CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 6,804 COMMITMENTS 325 125 0 6,454 6,673 6,779 6,798 25 6 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 1.8 0.0 94.9 98.1 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 2 0 7 8 11 10 NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639W FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 25,247 COMMITMENTS 14,510 9,073 251 10,486 15,923 25,247 25,247 0 0 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 101) -50 99 1 150 1 101 101 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 57.5 35.9 1.0 41.5 63.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 8 3 6 6 12 14 NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 46,196 COMMITMENTS 16,406 21,733 20 29,770 24,443 46,196 46,196 0 0 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 160) 160 0 0 0 160 160 160 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.5 47.0 0.0 64.4 52.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 6 9 2 9 8 17 17 CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 45,292 COMMITMENTS 2,430 7,728 970 41,887 36,539 45,287 45,237 5 55 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 602) -350 -80 130 822 552 602 602 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 17.1 2.1 92.5 80.7 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 8 9 5 13 14 26 23 RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1 FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 38,943 COMMITMENTS 7,739 896 0 31,204 38,047 38,943 38,943 0 0 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: -149) 0 0 0 -149 -149 -149 -149 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.9 2.3 0.0 80.1 97.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 4 0 9 10 12 14 NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3 FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 33,742 COMMITMENTS 6,625 14,223 637 26,480 18,882 33,742 33,742 0 0 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.6 42.2 1.9 78.5 56.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 5 7 2 8 6 14 14 NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063A4 FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 23,522 COMMITMENTS 4,307 5,685 0 19,215 17,837 23,522 23,522 0 0 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.3 24.2 0.0 81.7 75.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 5 6 0 7 4 12 10 PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV Code-0063AA FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 16,217 COMMITMENTS 7,375 5,370 0 8,842 10,847 16,217 16,217 0 0 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 610) -25 0 0 635 610 610 610 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.5 33.1 0.0 54.5 66.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 5 4 0 9 8 14 12 PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 29,006 COMMITMENTS 14,200 14,145 700 14,106 14,161 29,006 29,006 0 0 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.0 48.8 2.4 48.6 48.8 100.0 100.0 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 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 18,945 COMMITMENTS 9,495 6,407 100 9,350 12,438 18,945 18,945 0 0 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.1 33.8 0.5 49.4 65.7 100.0 100.0 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 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 19,623 COMMITMENTS 1,375 2,445 125 18,103 17,053 19,603 19,623 20 0 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: -149) 0 0 0 -149 -149 -149 -149 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 12.5 0.6 92.3 86.9 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 6 2 12 10 17 17 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 5,572,009 COMMITMENTS 974,420 75,712 817,153 3741703 4666823 5533276 5559688 38,733 12,321 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 99,170) -43,749 -7,141 56,720 87,506 50,158 100,477 99,737 -1,307 -567 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.5 1.4 14.7 67.2 83.8 99.3 99.8 0.7 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230) 61 22 59 136 123 214 187 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 325,593 COMMITMENTS 69,835 117,028 73,451 179,603 134,862 322,889 325,341 2,704 252 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 30,968) 16,722 10,595 11,156 3,090 9,217 30,968 30,968 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.4 35.9 22.6 55.2 41.4 99.2 99.9 0.