CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H FUTURES ONLY POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 6,875 COMMITMENTS 406 125 0 6,444 6,744 6,850 6,869 25 6 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 51) 81 0 0 -10 51 71 51 -20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 1.8 0.0 93.7 98.1 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 5 2 0 7 8 12 10 NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X FUTURES ONLY POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 50,946 COMMITMENTS 17,306 25,273 20 33,620 25,653 50,946 50,946 0 0 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 150) 0 150 0 150 0 150 150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.0 49.6 0.0 66.0 50.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 6 8 2 10 7 18 15 CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y FUTURES ONLY POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 50,581 COMMITMENTS 6,587 7,838 1,352 42,596 41,391 50,535 50,581 46 0 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 1,210) 780 -11 -5 430 1,226 1,205 1,210 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.0 15.5 2.7 84.2 81.8 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 7 11 7 12 14 26 25 RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1 FUTURES ONLY POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 36,634 COMMITMENTS 4,489 896 0 32,145 35,738 36,634 36,634 0 0 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -2,150) -2,150 0 0 0 -2,150 -2,150 -2,150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.3 2.4 0.0 87.7 97.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 4 0 9 10 11 14 CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2 FUTURES ONLY POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 32,480 COMMITMENTS 2,440 0 350 29,680 32,130 32,470 32,480 10 0 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 0.0 1.1 91.4 98.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 6 0 2 7 8 15 10 NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3 FUTURES ONLY POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 37,142 COMMITMENTS 6,625 17,583 137 30,380 19,422 37,142 37,142 0 0 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 112) -250 -50 62 300 100 112 112 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.8 47.3 0.4 81.8 52.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 6 6 1 8 6 14 13 NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063A4 FUTURES ONLY POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 25,967 COMMITMENTS 4,657 8,030 0 21,310 17,937 25,967 25,967 0 0 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 25) 0 325 0 25 -300 25 25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.9 30.9 0.0 82.1 69.1 100.0 100.0 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 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 28,206 COMMITMENTS 13,850 13,495 600 13,756 14,111 28,206 28,206 0 0 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -50) -50 0 0 0 -50 -50 -50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.1 47.8 2.1 48.8 50.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 6 5 2 7 7 14 13 PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AD FUTURES ONLY POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| 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 9,245 6,407 100 10,500 13,338 19,845 19,845 0 0 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.6 32.3 0.5 52.9 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 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 39,769 COMMITMENTS 2,805 3,345 450 36,514 35,974 39,769 39,769 0 0 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 10,395) 2,050 -121 0 8,345 10,516 10,395 10,395 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.1 8.4 1.1 91.8 90.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 8 2 12 12 15 21 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 FUTURES ONLY POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 5,262,986 COMMITMENTS 1074361 32,547 632,965 3520063 4585742 5227389 5251254 35,597 11,732 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -1,751) 40,054 -2,180 -72,976 33,431 73,950 509 -1,206 -2,260 -545 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.4 0.6 12.0 66.9 87.1 99.3 99.8 0.7 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229) 68 15 61 133 121 210 188 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 FUTURES ONLY POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 313,168 COMMITMENTS 63,943 144,941 66,690 179,494 101,063 310,127 312,694 3,041 474 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 24,344) 10,076 10,116 8,260 6,008 6,028 24,344 24,404 0 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.4 46.3 21.3 57.3 32.3 99.0 99.8 1.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 10 12 17 28 24 46 45 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 FUTURES ONLY POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 226,257 COMMITMENTS 7,733 7,428 3,401 197,485 211,721 208,619 222,550 17,638 3,707 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 4,212) 1,472 -1,226 1,039 385 4,228 2,896 4,041 1,316 171 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 3.3 1.5 87.3 93.6 92.2 98.4 7.8 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 4 2 3 30 30 35 34 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 FUTURES ONLY POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 97,288 COMMITMENTS 305 0 767 91,928 92,836 93,000 93,603 4,288 3,685 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 255) -1,789 0 739 1,261 -918 211 -179 44 434 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.0 0.8 94.5 95.4 95.6 96.2 4.4 