CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 7,135 COMMITMENTS 446 225 0 6,664 6,904 7,110 7,129 25 6 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 260) 40 100 0 220 160 260 260 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 3.2 0.0 93.4 96.8 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 5 2 0 7 8 12 10 NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 50,696 COMMITMENTS 17,056 25,123 20 33,620 25,553 50,696 50,696 0 0 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -250) -250 -150 0 0 -100 -250 -250 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.6 49.6 0.0 66.3 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 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 50,703 COMMITMENTS 7,192 7,854 1,221 42,264 41,628 50,677 50,703 26 0 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 122) 605 16 -131 -332 237 142 122 -20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.2 15.5 2.4 83.4 82.1 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 8 11 7 11 14 26 25 RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1 FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 36,599 COMMITMENTS 4,489 886 0 32,110 35,713 36,599 36,599 0 0 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -35) 0 -10 0 -35 -25 -35 -35 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 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 32,795 COMMITMENTS 2,340 0 350 30,095 32,445 32,785 32,795 10 0 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 315) -100 0 0 415 315 315 315 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.1 0.0 1.1 91.8 98.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 6 0 2 8 8 16 10 NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3 FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 37,430 COMMITMENTS 7,025 17,683 25 30,380 19,722 37,430 37,430 0 0 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 288) 400 100 -112 0 300 288 288 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.8 47.2 0.1 81.2 52.7 100.0 100.0 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 09/26/17 | --------------------------------------------------------------| 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 09/19/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 28,856 COMMITMENTS 14,500 13,495 600 13,756 14,761 28,856 28,856 0 0 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 650) 650 0 0 0 650 650 650 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.2 46.8 2.1 47.7 51.2 100.0 100.0 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 09/26/17 | --------------------------------------------------------------| 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 9,145 6,407 100 10,600 13,338 19,845 19,845 0 0 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 0) -100 0 0 100 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.1 32.3 0.5 53.4 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 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 39,719 COMMITMENTS 2,805 3,345 450 36,464 35,924 39,719 39,719 0 0 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -50) 0 0 0 -50 -50 -50 -50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.1 8.4 1.1 91.8 90.4 100.0 100.0 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 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 5,294,965 COMMITMENTS 1026747 35,827 628,464 3606852 4617216 5262063 5281507 32,902 13,458 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 31,979) -47,614 3,280 -4,501 86,789 31,474 34,674 30,253 -2,695 1,726 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.4 0.7 11.9 68.1 87.2 99.4 99.7 0.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233) 65 21 64 134 118 211 191 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 347,725 COMMITMENTS 88,110 190,799 48,923 205,847 99,800 342,880 339,522 4,845 8,203 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 34,557) 24,167 45,858 -17,767 26,353 -1,263 32,753 26,828 1,804 7,729 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.3 54.9 14.1 59.2 28.7 98.6 97.6 1.4 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 15 12 19 31 24 53 48 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 239,030 COMMITMENTS 9,686 6,958 3,950 206,794 223,067 220,430 233,975 18,600 5,055 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 12,773) 1,953 -470 549 9,309 11,346 11,811 11,425 962 1,348 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 2.9 1.7 86.5 93.3 92.2 97.9 7.8 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 6 2 4 28 28 35 33 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 103,289 COMMITMENTS 827 1,164 599 97,992 97,862 99,418 99,625 3,871 3,664 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 6,001) 522 1,164 -168 6,064 5,026 6,418 6,022 -417 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 1.1 0.6 94.9 94.7 96.3 96.5 3.7 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 1 2 30 30 32 32 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 274,841 COMMITMENTS 0 4,509 3,599 261,099 260,374 264,698 268,482 10,143 6,359 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 16,891) -197 3,476 675 16,291 14,512 16,769 18,663 122 -1,772 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.6 1.3 95.0 94.7 96.3 97.7 3.7 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 0 5 3 30 29 33 34 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 901,954 COMMITMENTS 0 17,898 7,221 885,170 873,093 892,391 898,212 9,563 3,742 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -5,718) -287 226 35 -3,308 -4,893 -3,560 -4,632 -2,158 -1,086 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.0 0.8 98.1 96.8 98.9 99.6 1.