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 13 14 19 32 24 55 47 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 198,775 COMMITMENTS 7,352 1,390 3,611 170,848 191,545 181,811 196,546 16,964 2,229 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 3,905) -420 -1,287 374 3,509 4,910 3,463 3,997 442 -92 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 0.7 1.8 86.0 96.4 91.5 98.9 8.5 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 4 2 4 34 33 40 37 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 96,162 COMMITMENTS 3,387 0 0 88,776 91,964 92,163 91,964 3,999 4,198 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: -1,769) 1,780 0 -60 -3,582 -1,710 -1,862 -1,770 93 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 0.0 0.0 92.3 95.6 95.8 95.6 4.2 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 0 0 28 31 30 31 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 240,550 COMMITMENTS 2,356 1,286 1,429 224,939 230,054 228,724 232,769 11,826 7,781 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 8,115) 1,012 919 -397 8,916 7,751 9,531 8,273 -1,416 -158 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.5 0.6 93.5 95.6 95.1 96.8 4.9 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 1 2 2 30 28 32 31 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 981,672 COMMITMENTS 784 18,668 9,800 959,648 947,515 970,232 975,983 11,440 5,689 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 3,121) 200 74 -4 3,474 3,081 3,670 3,151 -549 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 1.9 1.0 97.8 96.5 98.8 99.4 1.2 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 2 2 3 52 33 56 36 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 435,184 COMMITMENTS 7,049 0 0 407,922 428,117 414,971 428,117 20,213 7,067 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: -1,487) 897 -1,075 -1,027 -3,314 -383 -3,444 -2,485 1,957 998 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 0.0 0.0 93.7 98.4 95.4 98.4 4.6 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 2 0 0 36 47 38 47 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 427,687 COMMITMENTS 1,942 0 546 409,381 420,645 411,869 421,191 15,818 6,496 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: -348) -81 0 -898 -211 -413 -1,190 -1,311 842 963 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.0 0.1 95.7 98.4 96.3 98.5 3.7 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 3 0 2 42 42 45 44 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 201,496 COMMITMENTS 505 2,139 1,722 192,435 189,470 194,662 193,331 6,834 8,165 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 9,540) -2,191 2,139 1,090 12,579 4,761 11,478 7,990 -1,938 1,550 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 1.1 0.9 95.5 94.0 96.6 95.9 3.4 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 1 2 2 35 32 37 35 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 89,268 COMMITMENTS 5,452 3,407 1,501 77,640 76,347 84,593 81,255 4,675 8,013 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: -1,924) 69 -386 559 -4,689 -3,227 -4,061 -3,054 2,137 1,130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 3.8 1.7 87.0 85.5 94.8 91.0 5.2 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 4 2 3 23 23 28 27 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 28,833 COMMITMENTS 1,416 0 0 26,828 28,151 28,244 28,151 589 682 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 1,488) 403 0 0 899 1,240 1,302 1,240 186 248 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 0.0 0.0 93.0 97.6 98.0 97.6 2.0 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 0 14 13 15 13 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 99,998 COMMITMENTS 0 29 1,627 90,726 93,272 92,353 94,928 7,645 5,070 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 2,142) -92 29 124 2,202 2,222 2,234 2,375 -92 -233 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 1.6 90.7 93.3 92.4 94.9 7.6 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 1 1 20 19 21 20 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 163,289 COMMITMENTS 837 0 0 155,477 159,678 156,314 159,678 6,975 3,611 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 1,352) 248 0 0 1,049 58 1,297 58 55 1,294 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.0 0.0 95.2 97.8 95.7 97.8 4.3 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 1 0 0 28 28 29 28 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 69,429 COMMITMENTS 0 0 0 64,198 66,978 64,198 66,978 5,231 2,451 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 496) 0 0 0 678 620 678 620 -182 -124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 92.5 96.5 92.5 96.5 7.5 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 18 19 18 19 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2 FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 21,511 COMMITMENTS 2,077 0 62 17,766 20,798 19,905 20,860 1,606 651 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 4,076) 2,077 0 62 1,627 4,382 3,766 4,444 310 -368 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.7 0.0 0.3 82.6 96.7 92.5 97.0 7.5 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 0 1 19 16 21 17 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 561,661 COMMITMENTS 47,441 5,515 1,793 503,747 546,453 552,981 553,761 8,680 7,900 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: -4,280) -634 659 694 -5,661 -5,697 -5,601 -4,344 1,321 64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.4 1.0 0.3 89.7 97.3 98.5 98.6 1.5 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 7 4 6 54 55 64 62 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 109,385 COMMITMENTS 4,285 1,113 744 100,511 99,677 105,540 101,534 3,845 7,851 