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 0 2 27 31 29 33 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 FUTURES ONLY POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 257,950 COMMITMENTS 197 1,033 2,924 244,808 245,862 247,929 249,819 10,021 8,131 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 1,749) -1,490 1,033 520 2,601 -386 1,631 1,167 118 582 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.4 1.1 94.9 95.3 96.1 96.8 3.9 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 2 3 29 28 32 31 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 FUTURES ONLY POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 907,672 COMMITMENTS 287 17,672 7,186 888,478 877,986 895,951 902,844 11,721 4,828 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -4,547) 287 -970 390 -3,789 -971 -3,112 -1,551 -1,435 -2,996 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.9 0.8 97.9 96.7 98.7 99.5 1.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 1 2 3 51 32 54 35 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 FUTURES ONLY POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 392,394 COMMITMENTS 5,317 160 834 372,218 384,433 378,369 385,427 14,025 6,967 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -1,147) -384 160 -14 -226 -681 -624 -535 -523 -612 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 0.0 0.2 94.9 98.0 96.4 98.2 3.6 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 2 1 1 39 45 42 46 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 FUTURES ONLY POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 378,091 COMMITMENTS 226 248 636 361,404 371,634 362,266 372,518 15,825 5,573 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -1,700) 86 248 -53 -2,447 -1,455 -2,414 -1,260 714 -440 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.1 0.2 95.6 98.3 95.8 98.5 4.2 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 2 1 1 42 40 44 42 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 FUTURES ONLY POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 225,678 COMMITMENTS 1,337 2,273 1,432 215,223 212,492 217,992 216,197 7,686 9,481 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 2,569) -2,374 -116 1,132 3,540 1,328 2,298 2,344 271 225 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 1.0 0.6 95.4 94.2 96.6 95.8 3.4 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 1 4 2 33 31 35 36 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E FUTURES ONLY POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 71,902 COMMITMENTS 0 1,069 979 66,286 62,868 67,265 64,916 4,637 6,986 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 1,093) -732 479 -202 2,632 2,221 1,698 2,498 -605 -1,405 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.5 1.4 92.2 87.4 93.6 90.3 6.4 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 2 1 24 23 25 25 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q FUTURES ONLY POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 18,562 COMMITMENTS 0 0 0 16,190 18,232 16,190 18,232 2,372 330 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 2,304) 0 0 0 1,116 2,304 1,116 2,304 1,188 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 87.2 98.2 87.2 98.2 12.8 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 8 15 8 15 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U FUTURES ONLY POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 118,860 COMMITMENTS 2,361 548 917 107,499 113,764 110,777 115,229 8,083 3,631 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 2,875) 471 540 -240 2,262 2,761 2,493 3,061 382 -186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 0.5 0.8 90.4 95.7 93.2 96.9 6.8 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 1 18 15 19 17 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W FUTURES ONLY POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 162,871 COMMITMENTS 1,108 0 0 153,110 160,057 154,218 160,057 8,653 2,814 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 5,962) 0 0 0 5,207 5,000 5,207 5,000 755 962 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.0 0.0 94.0 98.3 94.7 98.3 5.3 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 0 0 25 27 26 27 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y FUTURES ONLY POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 89,599 COMMITMENTS 0 0 0 86,368 85,296 86,368 85,296 3,231 4,303 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 3,536) 0 0 0 3,322 3,536 3,322 3,536 214 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.4 95.2 96.4 95.2 3.6 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 17 14 17 14 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2 FUTURES ONLY POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 13,235 COMMITMENTS 780 0 0 12,005 12,717 12,785 12,717 450 518 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 1,083) 0 0 0 1,083 1,079 1,083 1,079 0 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 0.0 0.0 90.7 96.1 96.6 96.1 3.4 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 0 0 13 17 14 17 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 FUTURES ONLY POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 560,804 COMMITMENTS 59,497 7,674 3,178 488,215 538,915 550,890 549,767 9,914 11,037 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 3,405) 5,864 -149 156 -2,618 4,792 3,402 4,799 3 -1,394 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.6 1.4 0.6 87.1 96.1 98.2 98.0 1.8 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 8 3 5 53 51 63 57 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 FUTURES ONLY POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 122,260 COMMITMENTS 4,237 5,063 695 115,253 103,794 120,185 109,552 2,075 12,708 