CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H FUTURES ONLY POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| 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 07/25/17 (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 2018 - ICE FUTURES ENERGY DIV Code-00639X FUTURES ONLY POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 46,296 COMMITMENTS 16,306 21,823 20 29,970 24,453 46,296 46,296 0 0 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 100) -100 90 0 200 10 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.2 47.1 0.0 64.7 52.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 6 8 2 9 8 17 16 CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y FUTURES ONLY POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 45,573 COMMITMENTS 1,800 7,852 845 42,923 36,821 45,568 45,518 5 55 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 281) -630 124 -125 1,036 282 281 281 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 17.2 1.9 94.2 80.8 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 6 10 5 12 14 23 24 RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1 FUTURES ONLY POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| 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 07/25/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.9 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 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 33,842 COMMITMENTS 6,625 14,283 637 26,580 18,922 33,842 33,842 0 0 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 100) 0 60 0 100 40 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.6 42.2 1.9 78.5 55.9 100.0 100.0 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 08/01/17 | --------------------------------------------------------------| 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 07/25/17 (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 2018 - ICE FUTURES ENERGY DIV Code-0063AB FUTURES ONLY POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| 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 13,695 700 14,106 14,611 29,006 29,006 0 0 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 0) 0 -450 0 0 450 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.0 47.2 2.4 48.6 50.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 6 5 3 7 7 15 13 PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AD FUTURES ONLY POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| 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 07/25/17 (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 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 19,772 COMMITMENTS 1,375 2,460 100 18,277 17,212 19,752 19,772 20 0 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 149) 0 15 -25 174 159 149 149 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 12.4 0.5 92.4 87.1 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 6 1 10 11 14 18 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 FUTURES ONLY POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 5,360,641 COMMITMENTS 904,130 40,503 836,505 3582631 4470717 5323266 5347725 37,375 12,916 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: -211,368) -70,290 -35,209 19,352 -159,072 -196,106 -210,010 -211,963 -1,358 595 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.9 0.8 15.6 66.8 83.4 99.3 99.8 0.7 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223) 63 18 58 131 121 207 184 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 FUTURES ONLY POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 293,337 COMMITMENTS 51,249 92,500 77,362 162,022 123,302 290,633 293,164 2,704 173 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: -32,256) -18,586 -24,528 3,911 -17,581 -11,560 -32,256 -32,177 0 -79 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.5 31.5 26.4 55.2 42.0 99.1 99.9 0.9 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 16 9 17 28 23 51 42 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 FUTURES ONLY POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 200,931 COMMITMENTS 8,128 1,707 3,193 173,132 193,702 184,453 198,602 16,478 2,329 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 2,156) 776 317 -418 2,284 2,157 2,642 2,056 -486 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 0.8 1.6 86.2 96.4 91.8 98.8 8.2 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 4 3 6 34 35 41 41 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 FUTURES ONLY POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 99,645 COMMITMENTS 2,715 0 219 93,000 95,027 95,934 95,246 3,711 4,399 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 3,483) -672 0 219 4,224 3,063 3,771 3,282 -288 201 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 0.0 0.2 93.3 95.4 96.3 95.6 3.7 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 0 2 29 31 31 33 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 FUTURES ONLY POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 242,073 COMMITMENTS 1,992 455 1,740 227,745 233,379 231,477 235,574 10,596 6,499 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 1,523) -364 -831 311 2,806 3,325 2,753 2,805 -1,230 -1,282 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 0.2 0.7 94.1 96.4 95.6 97.3 4.4 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 1 2 3 32 30 35 33 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 FUTURES ONLY POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 979,864 COMMITMENTS 270 20,081 9,968 957,297 937,120 967,535 967,169 12,329 12,695 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: -1,808) -514 1,413 168 -2,351 -10,395 -2,697 -8,814 889 7,006 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.0 1.0 97.7 95.6 98.7 98.7 1.3 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 1 3 3 52 33 56 36 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 FUTURES ONLY POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 429,864 COMMITMENTS 7,135 0 1,391 401,406 421,934 409,932 423,325 19,932 6,539 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: -5,320) 86 0 1,391 -6,516 -6,183 -5,039 -4,792 -281 -528 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 0.0 0.3 93.4 98.2 95.4 98.5 4.6 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 3 0 1 40 48 43 49 