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 0 3 3 53 34 56 37 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 397,275 COMMITMENTS 6,627 0 240 374,231 388,313 381,098 388,553 16,177 8,722 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 4,881) 1,310 -160 -594 2,013 3,880 2,729 3,126 2,152 1,755 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 0.0 0.1 94.2 97.7 95.9 97.8 4.1 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 4 0 1 37 45 41 46 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 384,822 COMMITMENTS 1,022 0 521 367,206 379,342 368,749 379,863 16,073 4,959 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 6,731) 796 -248 -115 5,802 7,708 6,483 7,345 248 -614 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.0 0.1 95.4 98.6 95.8 98.7 4.2 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 2 0 1 44 42 46 43 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 231,510 COMMITMENTS 1,461 5,378 1,132 221,177 215,183 223,770 221,693 7,740 9,817 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 5,832) 124 3,105 -300 5,954 2,691 5,778 5,496 54 336 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 2.3 0.5 95.5 92.9 96.7 95.8 3.3 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 1 6 2 33 31 35 38 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 78,714 COMMITMENTS 0 2,156 626 73,610 70,228 74,236 73,010 4,478 5,704 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 6,812) 0 1,087 -353 7,324 7,360 6,971 8,094 -159 -1,282 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.7 0.8 93.5 89.2 94.3 92.8 5.7 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 2 1 27 24 28 26 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 22,003 COMMITMENTS 0 0 0 19,259 21,518 19,259 21,518 2,744 485 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 3,441) 0 0 0 3,069 3,286 3,069 3,286 372 155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 87.5 97.8 87.5 97.8 12.5 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 10 15 10 15 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 122,439 COMMITMENTS 1,542 460 1,363 111,905 117,116 114,810 118,939 7,629 3,500 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 3,579) -819 -88 446 4,406 3,352 4,033 3,710 -454 -131 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 0.4 1.1 91.4 95.7 93.8 97.1 6.2 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 2 20 16 22 18 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 163,742 COMMITMENTS 1,418 0 0 153,426 160,751 154,844 160,751 8,898 2,991 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 871) 310 0 0 316 694 626 694 245 177 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.0 0.0 93.7 98.2 94.6 98.2 5.4 1.8 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 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 91,368 COMMITMENTS 0 331 248 87,406 85,542 87,654 86,121 3,714 5,247 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 1,769) 0 331 248 1,038 246 1,286 825 483 944 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.4 0.3 95.7 93.6 95.9 94.3 4.1 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 1 17 16 18 17 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2 FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 18,930 COMMITMENTS 4,004 682 0 13,637 17,794 17,641 18,476 1,289 454 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 5,695) 3,224 682 0 1,632 5,077 4,856 5,759 839 -64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.2 3.6 0.0 72.0 94.0 93.2 97.6 6.8 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 4 2 0 13 22 17 24 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 562,711 COMMITMENTS 66,565 7,645 1,657 484,894 541,972 553,116 551,274 9,595 11,437 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 1,907) 7,068 -29 -1,521 -3,321 3,057 2,226 1,507 -319 400 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 1.4 0.3 86.2 96.3 98.3 98.0 1.7 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 7 4 4 54 52 63 58 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 122,937 COMMITMENTS 4,299 6,220 1,256 114,970 104,886 120,525 112,362 2,412 10,575 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 677) 62 1,157 561 -283 1,092 340 2,810 337 -2,133 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 5.1 1.0 93.5 85.3 98.0 91.4 2.0 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 4 3 25 21 30 25 EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6 FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 19,963 COMMITMENTS 432 912 248 16,303 17,861 16,983 19,021 2,980 942 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 1,426) 62 620 0 1,143 614 1,205 1,234 221 192 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 4.6 1.2 81.7 89.5 85.1 95.3 14.9 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 1 14 14 16 16 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8 FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 69,639 COMMITMENTS 0 2,251 0 67,284 63,865 67,284 66,116 2,355 3,523 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -1,953) 0 740 0 -2,371 -2,634 -2,371 -1,894 418 -59 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.2 0.0 96.6 91.7 96.6 94.9 3.4 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 2 0 18 18 18 20 HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 138,080 COMMITMENTS 15,810 2,449 0 121,502 132,526 137,312 134,975 768 3,105 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 48,807) 13,330 2,449 0 35,504 46,357 48,834 48,806 -27 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.4 1.8 0.0 88.0 96.0 99.4 97.8 0.6 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 5 4 0 23 29 28 33 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 156,546 COMMITMENTS 47,182 