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -152) 213 1,445 -909 1,059 -2,780 363 -2,244 -515 2,092 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 4.1 0.6 94.3 84.9 98.3 89.6 1.7 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 4 3 25 19 30 23 EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6 FUTURES ONLY POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 18,537 COMMITMENTS 370 292 248 15,160 17,247 15,778 17,787 2,759 750 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 3,626) 370 -248 248 3,068 3,688 3,686 3,688 -60 -62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 1.6 1.3 81.8 93.0 85.1 96.0 14.9 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 1 11 13 13 14 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8 FUTURES ONLY POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 71,592 COMMITMENTS 0 1,511 0 69,655 66,499 69,655 68,010 1,937 3,582 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 2,015) 0 1,511 0 1,734 1,568 1,734 3,079 281 -1,064 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.1 0.0 97.3 92.9 97.3 95.0 2.7 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 2 0 16 18 16 20 HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG FUTURES ONLY POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 89,273 COMMITMENTS 2,480 0 0 85,998 86,169 88,478 86,169 795 3,104 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 6,257) 2,480 0 0 3,746 5,228 6,226 5,228 31 1,029 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 0.0 0.0 96.3 96.5 99.1 96.5 0.9 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 0 15 14 16 14 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH FUTURES ONLY POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 112,572 COMMITMENTS 35,553 1,530 31 76,508 110,261 112,092 111,822 480 750 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 4,123) 2,449 0 31 1,643 4,242 4,123 4,273 0 -150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.6 1.4 0.0 68.0 97.9 99.6 99.3 0.4 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 7 3 1 22 42 29 46 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM FUTURES ONLY POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 143,826 COMMITMENTS 0 248 0 143,159 140,119 143,159 140,367 667 3,459 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 3,751) 0 0 0 3,627 4,060 3,627 4,060 124 -309 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.2 0.0 99.5 97.4 99.5 97.6 0.5 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 1 0 17 19 17 20 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ FUTURES ONLY POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 247,118 COMMITMENTS 0 137 1,499 239,749 237,662 241,248 239,298 5,870 7,820 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 2,065) 0 -539 148 4,009 3,300 4,157 2,909 -2,092 -844 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.1 0.6 97.0 96.2 97.6 96.8 2.4 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 0 1 1 37 38 38 39 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY FUTURES ONLY POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 68,064 COMMITMENTS 0 3,810 592 61,713 59,129 62,305 63,531 5,759 4,533 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.6 0.9 90.7 86.9 91.5 93.3 8.5 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 1 14 18 15 19 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 FUTURES ONLY POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 108,610 COMMITMENTS 130 0 2,295 103,395 105,068 105,820 107,363 2,790 1,247 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 3,350) 130 -440 421 2,380 3,183 2,931 3,164 419 186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.0 2.1 95.2 96.7 97.4 98.9 2.6 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 0 1 22 23 23 24 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB FUTURES ONLY POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 135,209 COMMITMENTS 10,905 0 252 118,111 129,014 129,268 129,266 5,941 5,943 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 3,336) 1,889 0 -161 4,275 3,651 6,003 3,490 -2,667 -154 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.1 0.0 0.2 87.4 95.4 95.6 95.6 4.4 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 0 1 25 17 27 18 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC FUTURES ONLY POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 114,372 COMMITMENTS 368 0 0 105,539 112,757 105,907 112,757 8,465 1,615 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -9,333) 151 0 0 -10,517 -7,856 -10,366 -7,856 1,033 -1,477 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.0 0.0 92.3 98.6 92.6 98.6 7.4 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 0 20 19 21 19 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH FUTURES ONLY POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 131,860 COMMITMENTS 869 217 0 121,824 128,549 122,693 128,766 9,167 3,094 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 983) 869 217 0 394 129 1,263 346 -280 637 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.2 0.0 92.4 97.5 93.0 97.7 7.0 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 1 0 20 18 22 19 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL FUTURES ONLY POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 149,772 COMMITMENTS 620 1,007 8,189 131,422 133,153 140,231 142,349 9,541 7,423 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 1,521) 124 648 -152 552 990 524 1,486 997 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.7 5.5 87.7 88.9 93.6 95.0 6.4 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 1 2 2 35 28 38 31 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW FUTURES ONLY POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 