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: -625) 479 -4,266 112 -1,431 2,199 -840 -1,955 215 1,330 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 1.0 0.7 91.9 91.1 96.5 92.8 3.5 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 2 1 27 22 29 25 EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6 FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 16,782 COMMITMENTS 496 0 0 14,803 15,256 15,299 15,256 1,483 1,526 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 1,612) 0 0 0 1,364 1,209 1,364 1,209 248 403 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 0.0 0.0 88.2 90.9 91.2 90.9 8.8 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 0 16 14 17 14 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8 FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 73,040 COMMITMENTS 0 1,057 90 71,105 67,838 71,195 68,985 1,845 4,055 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 1,939) 0 667 -65 1,758 999 1,693 1,601 246 338 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.4 0.1 97.4 92.9 97.5 94.4 2.5 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 1 14 18 15 19 HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 104,770 COMMITMENTS 3,309 4,092 0 99,795 97,964 103,104 102,056 1,666 2,714 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 13,216) 3,309 1,612 0 9,310 12,401 12,619 14,013 597 -797 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 3.9 0.0 95.3 93.5 98.4 97.4 1.6 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 2 3 0 18 27 20 30 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 129,672 COMMITMENTS 31,310 9,517 0 95,865 119,256 127,175 128,773 2,497 899 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 13,347) 3,565 1,736 0 9,286 12,045 12,851 13,781 496 -434 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.1 7.3 0.0 73.9 92.0 98.1 99.3 1.9 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 11 9 0 23 43 34 52 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 147,404 COMMITMENTS 0 1,259 0 146,509 142,259 146,509 143,518 895 3,886 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 4,491) 0 -496 0 4,739 5,848 4,739 5,352 -248 -861 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.9 0.0 99.4 96.5 99.4 97.4 0.6 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 0 2 0 20 25 20 27 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 259,755 COMMITMENTS 1,111 0 1,132 250,470 249,496 252,713 250,628 7,042 9,127 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: -2,409) 856 0 -215 -1,224 -1,404 -583 -1,619 -1,826 -790 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.0 0.4 96.4 96.1 97.3 96.5 2.7 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 1 0 1 36 35 37 36 NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 20,089 COMMITMENTS 620 2,108 0 16,401 15,583 17,021 17,691 3,068 2,398 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 2,201) 217 465 0 2,170 1,765 2,387 2,230 -186 -29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 10.5 0.0 81.6 77.6 84.7 88.1 15.3 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 3 0 10 12 11 15 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 121,981 COMMITMENTS 0 1,979 2,239 116,759 116,337 118,998 120,555 2,983 1,426 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 583) 0 1,143 -56 2,043 -598 1,987 489 -1,404 94 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.6 1.8 95.7 95.4 97.6 98.8 2.4 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 0 3 2 22 29 24 32 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 139,033 COMMITMENTS 5,149 0 690 124,934 130,643 130,773 131,333 8,260 7,700 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 2,435) 151 0 -59 2,309 2,491 2,401 2,432 34 3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 0.0 0.5 89.9 94.0 94.1 94.5 5.9 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 0 1 21 15 23 16 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 124,662 COMMITMENTS 403 0 0 114,750 121,443 115,153 121,443 9,509 3,219 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 1,931) 403 0 0 3,667 467 4,070 467 -2,139 1,464 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.0 0.0 92.0 97.4 92.4 97.4 7.6 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 0 19 18 20 18 NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 76,766 COMMITMENTS 0 0 0 75,812 76,179 75,812 76,179 954 587 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 10,106) 0 0 0 9,920 10,044 9,920 10,044 186 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.8 99.2 98.8 99.2 1.2 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 12 14 12 14 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 116,926 COMMITMENTS 403 836 216 108,767 112,868 109,386 113,920 7,540 3,006 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: -497) -214 836 -280 -666 -832 -1,160 -276 663 -221 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.7 0.2 93.0 96.5 93.6 97.4 6.4 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 2 1 21 20 23 22 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 159,834 COMMITMENTS 717 4,396 8,443 140,468 139,144 149,628 