2,157 1,822 107,058 151,875 156,062 155,854 484 692 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 43,974) 11,629 627 1,791 30,550 41,614 43,970 44,032 4 -58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.1 1.4 1.2 68.4 97.0 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 9 5 3 27 45 37 52 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 145,686 COMMITMENTS 620 0 0 144,488 142,094 145,108 142,094 578 3,592 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 1,860) 620 -248 0 1,329 1,975 1,949 1,727 -89 133 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.0 0.0 99.2 97.5 99.6 97.5 0.4 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 0 0 22 21 23 21 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 259,413 COMMITMENTS 0 288 1,543 252,271 248,258 253,814 250,089 5,599 9,324 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 12,295) 0 151 44 12,522 10,596 12,566 10,791 -271 1,504 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.1 0.6 97.2 95.7 97.8 96.4 2.2 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 0 1 1 37 37 38 38 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 68,843 COMMITMENTS 0 2,414 932 61,875 60,505 62,807 63,851 6,036 4,992 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 779) 0 -1,396 340 162 1,376 502 320 277 459 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.5 1.4 89.9 87.9 91.2 92.7 8.8 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 1 13 17 14 18 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 112,055 COMMITMENTS 502 744 1,923 106,654 107,986 109,079 110,653 2,976 1,402 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 3,445) 372 744 -372 3,259 2,918 3,259 3,290 186 155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.7 1.7 95.2 96.4 97.3 98.7 2.7 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 1 1 23 24 24 26 NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY Code-0233BA FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 32,210 COMMITMENTS 718 0 0 25,840 30,274 26,558 30,274 5,652 1,936 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 0.0 0.0 80.2 94.0 82.5 94.0 17.5 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 19 14 20 14 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 136,342 COMMITMENTS 10,991 0 252 118,995 129,752 130,238 130,004 6,104 6,338 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 1,133) 86 0 0 884 738 970 738 163 395 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.1 0.0 0.2 87.3 95.2 95.5 95.4 4.5 4.6 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 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 115,778 COMMITMENTS 1,112 0 0 105,593 113,859 106,705 113,859 9,073 1,919 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 1,406) 744 0 0 54 1,102 798 1,102 608 304 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.0 0.0 91.2 98.3 92.2 98.3 7.8 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 0 20 19 21 19 NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 70,380 COMMITMENTS 755 248 0 68,991 69,673 69,746 69,921 634 459 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.4 0.0 98.0 99.0 99.1 99.3 0.9 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 0 12 17 13 18 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 141,339 COMMITMENTS 706 248 558 132,321 136,733 133,585 137,539 7,754 3,800 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 9,479) -163 31 558 10,497 8,184 10,892 8,773 -1,413 706 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.2 0.4 93.6 96.7 94.5 97.3 5.5 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 1 2 21 20 24 22 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 155,511 COMMITMENTS 0 4,891 8,014 136,303 136,471 144,317 149,376 11,194 6,135 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 5,739) -620 3,884 -175 4,881 3,318 4,086 7,027 1,653 -1,288 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.1 5.2 87.6 87.8 92.8 96.1 7.2 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 0 3 3 33 29 36 33 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 21,287 COMMITMENTS 2,081 0 0 17,691 20,622 19,772 20,622 1,515 665 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 3,534) 1,331 0 0 2,201 3,441 3,532 3,441 2 93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.8 0.0 0.0 83.1 96.9 92.9 96.9 7.1 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 0 0 14 12 18 12 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 34,646 COMMITMENTS 0 0 0 32,608 34,008 32,608 34,008 2,038 638 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 4,116) 0 0 0 3,984 4,292 3,984 4,292 132 -176 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 94.1 98.2 94.1 98.2 5.9 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 0 0 14 15 14 15 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 193,466 COMMITMENTS 10,272 2,218 402 174,768 180,689 185,442 183,309 8,024 10,157 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 6,591) 0 -714 -232 5,345 8,189 5,113 7,243 1,478 -652 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 1.1 0.2 90.3 93.4 95.9 94.7 4.1 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 1 3 2 35 32 38 35 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 106,137 COMMITMENTS 0 0 0 101,786 99,910 101,786 99,910 4,351 6,227 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -1,760) -852 0 -248 -1,514 -2,182 -2,614 -2,430 854 670 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 95.9 94.1 95.9 94.1 4.1 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 0 0 23 27 23 27 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 101,087 COMMITMENTS 248 0 0 93,054 97,461 93,302 97,461 7,785 3,626 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 3,269) 0 