CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| 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 08/01/17 (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 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 46,496 COMMITMENTS 16,506 21,923 20 29,970 24,553 46,496 46,496 0 0 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: 200) 200 100 0 0 100 200 200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.5 47.2 0.0 64.5 52.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 6 8 2 9 7 17 15 CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 46,952 COMMITMENTS 2,850 7,457 1,070 43,022 38,370 46,942 46,897 10 55 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: 1,379) 1,050 -395 225 99 1,549 1,374 1,379 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 15.9 2.3 91.6 81.7 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 6 10 6 13 14 24 25 RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1 FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| 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 08/01/17 (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 CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2 FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 29,090 COMMITMENTS 2,380 0 50 26,660 29,040 29,090 29,090 0 0 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 0.0 0.2 91.6 99.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 8 0 1 7 8 15 9 NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3 FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 34,142 COMMITMENTS 6,625 14,483 637 26,880 19,022 34,142 34,142 0 0 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: 300) 0 200 0 300 100 300 300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.4 42.4 1.9 78.7 55.7 100.0 100.0 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 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 23,342 COMMITMENTS 4,157 5,705 0 19,185 17,637 23,342 23,342 0 0 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -180) -150 20 0 -30 -200 -180 -180 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.8 24.4 0.0 82.2 75.6 100.0 100.0 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 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 29,206 COMMITMENTS 14,200 13,295 700 14,306 15,211 29,206 29,206 0 0 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: 200) 0 -400 0 200 600 200 200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.6 45.5 2.4 49.0 52.1 100.0 100.0 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 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 19,845 COMMITMENTS 9,595 6,407 100 10,150 13,338 19,845 19,845 0 0 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: 900) 100 0 0 800 900 900 900 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.3 32.3 0.5 51.1 67.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 7 4 1 7 5 15 9 RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-0063AR FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 20,297 COMMITMENTS 1,375 2,590 100 18,802 17,607 20,277 20,297 20 0 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: 525) 0 130 0 525 395 525 525 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.8 12.8 0.5 92.6 86.7 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 6 1 11 11 15 18 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 5,401,993 COMMITMENTS 887,488 52,906 831,232 3641496 4502091 5360216 5386229 41,777 15,764 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: 41,352) -16,642 12,403 -5,273 58,865 31,374 36,950 38,504 4,402 2,848 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.4 1.0 15.4 67.4 83.3 99.2 99.7 0.8 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228) 59 23 60 134 121 210 188 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 306,221 COMMITMENTS 53,636 96,956 80,442 169,439 128,650 303,517 306,048 2,704 173 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: 12,884) 2,387 4,456 3,080 7,417 5,348 12,884 12,884 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.5 31.7 26.3 55.3 42.0 99.1 99.9 0.9 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 15 10 15 30 23 51 42 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 184,849 COMMITMENTS 5,086 1,234 3,452 160,328 177,042 168,866 181,728 15,983 3,121 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -16,082) -3,042 -473 259 -12,804 -16,660 -15,587 -16,874 -495 792 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 0.7 1.9 86.7 95.8 91.4 98.3 8.6 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 3 2 4 31 31 36 35 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 90,927 COMMITMENTS 852 0 126 87,248 87,036 88,226 87,162 2,701 3,765 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -8,718) -1,863 0 -93 -5,752 -7,991 -7,708 -8,084 -1,010 -634 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.0 0.1 96.0 95.7 97.0 95.9 3.0 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 0 1 31 32 33 33 