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 FUTURES ONLY POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 431,720 COMMITMENTS 1,855 0 901 412,586 424,209 415,342 425,110 16,378 6,610 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 4,033) -87 0 355 3,205 3,564 3,473 3,919 560 114 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.0 0.2 95.6 98.3 96.2 98.5 3.8 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 3 0 2 42 44 45 46 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 FUTURES ONLY POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 204,956 COMMITMENTS 0 3,776 1,748 196,818 192,090 198,566 197,614 6,390 7,342 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 3,460) -505 1,637 26 4,383 2,620 3,904 4,283 -444 -823 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.8 0.9 96.0 93.7 96.9 96.4 3.1 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 0 5 2 36 32 38 37 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E FUTURES ONLY POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 90,529 COMMITMENTS 1,465 3,231 1,943 83,535 79,118 86,943 84,292 3,586 6,237 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 1,261) -3,987 -176 442 5,895 2,771 2,350 3,037 -1,089 -1,776 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 3.6 2.1 92.3 87.4 96.0 93.1 4.0 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 3 2 3 26 25 30 29 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q FUTURES ONLY POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 30,258 COMMITMENTS 1,416 0 0 28,191 29,266 29,607 29,266 651 992 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 1,425) 0 0 0 1,363 1,115 1,363 1,115 62 310 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 0.0 0.0 93.2 96.7 97.8 96.7 2.2 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 0 15 14 16 14 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U FUTURES ONLY POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 104,217 COMMITMENTS 824 778 1,501 94,136 97,038 96,461 99,317 7,756 4,900 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 4,219) 824 749 -126 3,410 3,766 4,108 4,389 111 -170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 0.7 1.4 90.3 93.1 92.6 95.3 7.4 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 1 20 19 21 21 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W FUTURES ONLY POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 163,627 COMMITMENTS 1,017 0 0 156,007 160,845 157,024 160,845 6,603 2,782 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 338) 180 0 0 530 1,167 710 1,167 -372 -829 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.0 0.0 95.3 98.3 96.0 98.3 4.0 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 1 0 0 29 29 30 29 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y FUTURES ONLY POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 68,110 COMMITMENTS 0 0 0 63,000 65,690 63,000 65,690 5,110 2,420 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: -1,319) 0 0 0 -1,198 -1,288 -1,198 -1,288 -121 -31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 92.5 96.4 92.5 96.4 7.5 3.6 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 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 22,423 COMMITMENTS 2,387 0 62 18,864 21,772 21,313 21,834 1,110 589 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 912) 310 0 0 1,098 974 1,408 974 -496 -62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.6 0.0 0.3 84.1 97.1 95.0 97.4 5.0 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 0 1 21 18 24 19 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 FUTURES ONLY POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 571,862 COMMITMENTS 50,088 6,277 2,132 511,304 554,917 563,524 563,326 8,338 8,536 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 10,201) 2,647 762 339 7,557 8,464 10,543 9,565 -342 636 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.8 1.1 0.4 89.4 97.0 98.5 98.5 1.5 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 7 5 6 55 54 65 62 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 FUTURES ONLY POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 109,648 COMMITMENTS 3,806 2,234 369 101,567 99,287 105,742 101,890 3,906 7,758 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 263) -479 1,121 -375 1,056 -390 202 356 61 -93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 2.0 0.3 92.6 90.6 96.4 92.9 3.6 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 3 1 27 21 29 24 EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6 FUTURES ONLY POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 17,537 COMMITMENTS 496 0 0 15,558 15,887 16,054 15,887 1,483 1,650 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 755) 0 0 0 755 631 755 631 0 124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 0.0 0.0 88.7 90.6 91.5 90.6 8.5 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 0 16 13 17 13 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8 FUTURES ONLY POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 73,096 COMMITMENTS 0 1,057 90 71,467 67,894 71,557 69,041 1,539 4,055 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 56) 0 0 0 362 56 362 56 -306 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.4 0.1 97.8 92.9 97.9 94.5 2.1 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 1 15 18 16 19 HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG FUTURES ONLY POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 142,785 COMMITMENTS 18,042 6,758 0 123,999 134,410 142,041 141,168 744 1,617 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 38,015) 14,733 2,666 0 24,204 36,446 38,937 39,112 -922 -1,097 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.6 4.7 0.0 86.8 94.1 99.5 98.9 0.5 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 5 8 0 25 41 30 49 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH FUTURES ONLY POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 167,444 COMMITMENTS 47,571 12,152 248 119,315 153,556 167,134 165,956 310 1,488 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 37,772) 16,261 2,635 248 23,450 34,300 39,959 37,183 -2,187 589 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.4 7.3 0.1 71.3 91.7 99.8 99.1 0.2 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 11 11 1 26 47 38 58 