0 0 3,793 3,210 3,793 3,210 -524 59 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.0 0.0 92.1 96.4 92.3 96.4 7.7 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 0 0 27 20 28 20 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 75,599 COMMITMENTS 3,232 0 428 65,971 71,716 69,631 72,144 5,968 3,455 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 1,356) 120 0 0 1,665 2,974 1,785 2,974 -429 -1,618 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 0.0 0.6 87.3 94.9 92.1 95.4 7.9 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 0 1 18 22 20 23 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4 FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 24,935 COMMITMENTS 712 903 120 24,041 23,821 24,873 24,844 62 91 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -899) 712 775 0 -1,519 -1,399 -807 -624 -92 -275 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 3.6 0.5 96.4 95.5 99.8 99.6 0.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 2 1 15 22 18 24 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 131,085 COMMITMENTS 0 0 0 122,795 125,753 122,795 125,753 8,290 5,332 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 588) 0 0 0 1,454 743 1,454 743 -866 -155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 93.7 95.9 93.7 95.9 6.3 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 0 0 0 31 19 31 19 TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 71,124 COMMITMENTS 0 0 0 60,498 69,086 60,498 69,086 10,626 2,038 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 364) 0 0 0 604 1,218 604 1,218 -240 -854 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 85.1 97.1 85.1 97.1 14.9 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 15 18 15 18 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 78,897 COMMITMENTS 17,251 4,532 1,852 59,137 71,950 78,240 78,334 657 563 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -84) 20 -84 -20 -84 0 -84 -104 0 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.9 5.7 2.3 75.0 91.2 99.2 99.3 0.8 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 10 6 9 38 36 53 46 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 32,379 COMMITMENTS 1,575 325 475 30,329 31,579 32,379 32,379 0 0 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 1,650) 550 -100 -150 1,250 1,900 1,650 1,650 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 1.0 1.5 93.7 97.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 4 4 5 25 18 31 25 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 22,164 COMMITMENTS 625 125 425 21,114 21,614 22,164 22,164 0 0 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 120) -25 -25 -50 219 435 144 360 -24 -240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 0.6 1.9 95.3 97.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 1 1 21 18 24 19 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 173,290 COMMITMENTS 9,855 31,746 3,824 159,565 137,709 173,244 173,279 46 11 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 2,014) 655 -60 75 1,284 1,998 2,014 2,013 0 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 18.3 2.2 92.1 79.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 8 7 5 40 38 50 48 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 55,479 COMMITMENTS 1,588 7,748 1,525 52,344 46,201 55,457 55,474 22 5 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 384) -100 575 600 -116 -791 384 384 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 14.0 2.7 94.3 83.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 9 7 8 18 22 31 33 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 56,126 COMMITMENTS 350 3,325 660 54,888 51,761 55,898 55,746 228 380 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -310) 0 0 0 -410 -310 -410 -310 100 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 5.9 1.2 97.8 92.2 99.6 99.3 0.4 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 2 3 29 27 33 30 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 63,153 COMMITMENTS 1,865 1,115 380 60,710 61,558 62,955 63,053 198 100 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 5,194) 300 100 125 4,934 5,099 5,359 5,324 -165 -130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 1.8 0.6 96.1 97.5 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 1 6 4 32 28 36 36 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 65,261 COMMITMENTS 1,070 17,400 0 64,046 47,702 65,116 65,102 145 159 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 735) 0 0 0 735 735 735 735 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 26.7 0.0 98.1 73.1 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 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 88,120 COMMITMENTS 1,520 24,550 0 86,494 63,288 88,014 87,838 106 282 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 2,605) 0 150 0 2,605 2,455 2,605 2,605 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 27.9 0.0 98.2 71.8 99.9 99.7 0.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 2 0 30 25 32 27 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 33,036 COMMITMENTS 400 800 0 32,464 32,196 32,864 32,996 172 40 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 735) 0 0 0 735 735 735 735 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 2.4 0.0 98.3 97.5 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 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 36,085 COMMITMENTS 1,725 420 75 34,225 35,422 36,025 35,917 60 168 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -300) 0 0 0 -300 -300 -300 -300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 1.2 0.2 94.8 98.2 99.8 99.5 0.