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 232,612 COMMITMENTS 1,344 848 1,476 219,947 223,470 222,767 225,794 9,845 6,818 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -9,461) -648 393 -264 -7,798 -9,909 -8,710 -9,780 -751 319 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.4 0.6 94.6 96.1 95.8 97.1 4.2 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 1 1 29 28 31 30 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 933,330 COMMITMENTS 1,543 17,005 7,328 913,537 903,683 922,408 928,016 10,922 5,314 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -46,534) 1,273 -3,076 -2,640 -43,760 -33,437 -45,127 -39,153 -1,407 -7,381 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 1.8 0.8 97.9 96.8 98.8 99.4 1.2 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 1 2 3 51 33 54 36 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 404,429 COMMITMENTS 4,976 644 1,393 379,281 396,477 385,650 398,514 18,779 5,915 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -25,435) -2,159 644 2 -22,125 -25,457 -24,282 -24,811 -1,153 -624 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.2 0.3 93.8 98.0 95.4 98.5 4.6 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 1 1 1 35 44 37 45 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 408,465 COMMITMENTS 325 0 1,109 390,912 401,252 392,346 402,361 16,119 6,104 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -23,255) -1,530 0 208 -21,674 -22,957 -22,996 -22,749 -259 -506 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.0 0.3 95.7 98.2 96.1 98.5 3.9 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 2 0 2 41 42 43 44 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 191,591 COMMITMENTS 4 905 1,528 183,775 182,773 185,307 185,206 6,284 6,385 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -13,365) 4 -2,871 -220 -13,043 -9,317 -13,259 -12,408 -106 -957 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.5 0.8 95.9 95.4 96.7 96.7 3.3 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 1 2 1 34 33 35 36 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 78,093 COMMITMENTS 982 1,285 2,347 71,891 68,937 75,220 72,569 2,873 5,524 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -12,436) -483 -1,946 404 -11,644 -10,181 -11,723 -11,723 -713 -713 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 1.6 3.0 92.1 88.3 96.3 92.9 3.7 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 1 2 25 23 28 25 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 21,083 COMMITMENTS 1,013 0 0 19,419 20,525 20,432 20,525 651 558 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -9,175) -403 0 0 -8,772 -8,741 -9,175 -8,741 0 -434 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 0.0 0.0 92.1 97.4 96.9 97.4 3.1 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 0 12 13 13 13 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 103,539 COMMITMENTS 2,957 0 552 92,666 98,382 96,175 98,934 7,364 4,605 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -678) 2,133 -778 -949 -1,470 1,344 -286 -383 -392 -295 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 0.0 0.5 89.5 95.0 92.9 95.6 7.1 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 1 18 17 19 18 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 156,025 COMMITMENTS 885 0 0 149,500 152,598 150,385 152,598 5,640 3,427 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -7,602) -132 0 0 -6,507 -8,247 -6,639 -8,247 -963 645 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.0 0.0 95.8 97.8 96.4 97.8 3.6 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 1 0 0 27 28 28 28 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 70,787 COMMITMENTS 0 0 0 67,595 67,895 67,595 67,895 3,192 2,892 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: 2,677) 0 0 0 4,595 2,205 4,595 2,205 -1,918 472 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 95.5 95.9 95.5 95.9 4.5 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 17 15 17 15 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2 FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 15,479 COMMITMENTS 2,294 0 0 12,261 15,231 14,555 15,231 924 248 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -6,944) -93 0 -62 -6,603 -6,541 -6,758 -6,603 -186 -341 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.8 0.0 0.0 79.2 98.4 94.0 98.4 6.0 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 0 0 16 12 19 12 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 549,976 COMMITMENTS 49,393 5,940 1,515 489,526 534,039 540,434 541,494 9,542 8,482 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -21,886) -695 -337 -617 -21,778 -20,878 -23,090 -21,832 1,204 -54 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.0 1.1 0.3 89.0 97.1 98.3 98.5 1.7 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 5 3 6 53 55 60 62 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 100,970 COMMITMENTS 3,750 491 180 93,419 93,096 97,349 93,767 3,621 7,203 