151,983 10,206 7,851 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: -222) 527 1,534 0 234 -790 761 744 -983 -966 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 2.8 5.3 87.9 87.1 93.6 95.1 6.4 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 2 2 3 33 26 36 31 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 28,855 COMMITMENTS 3,937 899 62 23,103 27,274 27,102 28,235 1,753 620 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 2,883) -744 -62 62 3,751 2,883 3,069 2,883 -186 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.6 3.1 0.2 80.1 94.5 93.9 97.9 6.1 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 2 1 15 15 20 17 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 35,097 COMMITMENTS 930 279 0 33,241 33,520 34,171 33,799 926 1,298 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 11,110) 62 0 0 11,602 11,048 11,664 11,048 -554 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 0.8 0.0 94.7 95.5 97.4 96.3 2.6 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 1 0 13 15 15 16 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 192,735 COMMITMENTS 11,497 3,890 300 174,193 178,252 185,990 182,442 6,745 10,293 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 5,469) -455 578 0 6,416 5,714 5,961 6,292 -492 -823 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.0 2.0 0.2 90.4 92.5 96.5 94.7 3.5 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 2 2 1 36 32 38 35 TRANSCO STN 85 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CS FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 17,675 COMMITMENTS 0 0 0 17,274 17,489 17,274 17,489 401 186 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.7 98.9 97.7 98.9 2.3 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 13 10 13 10 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 95,002 COMMITMENTS 2,697 0 93 83,785 86,497 86,575 86,590 8,427 8,412 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: -1,290) 243 0 0 -1,647 -1,923 -1,404 -1,923 114 633 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 0.0 0.1 88.2 91.0 91.1 91.1 8.9 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 0 1 22 22 25 23 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 92,492 COMMITMENTS 0 0 0 85,031 88,310 85,031 88,310 7,461 4,182 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: -454) 0 0 0 244 -268 244 -268 -698 -186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 91.9 95.5 91.9 95.5 8.1 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 0 0 27 19 27 19 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 79,931 COMMITMENTS 5,809 445 496 67,589 75,417 73,894 76,358 6,037 3,573 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 1,228) 428 367 -124 312 770 616 1,013 612 215 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 0.6 0.6 84.6 94.4 92.4 95.5 7.6 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 1 1 16 21 19 22 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4 FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 35,339 COMMITMENTS 3,906 0 0 29,984 34,688 33,890 34,688 1,449 651 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 4,247) 1,302 0 0 3,224 4,061 4,526 4,061 -279 186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.1 0.0 0.0 84.8 98.2 95.9 98.2 4.1 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 0 0 13 16 15 16 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 117,594 COMMITMENTS 2,623 0 0 105,938 109,581 108,561 109,581 9,033 8,013 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 1,131) 0 0 0 1,260 97 1,260 97 -129 1,034 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 0.0 0.0 90.1 93.2 92.3 93.2 7.7 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 0 0 26 17 28 17 TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 75,138 COMMITMENTS 0 0 0 65,261 70,596 65,261 70,596 9,877 4,542 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: -854) 0 0 0 -978 -823 -978 -823 124 -31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 86.9 94.0 86.9 94.0 13.1 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 17 15 17 15 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 94,389 COMMITMENTS 18,885 7,836 3,133 71,923 82,979 93,941 93,948 448 441 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.0 8.3 3.3 76.2 87.9 99.5 99.5 0.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 11 9 13 39 41 56 57 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 34,870 COMMITMENTS 2,150 450 300 32,420 34,120 34,870 34,870 0 0 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: -572) 1,125 -25 -2,100 403 1,553 -572 -572 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 1.3 0.9 93.0 97.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 7 3 4 27 22 35 28 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 25,479 COMMITMENTS 1,225 475 125 24,105 24,639 25,455 25,239 24 240 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: -735) -25 -100 -75 -635 -560 -735 -735 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 1.9 0.5 94.6 96.7 99.9 99.1 0.1 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 1 1 24 20 28 22 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 186,025 COMMITMENTS 8,379 34,220 3,971 173,639 147,829 185,989 186,020 36 5 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 1,407) 645 210 5 767 1,192 1,417 1,407 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 18.4 2.1 93.3 79.