NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV                       Code-00639X
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       47,834
COMMITMENTS
  16,814   22,703       20   31,000   25,111   47,834   47,834        0        0

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:        180)
    -100      380        0      280     -200      180      180        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.2     47.5      0.0     64.8     52.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        9        2        9        7       16       16                  
 
 
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV               Code-00639Y
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       48,059
COMMITMENTS
   5,317    6,557      741   41,985   40,761   48,043   48,059       16        0

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:      1,750)
     425      147        1    1,324    1,602    1,750    1,750        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1     13.6      1.5     87.4     84.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       8        8        5       11       15       23       25                  
 
 
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV                           Code-0063A1
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       36,099
COMMITMENTS
   4,489      886        0   31,605   35,213   36,094   36,099        5        0

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4      2.5      0.0     87.6     97.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        4        0        8        9       10       13                  
 
 
CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV               Code-0063A2
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       33,135
COMMITMENTS
   2,390        0      300   30,445   32,835   33,135   33,135        0        0

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:          0)
      50        0      -50        0       50        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2      0.0      0.9     91.9     99.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       7        0        1        9        8       17        9                  
 
 
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV                       Code-0063A3
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       37,430
COMMITMENTS
   6,825   17,733       25   30,580   19,672   37,430   37,430        0        0

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:       -100)
    -300       50        0      200     -150     -100     -100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.2     47.4      0.1     81.7     52.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       7        6        1        8        6       15       13                  
 
 
NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV                       Code-0063A4
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       26,067
COMMITMENTS
   4,757    7,930        0   21,310   18,137   26,067   26,067        0        0

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:        100)
     100     -100        0        0      200      100      100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.2     30.4      0.0     81.8     69.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       6        6        0        7        4       13       10                  
 
 
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV               Code-0063AB
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       28,456
COMMITMENTS
  13,650   13,395      600   14,206   14,461   28,456   28,456        0        0

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:       -200)
    -650     -100        0      450     -100     -200     -200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.0     47.1      2.1     49.9     50.8    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 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       20,895
COMMITMENTS
   9,795    6,407      100   11,000   14,388   20,895   20,895        0        0

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:      1,150)
     750        0        0      400    1,150    1,150    1,150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.9     30.7      0.5     52.6     68.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       7        4        1        7        6       15       10                  
 
 
RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV                           Code-0063AR
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       40,594
COMMITMENTS
   3,055    3,145      550   36,989   36,899   40,594   40,594        0        0

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:      1,525)
       0        0      250    1,275    1,275    1,525    1,525        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.5      7.7      1.4     91.1     90.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        7        4       12       13       17       22                  
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    5,199,700
COMMITMENTS
 966,532   45,783  673,218  3526793  4468009  5166543  5187010   33,157   12,690

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:     51,174)
 -43,956    4,655   46,307   49,211      842   51,562   51,804     -388     -630

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.6      0.9     12.9     67.8     85.9     99.4     99.8      0.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      225)
      55       26       61      132      114      207      181                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      297,421
COMMITMENTS
  69,761  161,468   47,982  177,011   87,444  294,754  296,894    2,667      527

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:     11,796)
  -2,827   -4,235   10,514    4,127    5,434   11,814   11,713      -18       83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.5     54.3     16.1     59.5     29.4     99.1     99.8      0.9      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      17        6       17       25       21       46       40                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      245,851
COMMITMENTS
   7,421    7,422    2,885  217,807  231,395  228,113  241,702   17,738    4,149

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:     -1,352)
  -2,222      457   -1,602    1,655     -199   -2,169   -1,344      817       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0      3.0      1.2     88.6     94.1     92.8     98.3      7.2      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        4        4       29       26       35       31                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      101,280
COMMITMENTS
      33    1,111      982   93,471   96,105   94,486   98,198    6,794    3,082

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:     -8,024)
  -1,511    1,001     -270   -9,187   -6,345  -10,968   -5,614    2,944   -2,410

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.1      1.0     92.3     94.9     93.3     97.0      6.7      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        2        3       25       26       28       29                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      265,954
COMMITMENTS
     520    2,434    2,961  250,770  246,533  254,251  251,928   11,703   14,026

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:    -17,231)
     520   -3,241     -440  -18,930  -20,972  -18,850  -24,653    1,619    7,422

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      0.9      1.1     94.3     92.7     95.6     94.7      4.4      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        2        3       22       21       25       24                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      865,980
COMMITMENTS
   3,746   17,332    6,680  846,861  840,266  857,287  864,278    8,693    1,702