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -8,678) -56 -1,743 -189 -8,148 -6,191 -8,393 -8,123 -285 -555 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 0.5 0.2 92.5 92.2 96.4 92.9 3.6 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 1 1 25 21 27 23 EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6 FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 13,018 COMMITMENTS 0 0 0 12,031 12,553 12,031 12,553 987 465 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -4,519) -496 0 0 -3,527 -3,334 -4,023 -3,334 -496 -1,185 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 92.4 96.4 92.4 96.4 7.6 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 12 10 12 10 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8 FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 67,614 COMMITMENTS 0 499 90 66,312 63,100 66,402 63,689 1,212 3,925 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -5,482) 0 -558 0 -5,155 -4,794 -5,155 -5,352 -327 -130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.7 0.1 98.1 93.3 98.2 94.2 1.8 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 1 16 18 17 19 HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 80,713 COMMITMENTS 0 0 0 79,799 78,034 79,799 78,034 914 2,679 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -62,072) -18,042 -6,758 0 -44,200 -56,376 -62,242 -63,134 170 1,062 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.9 96.7 98.9 96.7 1.1 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 15 16 15 16 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 101,621 COMMITMENTS 19,330 6,665 0 81,454 94,150 100,784 100,815 837 806 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -65,823) -28,241 -5,487 -248 -37,861 -59,406 -66,350 -65,141 527 -682 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.0 6.6 0.0 80.2 92.6 99.2 99.2 0.8 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 6 7 0 21 40 27 47 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 148,798 COMMITMENTS 0 0 0 146,391 146,356 146,391 146,356 2,407 2,442 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -8,845) 0 -403 0 -9,679 -7,915 -9,679 -8,318 834 -527 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.4 98.4 98.4 98.4 1.6 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 0 0 20 26 20 26 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 251,067 COMMITMENTS 1,248 0 801 239,991 239,261 242,040 240,062 9,027 11,005 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -11,882) -219 0 0 -11,960 -12,931 -12,179 -12,931 297 1,049 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.0 0.3 95.6 95.3 96.4 95.6 3.6 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 1 0 1 34 34 35 35 NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 14,199 COMMITMENTS 341 930 0 11,565 10,751 11,906 11,681 2,293 2,518 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -6,355) -279 -1,271 0 -5,177 -5,266 -5,456 -6,537 -899 182 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 6.5 0.0 81.4 75.7 83.9 82.3 16.1 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 2 0 11 11 12 13 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 113,605 COMMITMENTS 0 1,142 1,874 109,485 108,891 111,359 111,907 2,246 1,698 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -9,674) 0 -476 -642 -8,295 -8,828 -8,937 -9,946 -737 272 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.0 1.6 96.4 95.9 98.0 98.5 2.0 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 1 1 22 25 23 26 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 134,265 COMMITMENTS 6,256 12 1,015 118,167 125,653 125,438 126,680 8,827 7,585 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -6,262) 107 -291 261 -7,627 -6,299 -7,259 -6,329 997 67 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 0.0 0.8 88.0 93.6 93.4 94.4 6.6 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 1 18 14 20 15 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 119,073 COMMITMENTS 0 0 0 109,417 115,649 109,417 115,649 9,656 3,424 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -5,679) -403 0 0 -5,144 -5,085 -5,547 -5,085 -132 -594 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 91.9 97.1 91.9 97.1 8.1 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 18 17 18 17 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 112,775 COMMITMENTS 0 271 0 105,069 109,392 105,069 109,663 7,706 3,112 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -3,885) -651 -223 0 -3,170 -3,595 -3,821 -3,818 -64 -67 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.2 0.0 93.2 97.0 93.2 97.2 6.8 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 0 21 19 21 20 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 153,914 COMMITMENTS 0 1,223 8,713 136,075 139,061 144,788 148,997 9,126 4,917 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -8,333) -280 -2,940 636 -7,136 -3,603 -6,780 -5,907 -1,553 -2,426 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.8 5.7 88.4 90.3 94.1 