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 1 1 23 21 26 23 ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 12,445 COMMITMENTS 900 300 0 11,545 12,145 12,445 12,445 0 0 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 100) 100 0 0 0 100 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 2.4 0.0 92.8 97.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 1 0 16 12 18 13 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 19,691 COMMITMENTS 2,500 1,832 550 16,436 17,014 19,486 19,396 205 295 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 755) 0 -150 250 505 655 755 755 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.7 9.3 2.8 83.5 86.4 99.0 98.5 1.0 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 4 4 2 20 22 25 27 NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 10,990 COMMITMENTS 0 170 305 10,300 10,375 10,605 10,850 385 140 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 400) 0 0 0 400 400 400 400 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.5 2.8 93.7 94.4 96.5 98.7 3.5 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 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 40,972 COMMITMENTS 400 400 600 39,972 39,872 40,972 40,872 0 100 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 705) 0 50 0 705 655 705 705 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 1.0 1.5 97.6 97.3 100.0 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 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 47,185 COMMITMENTS 1,800 1,500 50 45,015 45,565 46,865 47,115 320 70 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 225) 600 -50 50 -425 225 225 225 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 3.2 0.1 95.4 96.6 99.3 99.9 0.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 2 1 27 26 29 29 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 52,107 COMMITMENTS 1,575 0 300 50,132 51,622 52,007 51,922 100 185 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 1,440) 0 0 0 1,440 1,440 1,440 1,440 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 0.0 0.6 96.2 99.1 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 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 59,363 COMMITMENTS 2,355 2,000 175 56,678 57,003 59,208 59,178 155 185 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 1,980) 150 0 0 1,830 1,980 1,980 1,980 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 3.4 0.3 95.5 96.0 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 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 73,041 COMMITMENTS 155 377 321 72,502 72,028 72,978 72,726 63 315 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 1,765) 0 225 -508 2,273 2,038 1,765 1,755 0 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.5 0.4 99.3 98.6 99.9 99.6 0.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 1 1 1 31 29 33 30 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 95,335 COMMITMENTS 5,626 2,968 1,740 87,848 90,333 95,214 95,041 121 294 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 1,850) -280 436 -245 2,375 1,644 1,850 1,835 0 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 3.1 1.8 92.1 94.8 99.9 99.7 0.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 6 9 7 32 33 44 44 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 32,072 COMMITMENTS 425 50 0 31,595 32,022 32,020 32,072 52 0 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 950) 150 50 0 800 900 950 950 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 0.2 0.0 98.5 99.8 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 0 14 12 16 13 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 41,231 COMMITMENTS 863 4,755 334 39,785 35,897 40,982 40,986 249 245 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -250) 20 0 0 -270 -250 -250 -250 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 11.5 0.8 96.5 87.1 99.4 99.4 0.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 4 4 24 19 28 25 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 41,062 COMMITMENTS 3,220 1,550 1,850 35,517 37,537 40,587 40,937 475 125 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -685) -100 0 0 -605 -505 -705 -505 20 -180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.8 3.8 4.5 86.5 91.4 98.8 99.7 1.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 2 2 24 22 28 26 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 39,795 COMMITMENTS 25 2,820 290 39,410 36,545 39,725 39,655 70 140 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 1,745) 25 800 0 1,720 945 1,745 1,745 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 7.1 0.7 99.0 91.8 99.8 99.6 0.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 4 2 22 16 25 20 NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| 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 09/19/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 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 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 27,555 COMMITMENTS 1,303 730 194 25,674 26,570 27,171 27,494 384 61 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 1,642) 0 50 -5 1,637 1,597 1,632 1,642 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 2.6 0.7 93.2 96.4 98.6 99.8 1.