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM FUTURES ONLY POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 157,643 COMMITMENTS 0 403 0 156,070 154,271 156,070 154,674 1,573 2,969 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 10,239) 0 -856 0 9,561 12,012 9,561 11,156 678 -917 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.3 0.0 99.0 97.9 99.0 98.1 1.0 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 0 1 0 23 27 23 28 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ FUTURES ONLY POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 262,949 COMMITMENTS 1,467 0 801 251,951 252,192 254,219 252,993 8,730 9,956 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 3,194) 356 0 -331 1,481 2,696 1,506 2,365 1,688 829 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.0 0.3 95.8 95.9 96.7 96.2 3.3 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 1 0 1 36 34 37 35 NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW FUTURES ONLY POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 20,554 COMMITMENTS 620 2,201 0 16,742 16,017 17,362 18,218 3,192 2,336 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 465) 0 93 0 341 434 341 527 124 -62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 10.7 0.0 81.5 77.9 84.5 88.6 15.5 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 3 0 11 14 12 17 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 FUTURES ONLY POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 123,279 COMMITMENTS 0 1,618 2,516 117,780 117,719 120,296 121,853 2,983 1,426 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 1,298) 0 -361 277 1,021 1,382 1,298 1,298 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.3 2.0 95.5 95.5 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 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 140,527 COMMITMENTS 6,149 303 754 125,794 131,952 132,697 133,009 7,830 7,518 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 1,494) 1,000 303 64 860 1,309 1,924 1,676 -430 -182 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 0.2 0.5 89.5 93.9 94.4 94.7 5.6 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 1 21 17 23 18 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC FUTURES ONLY POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 124,752 COMMITMENTS 403 0 0 114,561 120,734 114,964 120,734 9,788 4,018 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 90) 0 0 0 -189 -709 -189 -709 279 799 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.0 0.0 91.8 96.8 92.2 96.8 7.8 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 18 17 19 17 NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD FUTURES ONLY POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 76,890 COMMITMENTS 0 0 0 75,812 76,179 75,812 76,179 1,078 711 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 124) 0 0 0 0 0 0 0 124 124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.6 99.1 98.6 99.1 1.4 0.9 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 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 116,660 COMMITMENTS 651 494 0 108,239 112,987 108,890 113,481 7,770 3,179 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: -266) 248 -342 -216 -528 119 -496 -439 230 173 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.4 0.0 92.8 96.9 93.3 97.3 6.7 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 1 0 22 20 24 21 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL FUTURES ONLY POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 162,247 COMMITMENTS 280 4,163 8,077 143,211 142,664 151,568 154,904 10,679 7,343 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 2,413) -437 -233 -366 2,743 3,520 1,940 2,921 473 -508 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 2.6 5.0 88.3 87.9 93.4 95.5 6.6 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 1 3 2 33 26 35 31 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW FUTURES ONLY POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 29,537 COMMITMENTS 3,844 992 93 24,095 27,801 28,032 28,886 1,505 651 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 682) -93 93 31 992 527 930 651 -248 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.0 3.4 0.3 81.6 94.1 94.9 97.8 5.1 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 2 1 15 15 19 18 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG FUTURES ONLY POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 36,608 COMMITMENTS 899 589 31 34,264 34,163 35,194 34,783 1,414 1,825 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 1,511) -31 310 31 1,023 643 1,023 984 488 527 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 1.6 0.1 93.6 93.3 96.1 95.0 3.9 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 1 1 13 16 15 18 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH FUTURES ONLY POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 195,938 COMMITMENTS 11,466 4,320 509 177,610 181,442 189,585 186,271 6,353 9,667 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 3,203) -31 430 209 3,417 3,190 3,595 3,829 -392 -626 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 2.2 0.3 90.6 92.6 96.8 95.1 3.2 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 2 3 2 36 32 39 36 TRANSCO STN 85 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CS FUTURES ONLY POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 18,453 COMMITMENTS 0 0 0 17,990 17,957 17,990 17,957 463 496 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 778) 0 0 0 716 468 716 468 62 310 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.5 97.3 97.5 97.3 2.5 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 13 11 13 11 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU FUTURES ONLY POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 99,742 COMMITMENTS 2,392 0 93 91,473 93,866 93,958 93,959 5,784 5,783 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 4,740) -305 0 0 7,688 7,369 7,383 7,369 -2,643 -2,629 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 0.0 0.1 91.7 94.1 94.2 94.2 5.8 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 0 1 24 25 27 26 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW FUTURES ONLY POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 94,052 COMMITMENTS 0 0 0 86,409 89,746 86,409 89,746 7,643 4,306 