96.8 5.9 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 0 3 3 35 26 38 30 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 16,661 COMMITMENTS 1,116 0 0 14,290 15,829 15,406 15,829 1,255 832 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -12,876) -2,728 -992 -93 -9,805 -11,972 -12,626 -13,057 -250 181 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 0.0 0.0 85.8 95.0 92.5 95.0 7.5 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 0 12 12 13 12 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 28,997 COMMITMENTS 0 310 0 27,289 27,637 27,289 27,947 1,708 1,050 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -7,611) -899 -279 -31 -6,975 -6,526 -7,905 -6,836 294 -775 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.1 0.0 94.1 95.3 94.1 96.4 5.9 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 12 11 12 12 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 184,760 COMMITMENTS 10,991 4,808 220 168,253 172,135 179,464 177,163 5,296 7,597 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -11,178) -475 488 -289 -9,357 -9,307 -10,121 -9,108 -1,057 -2,070 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 2.6 0.1 91.1 93.2 97.1 95.9 2.9 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 1 3 1 35 31 37 34 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 99,912 COMMITMENTS 1,255 0 0 91,854 93,354 93,109 93,354 6,803 6,558 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: 170) -1,137 0 -93 381 -512 -849 -605 1,019 775 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 0.0 0.0 91.9 93.4 93.2 93.4 6.8 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 0 0 20 22 21 22 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 81,927 COMMITMENTS 750 0 0 74,223 78,573 74,973 78,573 6,954 3,354 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -12,125) 750 0 0 -12,186 -11,173 -11,436 -11,173 -689 -952 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.0 0.0 90.6 95.9 91.5 95.9 8.5 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 0 0 23 17 24 17 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 74,976 COMMITMENTS 4,811 476 372 65,690 70,316 70,873 71,164 4,103 3,812 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -7,048) -1,302 -93 0 -3,412 -6,397 -4,714 -6,490 -2,334 -558 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 0.6 0.5 87.6 93.8 94.5 94.9 5.5 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 1 1 18 22 21 23 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4 FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 25,708 COMMITMENTS 1,302 0 0 22,808 25,398 24,110 25,398 1,598 310 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -11,199) -1,643 0 0 -9,426 -11,044 -11,069 -11,044 -130 -155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 0.0 0.0 88.7 98.8 93.8 98.8 6.2 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 0 0 11 15 13 15 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 114,903 COMMITMENTS 0 0 0 105,271 107,088 105,271 107,088 9,632 7,815 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -3,536) -2,623 0 0 -1,238 -4,372 -3,861 -4,372 325 836 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 91.6 93.2 91.6 93.2 8.4 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 0 0 27 16 27 16 TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 73,143 COMMITMENTS 0 0 0 64,042 69,197 64,042 69,197 9,101 3,946 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -3,431) 0 0 0 -2,563 -2,896 -2,563 -2,896 -868 -535 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 87.6 94.6 87.6 94.6 12.4 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 16 14 16 14 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 86,958 COMMITMENTS 18,199 6,323 2,398 65,950 77,876 86,547 86,597 411 361 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -7,540) -755 -1,559 -781 -5,944 -5,120 -7,480 -7,460 -60 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.9 7.3 2.8 75.8 89.6 99.5 99.6 0.5 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 12 8 13 40 41 57 57 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 31,260 COMMITMENTS 800 525 100 30,360 30,635 31,260 31,260 0 0 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: 430) 75 100 0 370 330 445 430 -15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 1.7 0.3 97.1 98.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 5 3 2 27 21 32 26 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 22,204 COMMITMENTS 175 375 50 21,955 21,539 22,180 21,964 24 240 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -113) 0 25 0 -113 -138 -113 -113 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 1.7 0.2 98.9 97.0 99.9 98.9 0.1 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 2 1 22 16 24 18 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 178,536 COMMITMENTS 8,502 34,633 3,898 166,100 140,005 178,500 178,536 36 0 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -8,556) -322 333 -75 -8,159 -8,814 -8,556 -8,556 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 19.4 2.2 93.0 78.