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:      8,285)
   1,812       27     -458   10,017    9,395   11,371    8,964   -3,086     -679

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      2.0      0.8     97.8     97.0     99.0     99.8      1.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       1        3        3       51       32       55       35                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      394,787
COMMITMENTS
   4,860    3,746      240  373,653  381,859  378,753  385,845   16,034    8,942

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:    -11,467)
  -1,333      119     -459  -10,911  -10,968  -12,703  -11,308    1,236     -159

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      0.9      0.1     94.6     96.7     95.9     97.7      4.1      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       2        1        1       31       37       33       39                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      363,542
COMMITMENTS
     210        0      772  346,255  355,811  347,237  356,583   16,305    6,959

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:    -37,867)
    -988        0      369  -35,518  -15,633  -36,137  -15,264   -1,730  -22,603

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      0.0      0.2     95.2     97.9     95.5     98.1      4.5      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       1        0        1       39       40       40       41                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      218,284
COMMITMENTS
   2,221      413    1,090  206,112  207,732  209,423  209,235    8,861    9,049

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:    -16,494)
     814   -5,515     -219  -10,765   -8,324  -10,170  -14,058   -6,324   -2,436

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      0.2      0.5     94.4     95.2     95.9     95.9      4.1      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        1        2       30       29       32       32                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       72,888
COMMITMENTS
       0    1,989       79   68,591   65,673   68,670   67,741    4,218    5,147

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:     -6,565)
       0      475      -41   -7,006   -5,681   -7,047   -5,247      482   -1,318

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.7      0.1     94.1     90.1     94.2     92.9      5.8      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        2        1       23       24       24       26                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      115,279
COMMITMENTS
   1,809        0    1,271  104,740  110,870  107,820  112,141    7,459    3,138

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:     -9,432)
     -35     -463     -123   -8,953   -7,244   -9,111   -7,830     -321   -1,602

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      0.0      1.1     90.9     96.2     93.5     97.3      6.5      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        1       17       17       18       18                  
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      155,734
COMMITMENTS
       0        0        0  145,996  150,068  145,996  150,068    9,738    5,666

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:    -10,531)
  -1,056        0      -60   -8,274  -10,351   -9,390  -10,411   -1,141     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     93.7     96.4     93.7     96.4      6.3      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        0        0       22       21       22       21                  
 
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                      Code-0233A2
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       16,384
COMMITMENTS
   3,658      682        0   11,889   15,268   15,547   15,950      837      434

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:     -6,630)
    -780        0        0   -5,584   -5,976   -6,364   -5,976     -266     -654

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.3      4.2      0.0     72.6     93.2     94.9     97.4      5.1      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        2        0       10       16       14       18                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      534,518
COMMITMENTS
  65,081    4,568    2,944  458,308  517,425  526,333  524,937    8,185    9,581

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:    -28,926)
  -5,155   -2,535      764  -20,478  -21,903  -24,869  -23,674   -4,057   -5,252

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2      0.9      0.6     85.7     96.8     98.5     98.2      1.5      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
       7        5        8       48       49       60       57                  
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      125,146
COMMITMENTS
   4,325    3,622      815  115,554  112,619  120,694  117,056    4,452    8,090

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:     -8,907)
     145   -3,925     -925   -9,733   -6,005  -10,513  -10,855    1,606    1,948

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5      2.9      0.7     92.3     90.0     96.4     93.5      3.6      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        1        2       19       22       22       24                  
 
 
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV             Code-0233A6
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       16,677
COMMITMENTS
     713      620        0   12,753   15,685   13,466   16,305    3,211      372

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:     -5,400)
     188     -292     -248   -5,091   -4,290   -5,151   -4,830     -249     -570

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3      3.7      0.0     76.5     94.1     80.7     97.8     19.3      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        0        9       12       11       13                  
 
 
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV      Code-0233AH
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      126,491
COMMITMENTS
  28,365    3,553        0   97,691  121,981  126,056  125,534      435      957

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:    -54,937)
 -30,824   -1,170     -211  -17,303  -41,422  -48,338  -42,803   -6,599  -12,134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.4      2.8      0.0     77.2     96.4     99.7     99.2      0.3      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
       9        8        0       26       39       35       47                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      134,221
COMMITMENTS
     620      480        0  131,833  131,045  132,453  131,525    1,768    2,696

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:    -13,548)
       0      480        0  -13,918  -13,382  -13,918  -12,902      370     -646