17,753 COMMITMENTS 750 0 0 15,490 17,181 16,240 17,181 1,513 572 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 2,356) 0 0 0 2,356 2,418 2,356 2,418 0 -62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 0.0 0.0 87.3 96.8 91.5 96.8 8.5 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 0 0 14 11 16 11 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG FUTURES ONLY POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 30,530 COMMITMENTS 0 0 0 28,624 29,716 28,624 29,716 1,906 814 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 558) 0 0 0 558 558 558 558 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 93.8 97.3 93.8 97.3 6.2 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 13 13 13 13 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH FUTURES ONLY POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 186,875 COMMITMENTS 10,272 2,932 634 169,423 172,500 180,329 176,066 6,546 10,809 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 270) -354 -99 -11 1,883 -386 1,518 -496 -1,248 766 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 1.6 0.3 90.7 92.3 96.5 94.2 3.5 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 1 3 3 33 30 37 33 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU FUTURES ONLY POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 107,897 COMMITMENTS 852 0 248 103,300 102,092 104,400 102,340 3,497 5,557 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 5,289) 0 0 0 6,171 5,812 6,171 5,812 -882 -523 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 0.0 0.2 95.7 94.6 96.8 94.8 3.2 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 0 1 23 26 24 27 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW FUTURES ONLY POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 97,818 COMMITMENTS 248 0 0 89,261 94,251 89,509 94,251 8,309 3,567 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 11,121) 0 0 0 10,393 11,121 10,393 11,121 728 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.0 0.0 91.3 96.4 91.5 96.4 8.5 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 0 0 23 18 24 18 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ FUTURES ONLY POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 74,243 COMMITMENTS 3,112 0 428 64,306 68,742 67,846 69,170 6,397 5,073 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 948) 60 0 0 -581 914 -521 914 1,469 34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 0.0 0.6 86.6 92.6 91.4 93.2 8.6 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 0 1 14 20 16 21 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4 FUTURES ONLY POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 25,834 COMMITMENTS 0 128 120 25,560 25,220 25,680 25,468 154 366 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 5,784) -526 128 120 6,280 5,744 5,874 5,992 -90 -208 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.5 0.5 98.9 97.6 99.4 98.6 0.6 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 1 1 13 23 14 24 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR FUTURES ONLY POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 130,497 COMMITMENTS 0 0 0 121,341 125,010 121,341 125,010 9,156 5,487 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 4,449) 0 0 0 5,654 4,725 5,654 4,725 -1,205 -276 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 93.0 95.8 93.0 95.8 7.0 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 0 0 30 18 30 18 TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT FUTURES ONLY POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 70,760 COMMITMENTS 0 0 0 59,894 67,868 59,894 67,868 10,866 2,892 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 23) 0 0 0 -188 114 -188 114 211 -91 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 84.6 95.9 84.6 95.9 15.4 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 15 17 15 17 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 FUTURES ONLY POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 78,981 COMMITMENTS 17,231 4,616 1,872 59,221 71,950 78,324 78,438 657 543 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -255) -2 -168 126 -379 -213 -255 -255 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.8 5.8 2.4 75.0 91.1 99.2 99.3 0.8 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 10 6 10 38 36 53 47 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 FUTURES ONLY POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 30,729 COMMITMENTS 1,025 425 625 29,079 29,679 30,729 30,729 0 0 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 60) 25 0 75 -40 -15 60 60 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 1.4 2.0 94.6 96.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 5 3 5 25 19 31 26 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 FUTURES ONLY POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 22,044 COMMITMENTS 650 150 475 20,895 21,179 22,020 21,804 24 240 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 590) 200 0 0 390 590 590 590 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 0.7 2.2 94.8 96.1 99.9 98.9 0.1 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 1 2 19 15 22 17 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 FUTURES ONLY POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 171,276 COMMITMENTS 9,200 31,806 3,749 158,281 135,711 171,230 171,266 46 10 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -443) -170 -1,940 -45 -238 1,542 -453 -443 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 18.6 2.2 92.4 79.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 7 7 5 40 38 49 48 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 FUTURES ONLY POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 55,095 COMMITMENTS 1,688 7,173 925 52,460 46,992 55,073 55,090 22 5 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -107) 386 550 -100 -393 -557 -107 -107 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 13.0 1.7 95.2 85.