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 1,560) 0 0 0 1,378 1,436 1,378 1,436 182 124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 91.9 95.4 91.9 95.4 8.1 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 0 0 27 18 27 18 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ FUTURES ONLY POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 82,024 COMMITMENTS 6,113 569 372 69,102 76,713 75,587 77,654 6,437 4,370 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 2,093) 304 124 -124 1,513 1,296 1,693 1,296 400 797 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 0.7 0.5 84.2 93.5 92.2 94.7 7.8 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 1 1 16 22 19 23 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4 FUTURES ONLY POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 36,907 COMMITMENTS 2,945 0 0 32,234 36,442 35,179 36,442 1,728 465 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 1,568) -961 0 0 2,250 1,754 1,289 1,754 279 -186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.0 0.0 0.0 87.3 98.7 95.3 98.7 4.7 1.3 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 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 118,439 COMMITMENTS 2,623 0 0 106,509 111,460 109,132 111,460 9,307 6,979 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 845) 0 0 0 571 1,879 571 1,879 274 -1,034 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 0.0 0.0 89.9 94.1 92.1 94.1 7.9 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 0 0 27 18 29 18 TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT FUTURES ONLY POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 76,574 COMMITMENTS 0 0 0 66,605 72,093 66,605 72,093 9,969 4,481 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 1,436) 0 0 0 1,344 1,497 1,344 1,497 92 -61 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 87.0 94.1 87.0 94.1 13.0 5.9 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 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 94,498 COMMITMENTS 18,954 7,882 3,179 71,894 82,996 94,027 94,057 471 441 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 109) 69 46 46 -29 17 86 109 23 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.1 8.3 3.4 76.1 87.8 99.5 99.5 0.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 11 9 13 40 42 57 58 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 FUTURES ONLY POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 30,830 COMMITMENTS 725 425 100 29,990 30,305 30,815 30,830 15 0 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: -4,040) -1,425 -25 -200 -2,430 -3,815 -4,055 -4,040 15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 1.4 0.3 97.3 98.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 5 3 2 25 21 30 26 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 FUTURES ONLY POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 22,317 COMMITMENTS 175 350 50 22,068 21,677 22,293 22,077 24 240 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: -3,162) -1,050 -125 -75 -2,037 -2,962 -3,162 -3,162 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 1.6 0.2 98.9 97.1 99.9 98.9 0.1 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 2 1 21 16 23 18 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 FUTURES ONLY POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 187,092 COMMITMENTS 8,824 34,300 3,973 174,259 148,819 187,056 187,092 36 0 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 1,067) 445 80 2 620 990 1,067 1,072 0 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 18.3 2.1 93.1 79.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 7 8 4 40 40 49 50 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 FUTURES ONLY POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 61,570 COMMITMENTS 2,016 6,479 1,334 58,183 53,757 61,533 61,570 37 0 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: -264) 75 -450 -975 636 1,261 -264 -164 0 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 10.5 2.2 94.5 87.3 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 4 7 6 21 21 29 30 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 FUTURES ONLY POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 29,625 COMMITMENTS 0 75 450 29,170 29,100 29,620 29,625 5 0 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 2,975) 0 0 0 2,975 2,975 2,975 2,975 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.3 1.5 98.5 98.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 1 14 16 15 18 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A FUTURES ONLY POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 60,723 COMMITMENTS 540 4,150 450 59,696 56,063 60,686 60,663 37 60 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 4,060) 0 0 0 4,060 4,060 4,060 4,060 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 6.8 0.7 98.3 92.3 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 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 60,796 COMMITMENTS 1,730 2,450 255 58,634 57,706 60,619 60,411 177 385 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 4,125) 0 50 0 4,125 4,065 4,125 4,115 0 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 4.0 0.4 96.4 94.9 99.7 99.4 0.3 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 2 7 3 26 28 30 36 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C FUTURES ONLY POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 64,102 COMMITMENTS 410 17,400 0 63,330 46,530 63,740 63,930 362 172 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: -30) 0 0 0 -30 -30 -30 -30 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 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 83,013 COMMITMENTS 735 20,274 0 81,972 62,494 82,707 82,768 306 245 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 1,090) 0 1,450 0 1,090 -360 1,090 1,090 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 24.4 0.0 98.7 75.3 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 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 34,374 COMMITMENTS 450 900 0 33,792 33,354 34,242 34,254 132 120 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: -10) 0 0 0 -10 -10 -10 -10 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 08/01/17 | --------------------------------------------------------------| 