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      0.4      0.0     98.2     97.6     98.7     98.0      1.3      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        0       17       18       18       19                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      261,417
COMMITMENTS
   1,851      738    1,422  251,883  248,078  255,156  250,238    6,261   11,179

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:     -7,348)
   1,851      450     -121   -7,406   -7,882   -5,676   -7,553   -1,672      205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      0.3      0.5     96.4     94.9     97.6     95.7      2.4      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        1        1       30       33       32       34                  
 
 
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV          Code-0233B1
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      101,736
COMMITMENTS
     514        0    1,911   97,495   98,979   99,920  100,890    1,816      846

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:    -11,482)
      12     -744      -12  -10,761   -9,953  -10,761  -10,709     -721     -773

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      0.0      1.9     95.8     97.3     98.2     99.2      1.8      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        1       19       21       20       22                  
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      135,390
COMMITMENTS
  11,445        0      272  117,291  126,428  129,008  126,700    6,382    8,690

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:     -6,391)
    -247        0       20   -6,777   -8,217   -7,004   -8,197      613    1,806

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.5      0.0      0.2     86.6     93.4     95.3     93.6      4.7      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        0        1       22       16       24       17                  
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      110,411
COMMITMENTS
       0        0        0  101,821  107,515  101,821  107,515    8,590    2,896

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:     -6,867)
  -1,081        0        0   -4,372   -6,148   -5,453   -6,148   -1,414     -719

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     92.2     97.4     92.2     97.4      7.8      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       18       18       18       18                  
 
 
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV  Code-0233BD
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       61,836
COMMITMENTS
       0      465        0   61,557   61,247   61,557   61,712      279      124

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:     -8,730)
    -755        0        0   -7,290   -8,670   -8,045   -8,670     -685      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.8      0.0     99.5     99.0     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        0       10       15       10       17                  
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      145,723
COMMITMENTS
   1,973        0      124  134,019  141,427  136,116  141,551    9,607    4,172

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:      1,891)
   1,570      -89     -345      709    2,189    1,934    1,755      -43      136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      0.0      0.1     92.0     97.1     93.4     97.1      6.6      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        0        1       18       17       21       18                  
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      147,710
COMMITMENTS
       0      952    7,942  128,376  132,631  136,318  141,525   11,392    6,185

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:    -13,689)
       0   -4,277     -252  -11,315   -9,878  -11,567  -14,407   -2,122      718

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.6      5.4     86.9     89.8     92.3     95.8      7.7      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        1        2       27       23       29       25                  
 
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                               Code-0233BW
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       15,378
COMMITMENTS
   1,302        0        0   13,127   15,192   14,429   15,192      949      186

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:     -5,940)
    -810        0        0   -4,564   -4,830   -5,374   -4,830     -566   -1,110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.5      0.0      0.0     85.4     98.8     93.8     98.8      6.2      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        0       11       10       13       10                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       26,943
COMMITMENTS
       0        0        0   24,565   26,478   24,565   26,478    2,378      465

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:     -7,424)
       0        0        0   -5,150   -6,914   -5,150   -6,914   -2,274     -510

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     91.2     98.3     91.2     98.3      8.8      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       11       13       11       13                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      178,107
COMMITMENTS
   8,700    1,267      787  158,927  166,958  168,414  169,012    9,693    9,095

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:    -16,477)
  -1,572     -511     -615  -13,426  -14,546  -15,613  -15,672     -864     -805

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9      0.7      0.4     89.2     93.7     94.6     94.9      5.4      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        1        2       30       30       33       32                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:      104,391
COMMITMENTS
       0        0        0   99,924   97,718   99,924   97,718    4,467    6,673

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:     -4,905)
       0        0        0   -4,675   -5,015   -4,675   -5,015     -230      110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     95.7     93.6     95.7     93.6      4.3      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        0        0       22       25       22       25                  
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       96,791
COMMITMENTS
       0        0        0   88,205   93,049   88,205   93,049    8,586    3,742

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:     -5,523)
    -248        0        0   -4,929   -5,969   -5,177   -5,969     -346      446

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     91.1     96.1     91.1     96.1      8.9      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       20       17       20       17                  
 
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CZ
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       68,471
COMMITMENTS
   2,736      360        0   59,612   65,314   62,348   65,674    6,123    2,797

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:     -7,752)
    -158       60     -856   -6,175   -5,011   -7,189   -5,807     -563   -1,945