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 7 8 4 19 22 30 30 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A FUTURES ONLY POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 56,436 COMMITMENTS 350 3,325 660 55,298 52,071 56,308 56,056 128 380 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 175) 0 0 0 150 110 150 110 25 65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 5.9 1.2 98.0 92.3 99.8 99.3 0.2 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 2 3 29 27 33 30 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B FUTURES ONLY POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 57,959 COMMITMENTS 1,565 1,015 255 55,776 56,459 57,596 57,729 363 230 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -200) -50 -20 65 -215 -245 -200 -200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 1.8 0.4 96.2 97.4 99.4 99.6 0.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 1 7 3 30 25 33 33 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C FUTURES ONLY POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 64,526 COMMITMENTS 1,070 17,400 0 63,311 46,967 64,381 64,367 145 159 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 1,135) 295 0 0 1,110 1,135 1,405 1,135 -270 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 27.0 0.0 98.1 72.8 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 1 0 29 27 31 28 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F FUTURES ONLY POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 85,515 COMMITMENTS 1,520 24,400 0 83,889 60,833 85,409 85,233 106 282 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 890) 265 0 0 865 883 1,130 883 -240 7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 28.5 0.0 98.1 71.1 99.9 99.7 0.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 2 0 29 25 31 27 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K FUTURES ONLY POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 32,301 COMMITMENTS 400 800 0 31,729 31,461 32,129 32,261 172 40 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 154) 0 0 0 70 214 70 214 84 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 2.5 0.0 98.2 97.4 99.5 99.9 0.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 0 23 18 24 19 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L FUTURES ONLY POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 36,385 COMMITMENTS 1,725 420 75 34,525 35,722 36,325 36,217 60 168 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -30) 175 0 0 -205 -30 -30 -30 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 1.2 0.2 94.9 98.2 99.8 99.5 0.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 1 1 23 22 26 24 ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N FUTURES ONLY POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 12,345 COMMITMENTS 800 300 0 11,545 12,045 12,345 12,345 0 0 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -220) 0 0 0 -220 -220 -220 -220 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.5 2.4 0.0 93.5 97.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 16 12 17 13 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R FUTURES ONLY POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 18,936 COMMITMENTS 2,500 1,982 300 15,931 16,359 18,731 18,641 205 295 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 2,090) 800 0 0 1,290 2,090 2,090 2,090 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.2 10.5 1.6 84.1 86.4 98.9 98.4 1.1 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 3 1 20 22 24 26 NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP FUTURES ONLY POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 10,590 COMMITMENTS 0 170 305 9,900 9,975 10,205 10,450 385 140 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 500) 0 0 0 500 500 500 500 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.6 2.9 93.5 94.2 96.4 98.7 3.6 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 3 2 10 13 12 16 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ FUTURES ONLY POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 40,267 COMMITMENTS 400 350 600 39,267 39,217 40,267 40,167 0 100 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 254) 0 0 0 254 254 254 254 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.9 1.5 97.5 97.4 100.0 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 2 1 26 22 27 25 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 FUTURES ONLY POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 46,960 COMMITMENTS 1,200 1,550 0 45,440 45,340 46,640 46,890 320 70 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 865) 0 50 0 865 815 865 865 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 3.3 0.0 96.8 96.6 99.3 99.9 0.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 3 0 27 26 28 29 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC FUTURES ONLY POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 50,667 COMMITMENTS 1,575 0 300 48,692 50,182 50,567 50,482 100 185 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 720) 100 0 0 610 555 710 555 10 165 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 0.0 0.6 96.1 99.0 99.8 99.6 0.