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 8 8 4 40 41 50 51 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 56,851 COMMITMENTS 1,848 4,471 1,027 53,947 51,353 56,822 56,851 29 0 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -4,719) -168 -2,008 -307 -4,236 -2,404 -4,711 -4,719 -8 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 7.9 1.8 94.9 90.3 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 4 6 5 18 21 25 29 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 58,976 COMMITMENTS 10 4,050 835 58,021 53,776 58,866 58,661 110 315 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -1,747) -530 -100 385 -1,675 -2,287 -1,820 -2,002 73 255 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.9 1.4 98.4 91.2 99.8 99.5 0.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 4 3 28 29 31 34 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 59,800 COMMITMENTS 985 1,775 345 58,290 57,315 59,620 59,435 180 365 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -996) -745 -675 90 -344 -391 -999 -976 3 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 3.0 0.6 97.5 95.8 99.7 99.4 0.3 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 2 6 3 26 29 30 36 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 61,167 COMMITMENTS 890 17,400 0 59,952 43,595 60,842 60,995 325 172 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -2,935) 480 0 0 -3,378 -2,935 -2,898 -2,935 -37 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 28.4 0.0 98.0 71.3 99.5 99.7 0.5 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 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 81,984 COMMITMENTS 1,220 22,874 0 80,499 58,870 81,719 81,744 265 240 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -1,029) 485 2,600 0 -1,473 -3,624 -988 -1,024 -41 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 27.9 0.0 98.2 71.8 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 1 3 0 30 25 31 28 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 32,262 COMMITMENTS 425 850 0 31,727 31,302 32,152 32,152 110 110 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -2,112) -25 -50 0 -2,065 -2,052 -2,090 -2,102 -22 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 2.6 0.0 98.3 97.0 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 0 22 19 23 20 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 34,571 COMMITMENTS 1,900 0 50 32,561 34,221 34,511 34,271 60 300 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -1,751) -75 0 -50 -1,626 -1,689 -1,751 -1,739 0 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 0.0 0.1 94.2 99.0 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 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 12,865 COMMITMENTS 0 700 0 12,865 12,165 12,865 12,865 0 0 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -1,025) 0 -50 0 -1,025 -975 -1,025 -1,025 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 2 0 17 13 17 15 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 19,227 COMMITMENTS 2,150 1,888 750 16,112 16,284 19,012 18,922 215 305 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -2,189) 150 -1,397 -50 -2,274 -741 -2,174 -2,188 -15 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 9.8 3.9 83.8 84.7 98.9 98.4 1.1 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 4 4 3 27 23 32 29 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 8,847 COMMITMENTS 500 2,732 600 7,602 5,220 8,702 8,552 145 295 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: 395) -200 1,700 -300 900 -1,005 400 395 -5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 30.9 6.8 85.9 59.0 98.4 96.7 1.6 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 2 1 11 12 13 15 NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 10,065 COMMITMENTS 50 625 500 9,175 8,915 9,725 10,040 340 25 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -810) -70 25 -75 -645 -755 -790 -805 -20 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 6.2 5.0 91.2 88.6 96.6 99.8 3.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 2 2 14 14 16 17 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 40,982 COMMITMENTS 650 375 600 39,732 39,907 40,982 40,882 0 100 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -2,447) -150 0 0 -2,297 -2,457 -2,447 -2,457 0 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 0.9 1.5 96.9 97.4 100.0 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 2 1 25 23 26 26 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 48,183 COMMITMENTS 1,300 1,450 200 46,363 46,443 47,863 48,093 320 90 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -2,308) -125 -125 -175 -2,008 -1,988 -2,308 -2,288 0 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 3.0 0.4 96.2 96.4 99.3 99.8 0.7 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 2 6 3 27 25 30 33 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 48,413 COMMITMENTS 