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 07/25/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 24 26 25 ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N FUTURES ONLY POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 13,890 COMMITMENTS 0 750 0 13,890 13,140 13,890 13,890 0 0 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 50) 0 0 0 50 50 50 50 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 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 21,416 COMMITMENTS 2,000 3,285 800 18,386 17,025 21,186 21,110 230 306 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 2,229) 1,000 200 0 1,229 2,024 2,229 2,224 0 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.3 15.3 3.7 85.9 79.5 98.9 98.6 1.1 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 5 3 26 25 31 32 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 FUTURES ONLY POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 8,452 COMMITMENTS 700 1,032 900 6,702 6,225 8,302 8,157 150 295 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 100) 100 0 0 0 105 100 105 0 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.3 12.2 10.6 79.3 73.7 98.2 96.5 1.8 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 2 11 12 14 15 NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP FUTURES ONLY POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| 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 07/25/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 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 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 43,429 COMMITMENTS 800 375 600 42,029 42,364 43,429 43,339 0 90 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: -45) 0 50 0 -45 -95 -45 -45 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 0.9 1.4 96.8 97.5 100.0 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 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 50,491 COMMITMENTS 1,425 1,575 375 48,371 48,431 50,171 50,381 320 110 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 900) -225 -25 225 900 700 900 900 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 3.1 0.7 95.8 95.9 99.4 99.8 0.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 2 6 4 27 25 31 34 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC FUTURES ONLY POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 51,664 COMMITMENTS 1,310 35 360 49,904 51,269 51,574 51,664 90 0 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 170) 0 0 0 170 170 170 170 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: 29) 2 1 1 21 14 24 15 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE FUTURES ONLY POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 61,594 COMMITMENTS 2,145 2,400 175 59,099 59,019 61,419 61,594 175 0 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 115) 0 0 0 115 115 115 115 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 13 29 15 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF FUTURES ONLY POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 74,634 COMMITMENTS 240 2,828 169 74,195 71,322 74,604 74,319 30 315 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 1,440) 25 852 30 1,374 594 1,429 1,476 11 -36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 3.8 0.2 99.4 95.6 100.0 99.6 0.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 2 3 1 29 30 32 33 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG FUTURES ONLY POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 104,661 COMMITMENTS 5,931 5,892 1,126 97,516 97,579 104,573 104,597 88 64 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 604) 42 1,096 -318 1,008 -184 732 594 -128 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 5.6 1.1 93.2 93.2 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 10 6 4 32 35 44 43 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM FUTURES ONLY POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 30,278 COMMITMENTS 225 0 50 29,957 30,228 30,232 30,278 46 0 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: -125) -25 0 0 -146 -125 -171 -125 46 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.0 0.2 98.9 99.8 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 0 1 16 12 19 13 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS FUTURES ONLY POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 44,373 COMMITMENTS 1,802 4,550 0 42,190 39,578 43,992 44,128 381 245 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: -20) 60 0 0 -80 -20 -20 -20 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 10.3 0.0 95.1 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 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 49,302 COMMITMENTS 4,585 1,550 1,920 42,617 45,532 49,122 49,002 180 300 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: -30) 60 0 0 -90 -30 -30 -30 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.3 3.1 3.9 86.4 92.4 99.6 99.4 0.4 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 6 2 3 24 20 31 24 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW FUTURES ONLY POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 37,098 COMMITMENTS 0 2,230 145 36,868 34,483 37,013 36,858 85 240 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 133) 0 0 0 128 133 128 133 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.0 0.4 99.4 93.0 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 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 32,078 COMMITMENTS 0 1,590 150 31,796 30,308 31,946 32,048 132 30 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: -905) 0 0 0 -845 -905 -845 -905 -60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.0 0.5 99.1 94.5 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 2 1 18 15 19 17 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY FUTURES ONLY POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 32,846 COMMITMENTS 1,220 70 592 30,608 32,124 32,420 32,786 426 60 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 1,506) 0 0 0 1,506 1,506 1,506 1,506 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 0.2 1.8 93.2 97.8 98.7 99.8 1.