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 0 1 21 14 25 15 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE FUTURES ONLY POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 57,383 COMMITMENTS 2,205 2,000 175 54,848 55,023 57,228 57,198 155 185 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 1,145) 100 0 0 1,045 980 1,145 980 0 165 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 3.5 0.3 95.6 95.9 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 1 1 23 13 27 15 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF FUTURES ONLY POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 71,276 COMMITMENTS 155 152 829 70,229 69,990 71,213 70,971 63 305 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 1,136) 0 -1,695 810 326 2,021 1,136 1,136 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.2 1.2 98.5 98.2 99.9 99.6 0.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 1 2 1 31 29 33 31 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG FUTURES ONLY POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 93,485 COMMITMENTS 5,906 2,532 1,985 85,473 88,689 93,364 93,206 121 279 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 1,172) 190 -1,422 360 617 2,234 1,167 1,172 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 2.7 2.1 91.4 94.9 99.9 99.7 0.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 6 8 7 32 35 44 45 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM FUTURES ONLY POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 31,122 COMMITMENTS 275 0 0 30,795 31,122 31,070 31,122 52 0 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 750) 0 0 0 750 750 750 750 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.0 0.0 98.9 100.0 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 0 0 14 12 16 12 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS FUTURES ONLY POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 41,481 COMMITMENTS 843 4,755 334 40,055 36,147 41,232 41,236 249 245 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 75) -100 80 145 150 -150 195 75 -120 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 11.5 0.8 96.6 87.1 99.4 99.4 0.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 4 4 24 18 28 24 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT FUTURES ONLY POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 41,747 COMMITMENTS 3,320 1,550 1,850 36,122 38,042 41,292 41,442 455 305 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -265) 0 150 0 -265 -415 -265 -265 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.0 3.7 4.4 86.5 91.1 98.9 99.3 1.1 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 2 2 23 20 26 24 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW FUTURES ONLY POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 38,050 COMMITMENTS 0 2,020 290 37,690 35,600 37,980 37,910 70 140 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 1,424) 0 200 0 1,424 1,344 1,424 1,544 0 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.3 0.8 99.1 93.6 99.8 99.6 0.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 4 2 21 16 23 20 NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX FUTURES ONLY POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 34,120 COMMITMENTS 350 2,200 140 33,542 31,745 34,032 34,085 88 35 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 2,112) 0 0 0 2,112 2,112 2,112 2,112 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 6.4 0.4 98.3 93.0 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 2 1 18 14 21 16 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY FUTURES ONLY POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 25,913 COMMITMENTS 1,303 680 199 24,037 24,973 25,539 25,852 374 61 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 621) 5 0 35 911 576 951 611 -330 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 2.6 0.8 92.8 96.4 98.6 99.8 1.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 5 1 3 23 21 29 24 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ FUTURES ONLY POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 22,271 COMMITMENTS 1,421 25 301 20,434 21,805 22,156 22,131 115 140 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 1,595) 605 0 0 980 1,595 1,585 1,595 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 0.1 1.4 91.8 97.9 99.5 99.4 0.5 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 1 2 17 18 19 21 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 FUTURES ONLY POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 47,550 COMMITMENTS 1,475 8,765 225 45,598 38,540 47,298 47,530 252 20 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 65) -110 -80 75 100 70 65 65 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 18.4 0.5 95.9 81.1 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 5 3 2 29 26 34 31 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 FUTURES ONLY POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 34,244 COMMITMENTS 1,235 3,280 0 32,754 30,960 33,989 34,240 255 4 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 1,837) 0 570 0 1,837 1,267 1,837 1,837 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 9.6 0.0 95.6 90.4 99.3 100.0 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 4 0 28 22 30 26 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB FUTURES ONLY POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 21,711 COMMITMENTS 0 3,950 650 21,037 17,111 21,687 21,711 24 0 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 365) 0 0 0 365 365 365 365 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 18.2 3.0 96.9 78.8 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 2 1 16 16 17 18 PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC FUTURES ONLY POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 25 MWh OPEN INTEREST: 12,375 COMMITMENTS 0 100 0 12,374 12,275 12,374 12,375 1 0 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.8 0.0 100.0 99.