1,270 0 360 46,698 48,053 48,328 48,413 85 0 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -3,251) -40 -35 0 -3,206 -3,216 -3,246 -3,251 -5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 0.0 0.7 96.5 99.3 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 0 1 21 15 24 16 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 56,333 COMMITMENTS 1,970 2,350 175 54,023 53,808 56,168 56,333 165 0 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -5,261) -175 -50 0 -5,076 -5,211 -5,251 -5,261 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 4.2 0.3 95.9 95.5 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 1 1 25 13 28 15 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 70,524 COMMITMENTS 210 2,711 0 70,287 67,485 70,497 70,196 27 328 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -4,110) -30 -117 -169 -3,908 -3,837 -4,107 -4,123 -3 13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 3.8 0.0 99.7 95.7 100.0 99.5 0.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 2 2 0 29 29 31 31 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 94,939 COMMITMENTS 5,456 4,273 1,025 88,383 89,585 94,864 94,883 75 56 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -9,722) -475 -1,619 -101 -9,133 -7,994 -9,709 -9,714 -13 -8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 4.5 1.1 93.1 94.4 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 11 6 4 32 35 45 43 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 28,385 COMMITMENTS 50 50 0 28,296 28,335 28,346 28,385 39 0 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -1,893) -175 50 -50 -1,661 -1,893 -1,886 -1,893 -7 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.2 0.0 99.7 99.8 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 0 15 13 17 14 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 42,450 COMMITMENTS 1,525 4,550 175 40,375 37,480 42,075 42,205 375 245 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -1,923) -277 0 175 -1,815 -2,098 -1,917 -1,923 -6 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 10.7 0.4 95.1 88.3 99.1 99.4 0.9 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 1 2 26 18 30 21 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 46,442 COMMITMENTS 4,145 1,300 1,920 40,207 42,922 46,272 46,142 170 300 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -2,860) -440 -250 0 -2,410 -2,610 -2,850 -2,860 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 2.8 4.1 86.6 92.4 99.6 99.4 0.4 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 6 1 3 24 21 31 24 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 35,313 COMMITMENTS 0 1,810 145 35,043 33,118 35,188 35,073 125 240 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -1,785) 0 -420 0 -1,825 -1,365 -1,825 -1,785 40 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.1 0.4 99.2 93.8 99.6 99.3 0.4 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 3 2 20 16 22 19 NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 30,368 COMMITMENTS 200 1,415 175 29,883 28,753 30,258 30,343 110 25 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -1,710) 200 -175 25 -1,913 -1,555 -1,688 -1,705 -22 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 4.7 0.6 98.4 94.7 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 2 1 18 15 20 17 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 29,795 COMMITMENTS 1,314 50 448 27,622 29,247 29,384 29,745 411 50 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -3,051) 94 -20 -144 -2,986 -2,877 -3,036 -3,041 -15 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 0.2 1.5 92.7 98.2 98.6 99.8 1.4 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 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 21,421 COMMITMENTS 1,149 0 1 20,151 21,215 21,301 21,216 120 205 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -1,355) -128 0 0 -1,212 -1,335 -1,340 -1,335 -15 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 0.0 0.0 94.1 99.0 99.4 99.0 0.6 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 0 1 17 19 19 20 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 43,468 COMMITMENTS 1,625 9,194 0 41,493 34,274 43,118 43,468 350 0 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -3,183) -685 -384 0 -2,690 -2,784 -3,375 -3,168 192 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 21.2 0.0 95.5 78.8 99.2 100.0 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 4 4 0 32 25 36 29 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 31,433 COMMITMENTS 1,350 4,935 0 30,058 26,473 31,408 31,408 25 25 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -1,879) -150 215 0 -1,724 -2,113 -1,874 -1,898 -5 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 15.7 0.0 95.6 84.2 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 3 0 27 23 28 26 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 19,588 COMMITMENTS 0 3,900 775 18,813 14,913 19,588 19,588 0 0 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: 