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      0.5      0.0     87.1     95.4     91.1     95.9      8.9      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        0       15       18       16       19                  
 
 
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       20,975
COMMITMENTS
     837      868        0   19,859   20,076   20,696   20,944      279       31

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:     -7,616)
     -30      120     -120   -7,083   -6,056   -7,233   -6,056     -383   -1,560

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      4.1      0.0     94.7     95.7     98.7     99.9      1.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        0       12       15       14       17                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:      122,983
COMMITMENTS
       0        0        0  111,145  118,651  111,145  118,651   11,838    4,332

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:    -11,474)
       0        0        0  -10,658  -10,658  -10,658  -10,658     -816     -816

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     90.4     96.5     90.4     96.5      9.6      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        0        0       24       17       24       17                  
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:       74,617
COMMITMENTS
  16,649    4,416    1,153   55,835   68,310   73,637   73,879      980      738

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:     -5,006)
    -649     -483     -662   -3,098   -3,696   -4,409   -4,841     -597     -165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.3      5.9      1.5     74.8     91.5     98.7     99.0      1.3      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      11        6       10       33       34       49       45                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       30,814
COMMITMENTS
   1,395      200      275   29,144   30,339   30,814   30,814        0        0

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:        725)
       5        0       25      695      700      725      725        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5      0.6      0.9     94.6     98.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       5        3        2       24       18       29       23                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:       19,579
COMMITMENTS
     250        0      450   18,879   19,129   19,579   19,579        0        0

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:       -285)
    -125        0      100     -260     -385     -285     -285        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      0.0      2.3     96.4     97.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        0        2       21       18       24       20                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:      167,496
COMMITMENTS
   9,785   28,954    4,191  153,474  134,336  167,450  167,481       46       15

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:     -9,169)
      20   -2,922      -13   -6,249   -2,558   -6,242   -5,493   -2,927   -3,676

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.8     17.3      2.5     91.6     80.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       6        8        6       40       36       49       47                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       55,926
COMMITMENTS
   1,336    7,350    1,439   53,136   47,137   55,911   55,926       15        0

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:     -1,448)
    -798     -723      -36     -607     -684   -1,441   -1,443       -7       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4     13.1      2.6     95.0     84.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       7        5        6       18       20       29       28                  
 
 
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV                    Code-06439A
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       57,258
COMMITMENTS
     315    3,575      745   55,977   52,538   57,037   56,858      221      400

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:     -1,412)
      50      150     -200     -890   -1,367   -1,040   -1,417     -372        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      6.2      1.3     97.8     91.8     99.6     99.3      0.4      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        3        2       27       26       30       30                  
 
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                Code-06439B
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       64,628
COMMITMENTS
   1,243    1,075      912   62,257   62,471   64,412   64,458      216      170

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:       -341)
    -387       50      237      286      191      136      478     -477     -819

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      1.7      1.4     96.3     96.7     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        4        4       33       27       37       34                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       63,430
COMMITMENTS
   1,528   17,550        0   61,839   45,706   63,367   63,256       63      174

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:     -2,106)
      78      100        0   -1,877   -1,861   -1,799   -1,761     -307     -345

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4     27.7      0.0     97.5     72.1     99.9     99.7      0.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        2        0       27       25       31       27                  
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       85,221
COMMITMENTS
   2,698   18,650        0   82,491   66,381   85,189   85,031       32      190

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:     -3,239)
     298   -6,100        0   -2,999    3,323   -2,701   -2,777     -538     -462

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2     21.9      0.0     96.8     77.9    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        2        0       29       26       33       28                  
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       33,924
COMMITMENTS
     300        0        0   33,474   33,894   33,774   33,894      150       30

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:     -1,067)
    -100     -800        0     -945     -257   -1,045   -1,057      -22      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      0.0      0.0     98.7     99.9     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        0       22       19       23       19                  
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       37,605
COMMITMENTS
   1,675      420        0   35,870   37,029   37,545   37,449       60      156

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:        990)
     -50        0      -75    1,115    1,077      990    1,002        0      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5      1.1      0.0     95.4     98.5     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        1        0       23       20       26       21                  
 
 
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV               Code-06439N
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       11,760
COMMITMENTS
   1,200        0        0   10,560   11,760   11,760   11,760        0        0

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:       -800)
       0        0        0     -800     -800     -800     -800        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.2      0.0      0.0     89.8    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        0        0       17       14       20       14                  
 