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 14 12 14 13 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ FUTURES ONLY POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 16,690 COMMITMENTS 1,110 0 0 15,140 16,670 16,250 16,670 440 20 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 5) 0 0 0 5 5 5 5 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 0.0 0.0 90.7 99.9 97.4 99.9 2.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 0 0 18 11 21 11 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK FUTURES ONLY POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 17,020 COMMITMENTS 540 0 55 16,125 16,945 16,720 17,000 300 20 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -15) 0 0 0 -15 -15 -15 -15 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 0.0 0.3 94.7 99.6 98.2 99.9 1.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 0 1 20 12 23 13 PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL FUTURES ONLY POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Any Multiple of 800 800MWhs OPEN INTEREST: 3,403 COMMITMENTS 1,328 415 0 1,992 2,968 3,320 3,383 83 20 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.0 12.2 0.0 58.5 87.2 97.6 99.4 2.4 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 2 0 8 8 10 10 PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU FUTURES ONLY POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 10,005 COMMITMENTS 25 0 0 9,975 10,005 10,000 10,005 5 0 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 145) 0 0 0 220 145 220 145 -75 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.0 0.0 99.7 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 15 13 16 13 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ FUTURES ONLY POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 25,065 COMMITMENTS 960 125 50 23,487 24,785 24,497 24,960 568 105 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 545) 25 0 0 520 465 545 465 0 80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 0.5 0.2 93.7 98.9 97.7 99.6 2.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 2 2 19 12 23 15 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 FUTURES ONLY POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 23,460 COMMITMENTS 960 125 50 22,122 23,180 23,132 23,355 328 105 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 475) 25 0 0 450 395 475 395 0 80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 0.5 0.2 94.3 98.8 98.6 99.6 1.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 2 2 17 10 21 13 PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4 FUTURES ONLY POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 10,785 COMMITMENTS 0 325 0 10,585 10,400 10,585 10,725 200 60 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.0 0.0 98.1 96.4 98.1 99.4 1.9 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 2 0 14 14 14 16 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 FUTURES ONLY POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 22,548 COMMITMENTS 885 100 29 21,509 22,419 22,423 22,548 125 0 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -227) 325 0 -8 -544 -219 -227 -227 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 0.4 0.1 95.4 99.4 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 1 2 15 18 19 21 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 FUTURES ONLY POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 23,687 COMMITMENTS 859 150 29 22,663 23,508 23,551 23,687 136 0 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -221) 325 0 -8 -538 -213 -221 -221 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 0.6 0.1 95.7 99.2 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 1 2 15 18 18 21 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB FUTURES ONLY POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 111,549 COMMITMENTS 240 8,587 830 110,434 102,110 111,504 111,527 45 22 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 970) -325 565 225 1,070 180 970 970 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 7.7 0.7 99.0 91.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 3 9 4 36 31 41 42 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC FUTURES ONLY POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 352 MWh OPEN INTEREST: 122,456 COMMITMENTS 680 8,657 600 121,131 113,172 122,411 122,429 45 27 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 1,025) -325 565 185 1,165 275 1,025 1,025 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 7.1 0.5 98.9 92.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 6 9 4 40 35 48 46 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF FUTURES ONLY POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 216,734 COMMITMENTS 34,953 33,638 16,422 165,281 166,549 216,656 216,609 78 125 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -3,347) 74 -890 1,739 -5,107 -4,083 -3,294 -3,234 -53 -113 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.1 15.5 7.6 76.3 76.8 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 16 19 18 50 45 77 72 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL FUTURES ONLY POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 45,809 COMMITMENTS 2,445 300 115 42,921 45,349 45,481 45,764 328 45 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 150) 180 0 0 -30 130 150 130 0 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 0.7 0.3 93.7 99.0 99.3 99.9 0.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 2 2 22 12 27 15 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM FUTURES ONLY POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 42,199 COMMITMENTS 1,995 275 130 39,791 41,749 41,916 42,154 283 45 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 365) 180 0 0 185 345 365 345 0 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 0.7 0.3 94.3 98.9 99.3 99.9 0.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 2 2 21 13 26 16
Updated September 22, 2017