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 7 7 4 39 40 48 49 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 61,834 COMMITMENTS 1,941 6,929 2,309 57,547 52,496 61,797 61,734 37 100 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: -1,797) 178 600 -1,978 3 -519 -1,797 -1,897 0 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 11.2 3.7 93.1 84.9 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 4 6 6 21 21 29 29 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 26,650 COMMITMENTS 0 75 450 26,195 26,125 26,645 26,650 5 0 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 2,249) 0 0 0 2,249 2,249 2,249 2,249 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.3 1.7 98.3 98.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 1 13 16 14 18 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 56,663 COMMITMENTS 540 4,150 450 55,636 52,003 56,626 56,603 37 60 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 170) 0 0 0 170 170 170 170 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 7.3 0.8 98.2 91.8 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 1 4 1 28 31 30 35 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 56,671 COMMITMENTS 1,730 2,400 255 54,509 53,641 56,494 56,296 177 375 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 175) 0 0 0 135 160 135 160 40 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 4.2 0.4 96.2 94.7 99.7 99.3 0.3 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 2 6 3 26 27 30 34 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 64,132 COMMITMENTS 410 17,400 0 63,360 46,560 63,770 63,960 362 172 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 570) 25 0 0 545 570 570 570 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 27.1 0.0 98.8 72.6 99.4 99.7 0.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 1 0 29 26 30 27 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 81,923 COMMITMENTS 735 18,824 0 80,882 62,854 81,617 81,678 306 245 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 1,325) 100 650 0 1,225 735 1,325 1,385 0 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 23.0 0.0 98.7 76.7 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 1 3 0 30 26 31 29 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 34,384 COMMITMENTS 450 900 0 33,802 33,364 34,252 34,264 132 120 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 2.6 0.0 98.3 97.0 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 0 22 18 23 19 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 36,322 COMMITMENTS 1,975 0 100 34,187 35,910 36,262 36,010 60 312 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 20) 0 0 0 20 20 20 20 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 0.0 0.3 94.1 98.9 99.8 99.1 0.2 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 0 1 23 25 26 26 ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 13,840 COMMITMENTS 0 750 0 13,840 13,090 13,840 13,840 0 0 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.4 0.0 100.0 94.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 3 0 16 12 16 15 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 19,187 COMMITMENTS 1,000 3,085 800 17,157 15,001 18,957 18,886 230 301 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 71) 100 -310 100 -134 281 66 71 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 16.1 4.2 89.4 78.2 98.8 98.4 1.2 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 5 3 26 25 30 32 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 8,352 COMMITMENTS 600 1,032 900 6,702 6,120 8,202 8,052 150 300 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 12.4 10.8 80.2 73.3 98.2 96.4 1.8 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 2 11 12 14 15 NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 10,875 COMMITMENTS 120 600 575 9,820 9,670 10,515 10,845 360 30 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 30) 0 0 0 30 30 30 30 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 5.5 5.3 90.3 88.9 96.7 99.7 3.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 2 2 14 14 16 17 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 43,474 COMMITMENTS 800 325 600 42,074 42,459 43,474 43,384 0 90 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: -50) 0 25 0 -50 -75 -50 -50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 0.7 1.4 96.8 97.7 100.0 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 2 1 24 24 25 27 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 49,591 COMMITMENTS 1,650 1,600 150 47,471 47,731 49,271 49,481 320 110 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 705) -50 50 -50 805 705 705 705 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 3.2 0.3 95.7 96.2 99.4 99.8 0.