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 5 1 2 22 23 27 26 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ FUTURES ONLY POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 22,776 COMMITMENTS 1,277 0 1 21,363 22,550 22,641 22,551 135 225 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 129) 0 0 0 129 169 129 169 0 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 0.0 0.0 93.8 99.0 99.4 99.0 0.6 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 0 1 19 19 21 20 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 FUTURES ONLY POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 46,651 COMMITMENTS 2,310 9,578 0 44,183 37,058 46,493 46,636 158 15 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: -668) 0 145 0 -683 -803 -683 -658 15 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 20.5 0.0 94.7 79.4 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 3 4 0 32 26 35 30 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 FUTURES ONLY POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 33,312 COMMITMENTS 1,500 4,720 0 31,782 28,586 33,282 33,306 30 6 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: -1,156) 0 350 0 -1,156 -1,506 -1,156 -1,156 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 14.2 0.0 95.4 85.8 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 2 0 28 24 29 26 NYISO ZONE C DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C7 FUTURES ONLY POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- MW OPEN INTEREST: 6,710 COMMITMENTS 0 210 90 6,290 6,380 6,380 6,680 330 30 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: -40) 0 0 0 -40 -40 -40 -40 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.1 1.3 93.7 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 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 19,407 COMMITMENTS 0 3,900 775 18,632 14,732 19,407 19,407 0 0 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: -1,747) 0 -100 -175 -1,572 -1,472 -1,747 -1,747 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 20.1 4.0 96.0 75.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 4 1 19 14 20 18 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ FUTURES ONLY POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,505 COMMITMENTS 570 0 60 16,890 18,425 17,520 18,485 985 20 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 20) 0 0 0 20 20 20 20 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 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,970 COMMITMENTS 740 505 360 18,630 19,085 19,730 19,950 240 20 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 40) 0 0 0 40 40 40 40 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 08/01/17 | --------------------------------------------------------------| 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 07/25/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 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 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 28,611 COMMITMENTS 1,150 150 0 26,873 28,425 28,023 28,575 588 36 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 100) 0 0 0 100 100 100 100 0 0 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 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 26,230 COMMITMENTS 1,200 150 0 24,665 26,055 25,865 26,205 365 25 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 145) 0 0 0 145 145 145 145 0 0 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: 27) 4 2 0 17 10 21 12 PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4 FUTURES ONLY POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| 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 07/25/17 (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 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 25,432 COMMITMENTS 829 100 87 24,418 25,245 25,334 25,432 98 0 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 420) 0 0 0 408 420 408 420 12 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 0.4 0.3 96.0 99.3 99.6 100.0 0.4 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 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 27,816 COMMITMENTS 951 100 12 26,731 27,704 27,694 27,816 122 0 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 427) 0 0 0 415 427 415 427 12 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 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 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 125,156 COMMITMENTS 150 8,082 450 124,511 116,612 125,111 125,144 45 12 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 2,352) 0 -120 165 2,187 2,295 2,352 2,340 0 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 6.5 0.4 99.5 93.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 1 10 3 37 31 41 42 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC FUTURES ONLY POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 142,475 COMMITMENTS 25 12,867 1,055 141,355 128,541 142,435 142,463 40 12 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 3,462) 25 -965 20 3,407 4,395 3,452 3,450 10 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 9.0 0.7 99.2 90.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 1 14 6 40 36 46 51 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF FUTURES ONLY POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 218,153 COMMITMENTS 25,128 33,832 16,849 176,135 167,271 218,112 217,952 41 201 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 2,656) -735 -242 1,286 2,105 1,563 2,656 2,607 0 49 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.5 15.5 7.7 80.7 76.7 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 13 16 21 50 46 74 72 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL FUTURES ONLY POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 51,180 COMMITMENTS 1,795 300 75 49,035 50,780 50,905 51,155 275 25 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 950) 75 25 0 905 925 980 950 -30 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 0.6 0.1 95.8 99.2 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 4 2 1 25 15 30 17 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM FUTURES ONLY POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 46,345 COMMITMENTS 1,285 275 75 44,745 45,970 46,105 46,320 240 25 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 335) 50 0 0 285 335 335 335 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 0.6 0.2 96.5 99.2 99.5 99.9 0.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 2 1 22 14 27 16
Updated August 4, 2017