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                 Code-06439R
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       19,816
COMMITMENTS
   2,150    1,782    1,100   16,371   16,639   19,621   19,521      195      295

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:       -515)
    -100     -300      200     -605     -415     -505     -515      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.8      9.0      5.6     82.6     84.0     99.0     98.5      1.0      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        4        2       23       24       29       28                  
 
 
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643AP
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        9,890
COMMITMENTS
       0      215      210    9,335    9,330    9,545    9,755      345      135

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:     -1,100)
       0       45      -95     -820   -1,005     -915   -1,055     -185      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.2      2.1     94.4     94.3     96.5     98.6      3.5      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        3        1       10       12       11       15                  
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       41,403
COMMITMENTS
       0      400        0   41,403   40,913   41,403   41,313        0       90

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:     -1,219)
    -400      -50     -600     -219     -559   -1,219   -1,209        0      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.0      0.0    100.0     98.8    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        3        0       26       23       26       26                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       51,055
COMMITMENTS
   1,700    1,150       50   48,480   49,795   50,230   50,995      825       60

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:        -25)
       0     -350        0     -520      335     -520      -15      495      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3      2.3      0.1     95.0     97.5     98.4     99.9      1.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        2        1       24       23       26       26                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       48,060
COMMITMENTS
   1,405        0      335   46,125   47,530   47,865   47,865      195      195

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:     -4,062)
     -65       -5        5   -3,147   -3,907   -3,207   -3,907     -855     -155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      0.0      0.7     96.0     98.9     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        0        1       20       13       24       14                  
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       55,816
COMMITMENTS
   2,130    1,800      175   53,361   53,676   55,666   55,651      150      165

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:     -3,532)
     -90     -200        0   -2,242   -3,252   -2,332   -3,452   -1,200      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      3.2      0.3     95.6     96.2     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        1        1       22       12       26       14                  
 
 
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643BF
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       70,428
COMMITMENTS
     729        0      218   69,340   69,918   70,287   70,136      141      292

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:     -3,317)
     472        0     -423   -3,444   -2,871   -3,395   -3,294       78      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      0.0      0.3     98.5     99.3     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        0        1       29       30       31       31                  
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       92,097
COMMITMENTS
   6,230    1,484    1,588   83,943   88,761   91,761   91,833      336      264

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:     -4,281)
     599     -899     -632   -4,443   -2,735   -4,476   -4,266      195      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.8      1.6      1.7     91.1     96.4     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       6        9        3       30       32       38       42                  
 
 
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643BS
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       38,513
COMMITMENTS
     931    4,630      199   37,145   33,484   38,275   38,313      238      200

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:     -2,418)
      33     -125     -100   -2,340   -1,581   -2,407   -1,806      -11     -612

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4     12.0      0.5     96.4     86.9     99.4     99.5      0.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        2        3       24       17       28       21                  
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       40,676
COMMITMENTS
   3,120    1,500    1,850   35,181   37,201   40,151   40,551      525      125

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:     -3,235)
    -100      -50        0   -3,125   -2,563   -3,225   -2,613      -10     -622

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.7      3.7      4.5     86.5     91.5     98.7     99.7      1.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        3        2       25       21       28       26                  
 
 
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BW
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       41,369
COMMITMENTS
      25    3,400      235   41,044   37,499   41,304   41,134       65      235

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:       -684)
       0      460      -55       21   -1,154      -34     -749     -650       65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      8.2      0.6     99.2     90.6     99.8     99.4      0.2      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        3        1       22       17       24       20                  
 
 
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BX
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       34,747
COMMITMENTS
     350    2,885       25   34,076   31,702   34,451   34,612      296      135

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:       -655)
       0      565     -115     -243   -1,180     -358     -730     -297       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      8.3      0.1     98.1     91.2     99.1     99.6      0.9      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        1       18       15       21       17                  
 
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BY
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       27,369
COMMITMENTS
   1,829    1,715      163   25,008   25,371   27,000   27,249      369      120

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:     -1,061)
     111      335      -11     -906   -1,159     -806     -835     -255     -226

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7      6.3      0.6     91.4     92.7     98.7     99.6      1.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       6        1        2       22       21       28       24                  
 
 
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BZ
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       22,048
COMMITMENTS
   1,227      400      476   20,245   21,052   21,948   21,928      100      120

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:       -763)
      91      290     -110      489      174      470      354   -1,233   -1,117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.6      1.8      2.2     91.8     95.5     99.5     99.5      0.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        2        2       17       22       20       25                  
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       49,619
COMMITMENTS
   1,625    7,530      700   46,965   41,389   49,290   49,619      329        0

