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