 PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 9,520 COMMITMENTS 80 0 0 9,100 9,520 9,180 9,520 340 0 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -985) -50 0 0 -915 -985 -965 -985 -20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 0.0 0.0 95.6 100.0 96.4 100.0 3.6 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 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 28,885 COMMITMENTS 1,100 0 0 27,174 28,880 28,274 28,880 611 5 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -2,029) -100 0 0 -1,919 -2,025 -2,019 -2,025 -10 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 0.0 0.0 94.1 100.0 97.9 100.0 2.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 0 0 15 12 17 12 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 26,936 COMMITMENTS 1,000 0 0 25,564 26,935 26,564 26,935 372 1 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -1,275) -150 0 0 -1,120 -1,270 -1,270 -1,270 -5 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 0.0 0.0 94.9 100.0 98.6 100.0 1.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 0 0 15 9 17 9 PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4 FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 13,845 COMMITMENTS 50 475 0 13,655 13,090 13,705 13,565 140 280 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -1,205) 50 -75 0 -1,235 -1,130 -1,185 -1,205 -20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 3.4 0.0 98.6 94.5 99.0 98.0 1.0 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 2 0 12 13 13 15 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 24,134 COMMITMENTS 176 25 87 23,841 24,022 24,104 24,134 30 0 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -3,007) 2 -6,275 -2 -2,982 3,270 -2,982 -3,007 -25 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.1 0.4 98.8 99.5 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 2 16 16 18 18 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 26,053 COMMITMENTS 273 0 37 25,713 25,946 26,023 25,983 30 70 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -3,150) 2 -6,200 -2 -3,120 3,052 -3,120 -3,150 -30 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.0 0.1 98.7 99.6 99.9 99.7 0.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 0 2 16 14 18 16 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 117,400 COMMITMENTS 140 5,597 155 117,060 111,648 117,355 117,400 45 0 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -1,676) -170 1,190 -215 -1,301 -2,631 -1,686 -1,656 10 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 4.8 0.1 99.7 95.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 2 6 2 36 32 39 39 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 134,333 COMMITMENTS 700 12,482 595 132,993 121,251 134,288 134,328 45 5 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -4,095) -195 1,515 -285 -3,625 -5,330 -4,105 -4,100 10 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 9.3 0.4 99.0 90.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 3 6 3 38 33 42 41 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 211,465 COMMITMENTS 17,580 29,502 15,143 178,687 166,711 211,410 211,356 55 109 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -4,347) 1,094 -3,445 883 -6,279 -1,587 -4,302 -4,149 -45 -198 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.3 14.0 7.2 84.5 78.8 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 13 14 16 46 46 65 70 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 49,885 COMMITMENTS 1,440 575 5 48,115 49,280 49,560 49,860 325 25 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -245) -35 -150 0 -325 -95 -360 -245 115 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 1.2 0.0 96.5 98.8 99.3 99.9 0.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 2 1 21 14 24 17 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 46,760 COMMITMENTS 1,070 475 0 45,450 46,260 46,520 46,735 240 25 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -570) -80 -150 0 -605 -420 -685 -570 115 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 1.0 0.0 97.2 98.9 99.5 99.9 0.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 2 0 21 12 23 14
Updated June 9, 2017