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 5 1 3 22 21 28 24 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| 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 09/19/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 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 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 49,935 COMMITMENTS 2,270 9,140 175 47,238 40,610 49,683 49,925 252 10 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 2,385) 795 375 -50 1,640 2,070 2,385 2,395 0 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 18.3 0.4 94.6 81.3 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 5 4 2 30 28 35 34 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 36,117 COMMITMENTS 1,230 3,880 0 34,632 32,233 35,862 36,113 255 4 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 1,873) -5 600 0 1,878 1,273 1,873 1,873 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 10.7 0.0 95.9 89.2 99.3 100.0 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 4 0 30 22 32 26 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 22,461 COMMITMENTS 0 3,950 650 21,787 17,861 22,437 22,461 24 0 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 750) 0 0 0 750 750 750 750 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 17.6 2.9 97.0 79.5 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 2 1 16 17 17 19 PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 25 MWh OPEN INTEREST: 12,374 COMMITMENTS 0 100 0 12,373 12,274 12,373 12,374 1 0 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -1) 0 0 0 -1 -1 -1 -1 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 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 17,990 COMMITMENTS 1,110 0 0 16,440 17,970 17,550 17,970 440 20 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 1,300) 0 0 0 1,300 1,300 1,300 1,300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 0.0 0.0 91.4 99.9 97.6 99.9 2.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 0 0 18 12 21 12 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,310 COMMITMENTS 540 0 55 17,415 18,235 18,010 18,290 300 20 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 1,290) 0 0 0 1,290 1,290 1,290 1,290 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 0.0 0.3 95.1 99.6 98.4 99.9 1.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 0 1 20 13 23 14 PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| 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 09/19/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 09/26/17 | --------------------------------------------------------------| 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 09/19/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 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 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 23,715 COMMITMENTS 1,090 150 50 22,429 23,435 23,569 23,635 146 80 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -1,350) 130 25 0 -1,058 -1,350 -928 -1,325 -422 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 0.6 0.2 94.6 98.8 99.4 99.7 0.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 2 2 21 16 25 19 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 22,095 COMMITMENTS 1,090 150 50 20,387 21,790 21,527 21,990 568 105 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -1,365) 130 25 0 -1,735 -1,390 -1,605 -1,365 240 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 0.7 0.2 92.3 98.6 97.4 99.5 2.6 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 2 2 18 14 22 17 PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4 FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| 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 09/19/17 (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 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 22,773 COMMITMENTS 885 100 29 21,734 22,644 22,648 22,773 125 0 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 225) 0 0 0 225 225 225 225 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 0.4 0.1 95.4 99.4 99.5 100.0 0.5 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 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 23,912 COMMITMENTS 859 150 29 22,888 23,733 23,776 23,912 136 0 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 225) 0 0 0 225 225 225 225 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 0.6 0.1 95.7 99.3 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 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 114,932 COMMITMENTS 265 8,717 830 113,792 105,357 114,887 114,904 45 28 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 3,383) 25 130 0 3,358 3,247 3,383 3,377 0 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 7.6 0.7 99.0 91.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 3 9 4 36 30 41 41 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 352 MWh OPEN INTEREST: 128,803 COMMITMENTS 748 9,042 902 127,108 118,822 128,758 128,766 45 37 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 6,347) 68 385 302 5,977 5,650 6,347 6,337 0 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 7.0 0.7 98.7 92.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 6 9 5 40 34 48 46 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 227,115 COMMITMENTS 35,501 34,315 18,201 173,331 174,473 227,033 226,989 82 126 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 10,381) 548 677 1,779 8,050 7,924 10,377 10,380 4 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.6 15.1 8.0 76.3 76.8 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 15 21 17 46 44 72 71 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 44,154 COMMITMENTS 2,445 300 115 41,266 43,694 43,826 44,109 328 45 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -1,655) 0 0 0 -1,655 -1,655 -1,655 -1,655 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 0.7 0.3 93.5 99.0 99.3 99.9 0.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 2 2 23 13 28 16 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 40,794 COMMITMENTS 1,995 275 130 38,386 40,344 40,511 40,749 283 45 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -1,405) 0 0 0 -1,405 -1,405 -1,405 -1,405 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 0.7 0.3 94.1 98.9 99.3 99.9 0.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 2 2 22 14 27 17
Updated September 29, 2017