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 2 4 2 28 25 32 30 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 51,494 COMMITMENTS 1,310 35 360 49,734 51,099 51,404 51,494 90 0 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 720) 0 -300 60 660 960 720 720 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 0.1 0.7 96.6 99.2 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 1 1 21 13 24 14 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 61,479 COMMITMENTS 2,145 2,400 175 58,984 58,904 61,304 61,479 175 0 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 445) 300 200 -240 385 485 445 445 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 3.9 0.3 95.9 95.8 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 1 1 26 14 29 16 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 73,194 COMMITMENTS 215 1,976 139 72,821 70,728 73,175 72,843 19 351 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 633) 0 295 -41 674 379 633 633 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 2.7 0.2 99.5 96.6 100.0 99.5 0.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 1 2 1 29 30 31 32 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 104,057 COMMITMENTS 5,889 4,796 1,444 96,508 97,763 103,841 104,003 216 54 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 1,203) -347 125 135 1,305 1,318 1,093 1,578 110 -375 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 4.6 1.4 92.7 94.0 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 10 5 4 32 33 43 41 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 30,403 COMMITMENTS 250 0 50 30,103 30,353 30,403 30,403 0 0 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 280) 150 -25 0 130 305 280 280 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 0.0 0.2 99.0 99.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 0 1 16 12 20 13 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 44,393 COMMITMENTS 1,742 4,550 0 42,270 39,598 44,012 44,148 381 245 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 670) 0 0 0 670 670 670 670 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 10.2 0.0 95.2 89.2 99.1 99.4 0.9 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 1 0 26 18 30 19 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 49,332 COMMITMENTS 4,525 1,550 1,920 42,707 45,562 49,152 49,032 180 300 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 381) 150 -200 0 251 591 401 391 -20 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 3.1 3.9 86.6 92.4 99.6 99.4 0.4 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 6 2 3 24 19 31 23 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 36,965 COMMITMENTS 0 2,230 145 36,740 34,350 36,885 36,725 80 240 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 28) 0 -15 0 28 43 28 28 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.0 0.4 99.4 92.9 99.8 99.4 0.2 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 3 2 20 17 22 20 NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 32,983 COMMITMENTS 0 1,590 150 32,641 31,213 32,791 32,953 192 30 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 37) 0 0 0 37 37 37 37 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.8 0.5 99.0 94.6 99.4 99.9 0.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 2 1 17 14 18 16 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 31,340 COMMITMENTS 1,220 70 592 29,102 30,618 30,914 31,280 426 60 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 945) 0 0 0 945 1,005 945 1,005 0 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 0.2 1.9 92.9 97.7 98.6 99.8 1.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 5 1 2 22 22 27 25 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 22,647 COMMITMENTS 1,277 0 1 21,234 22,381 22,512 22,382 135 265 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 275) -25 0 0 300 275 275 275 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 0.0 0.0 93.8 98.8 99.4 98.8 0.6 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 0 1 19 18 21 19 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 47,319 COMMITMENTS 2,310 9,433 0 44,866 37,861 47,176 47,294 143 25 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 94) -15 665 0 119 -581 104 84 -10 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 19.9 0.0 94.8 80.0 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 3 0 31 26 34 29 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 34,468 COMMITMENTS 1,500 4,370 0 32,938 30,092 34,438 34,462 30 6 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 570) 0 600 0 600 -30 600 570 -30 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 12.7 0.0 95.6 87.3 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 2 0 28 24 29 26 NYISO ZONE C DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C7 FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- MW OPEN INTEREST: 6,750 COMMITMENTS 0 210 90 6,330 6,420 6,420 6,720 330 30 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.1 1.3 93.8 95.1 95.1 99.6 4.9 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 1 12 14 13 15 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 21,154 COMMITMENTS 0 4,000 950 20,204 16,204 21,154 21,154 0 0 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 215) 0 50 0 215 165 215 215 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 18.9 4.5 95.5 76.