181) 0 0 0 181 181 181 181 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 19.9 4.0 96.0 76.1 100.0 100.0 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 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 17,630 COMMITMENTS 625 0 5 15,955 17,605 16,585 17,610 1,045 20 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -875) 55 0 -55 -935 -820 -935 -875 60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 0.0 0.0 90.5 99.9 94.1 99.9 5.9 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 0 1 18 11 20 12 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,415 COMMITMENTS 400 100 360 17,325 17,935 18,085 18,395 330 20 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -1,555) -340 -405 0 -1,305 -1,150 -1,645 -1,555 90 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 0.5 2.0 94.1 97.4 98.2 99.9 1.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 1 1 20 12 23 13 PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 8,530 COMMITMENTS 15 0 10 8,420 8,450 8,445 8,460 85 70 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -950) 10 0 -10 -940 -940 -940 -950 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.0 0.1 98.7 99.1 99.0 99.2 1.0 0.8 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 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 26,839 COMMITMENTS 1,110 150 0 25,156 26,655 26,266 26,805 573 34 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -1,772) -40 0 0 -1,717 -1,770 -1,757 -1,770 -15 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 0.6 0.0 93.7 99.3 97.9 99.9 2.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 2 0 20 14 24 16 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 24,860 COMMITMENTS 1,135 150 0 23,375 24,685 24,510 24,835 350 25 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -1,370) -65 0 0 -1,290 -1,370 -1,355 -1,370 -15 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 11 21 13 PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4 FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 12,045 COMMITMENTS 25 425 0 11,920 11,560 11,945 11,985 100 60 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -1,290) -25 -100 0 -1,335 -1,190 -1,360 -1,290 70 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 3.5 0.0 99.0 96.0 99.2 99.5 0.8 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 3 0 14 14 15 17 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 23,725 COMMITMENTS 657 100 62 22,918 23,563 23,637 23,725 88 0 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -1,707) -172 0 -25 -1,500 -1,682 -1,697 -1,707 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 0.4 0.3 96.6 99.3 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 1 2 16 16 20 19 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 25,382 COMMITMENTS 756 100 12 24,502 25,270 25,270 25,382 112 0 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -2,434) -195 0 0 -2,229 -2,434 -2,424 -2,434 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 0.4 0.0 96.5 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 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 117,166 COMMITMENTS 200 7,772 455 116,466 108,927 117,121 117,154 45 12 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -7,990) 50 -310 5 -8,045 -7,685 -7,990 -7,990 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 6.6 0.4 99.4 93.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 2 10 4 37 32 42 43 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 129,948 COMMITMENTS 300 8,862 745 128,843 120,329 129,888 129,936 60 12 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -12,527) 275 -4,005 -310 -12,512 -8,212 -12,547 -12,527 20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 6.8 0.6 99.1 92.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 2 12 6 39 36 45 50 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 212,832 COMMITMENTS 32,170 32,673 15,464 165,191 164,483 212,825 212,620 7 212 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -5,321) 7,042 -1,159 -1,385 -10,944 -2,788 -5,287 -5,332 -34 11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.1 15.4 7.3 77.6 77.3 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 12 15 19 51 47 74 72 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 48,230 COMMITMENTS 1,895 300 115 45,960 47,790 47,970 48,205 260 25 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -2,950) 100 0 40 -3,075 -2,990 -2,935 -2,950 -15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 0.6 0.2 95.3 99.1 99.5 99.9 0.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 4 2 2 25 14 30 17 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 44,080 COMMITMENTS 1,345 275 130 42,370 43,650 43,845 44,055 235 25 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -2,265) 60 0 55 -2,375 -2,320 -2,260 -2,265 -5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 0.6 0.3 96.1 99.0 99.5 99.9 0.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 2 2 22 14 27 17
Updated August 11, 2017