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 6 2 20 15 22 21 PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 25 MWh OPEN INTEREST: 13,275 COMMITMENTS 0 150 0 13,268 13,125 13,268 13,275 7 0 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.1 0.0 99.9 98.9 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 14 14 14 15 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,485 COMMITMENTS 570 0 60 16,870 18,405 17,500 18,465 985 20 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: -240) 0 0 0 -240 -240 -240 -240 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 0.0 0.3 91.3 99.6 94.7 99.9 5.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 0 2 17 11 19 13 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,930 COMMITMENTS 740 505 360 18,590 19,045 19,690 19,910 240 20 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: -160) -25 100 -45 -90 -215 -160 -160 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 2.5 1.8 93.3 95.6 98.8 99.9 1.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 1 1 20 12 24 13 PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 9,480 COMMITMENTS 5 0 20 9,360 9,390 9,385 9,410 95 70 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 125) 0 0 0 125 125 125 125 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.0 0.2 98.7 99.1 99.0 99.3 1.0 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 1 15 12 16 13 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 28,511 COMMITMENTS 1,150 150 0 26,773 28,325 27,923 28,475 588 36 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: -92) 50 50 0 -144 -175 -94 -125 2 33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 0.5 0.0 93.9 99.3 97.9 99.9 2.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 2 0 20 13 24 15 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 26,085 COMMITMENTS 1,200 150 0 24,520 25,910 25,720 26,060 365 25 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: -50) 50 50 0 -118 -125 -68 -75 18 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 0.6 0.0 94.0 99.3 98.6 99.9 1.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 2 0 17 9 21 11 PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4 FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 13,335 COMMITMENTS 50 525 0 13,255 12,750 13,305 13,275 30 60 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 3.9 0.0 99.4 95.6 99.8 99.6 0.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 3 0 15 15 16 18 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 25,012 COMMITMENTS 829 100 87 24,010 24,825 24,926 25,012 86 0 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 100) 0 0 0 100 100 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 0.4 0.3 96.0 99.3 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 1 2 16 16 20 19 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 27,389 COMMITMENTS 951 100 12 26,316 27,277 27,279 27,389 110 0 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 50) 0 0 0 50 50 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 0.4 0.0 96.1 99.6 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 1 1 16 17 20 19 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 122,804 COMMITMENTS 150 8,202 285 122,324 114,317 122,759 122,804 45 0 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 442) -30 320 80 392 42 442 442 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 6.7 0.2 99.6 93.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 1 10 2 36 31 39 42 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 139,013 COMMITMENTS 0 13,832 1,035 137,948 124,146 138,983 139,013 30 0 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: -37) -145 -1,025 195 -87 793 -37 -37 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 10.0 0.7 99.2 89.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 0 14 6 38 35 44 50 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 215,497 COMMITMENTS 25,863 34,074 15,563 174,030 165,708 215,456 215,345 41 152 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 1,097) 1,114 -1,498 1,122 -1,079 1,468 1,157 1,092 -60 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.0 15.8 7.2 80.8 76.9 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 14 16 18 48 47 69 74 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 50,230 COMMITMENTS 1,720 275 75 48,130 49,855 49,925 50,205 305 25 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 250) 35 0 0 210 250 245 250 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 0.5 0.1 95.8 99.3 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 2 1 23 15 27 17 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM FUTURES ONLY POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 46,010 COMMITMENTS 1,235 275 75 44,460 45,635 45,770 45,985 240 25 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 5) 0 0 0 0 5 0 5 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 0.6 0.2 96.6 99.2 99.5 99.9 0.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 2 1 21 14 25 16
Updated July 28, 2017