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:     -3,354)
    -260   -1,535      100   -3,134   -1,491   -3,294   -2,926      -60     -428

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3     15.2      1.4     94.7     83.4     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       6        3        3       32       26       38       32                  
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       35,615
COMMITMENTS
   1,085    3,230       75   34,110   32,307   35,270   35,612      345        3

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:     -2,260)
    -150     -705       50   -1,884   -1,440   -1,984   -2,095     -276     -165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0      9.1      0.2     95.8     90.7     99.0    100.0      1.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        5        1       29       20       32       25                  
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       22,581
COMMITMENTS
       0    4,100      525   22,056   17,931   22,581   22,556        0       25

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:         50)
       0        0        0       50       25       50       25        0       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     18.2      2.3     97.7     79.4    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        3        1       15       16       16       19                  
 
 
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV     Code-0643CJ
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       16,900
COMMITMENTS
     920        0        0   15,505   16,880   16,425   16,880      475       20

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:     -1,175)
     -70        0        0   -1,095   -1,045   -1,165   -1,045      -10     -130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4      0.0      0.0     91.7     99.9     97.2     99.9      2.8      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        0        0       17       13       20       13                  
 
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643CK
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,050
COMMITMENTS
     530        0        0   16,160   17,030   16,690   17,030      360       20

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:     -1,445)
     -10        0      -55   -1,385   -1,160   -1,450   -1,215        5     -230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1      0.0      0.0     94.8     99.9     97.9     99.9      2.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        0       19       13       21       13                  
 
 
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV                          Code-0643CL
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs                          OPEN INTEREST:        2,583
COMMITMENTS
   1,008      315        0    1,512    2,268    2,520    2,583       63        0

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:       -820)
    -320     -100        0     -480     -680     -800     -780      -20      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.0     12.2      0.0     58.5     87.8     97.6    100.0      2.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        2        0        8        8       10       10                  
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       22,712
COMMITMENTS
   1,190      150        0   21,368   22,482   22,558   22,632      154       80

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:     -1,773)
     -25        0      -50   -1,606   -1,690   -1,681   -1,740      -92      -33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2      0.7      0.0     94.1     99.0     99.3     99.6      0.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        2        0       18       16       21       18                  
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       21,412
COMMITMENTS
   1,190      150        0   19,661   21,165   20,851   21,315      561       97

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:     -1,348)
     -25        0      -50   -1,181   -1,265   -1,256   -1,315      -92      -33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.6      0.7      0.0     91.8     98.8     97.4     99.5      2.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        2        0       17       14       20       16                  
 
 
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV                           Code-0643D4
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        9,640
COMMITMENTS
       0      275        0    9,260    9,305    9,260    9,580      380       60

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:     -1,145)
       0      -50        0     -810   -1,020     -810   -1,070     -335      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.9      0.0     96.1     96.5     96.1     99.4      3.9      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        0       12       14       12       16                  
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       21,422
COMMITMENTS
     688       75        4   20,597   21,323   21,289   21,402      133       20

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:     -1,081)
    -150      -25      -25     -790     -891     -965     -941     -116     -140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      0.4      0.0     96.1     99.5     99.4     99.9      0.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        1        1       15       18       18       20                  
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       21,675
COMMITMENTS
     688      125        4   20,846   21,531   21,538   21,660      137       15

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:     -1,732)
    -125      -25      -25   -1,446   -1,542   -1,596   -1,592     -136     -140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      0.6      0.0     96.2     99.3     99.4     99.9      0.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        1        1       16       17       19       19                  
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      109,009
COMMITMENTS
   1,070    8,107      710  107,184  100,151  108,964  108,968       45       41

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:     -6,010)
     -25     -555      -50   -4,800   -3,485   -4,875   -4,090   -1,135   -1,920

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      7.4      0.7     98.3     91.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       4        9        3       33       33       39       43                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
352 MWh                                              OPEN INTEREST:      121,466
COMMITMENTS
   1,285    8,987      900  119,221  111,535  121,406  121,422       60       44

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:     -6,702)
    -143     -245       -7   -5,762   -3,537   -5,912   -3,789     -790   -2,913

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      7.4      0.7     98.2     91.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       4        9        4       38       33       44       44                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      212,269
COMMITMENTS
  33,707   29,899   17,087  161,465  165,262  212,259  212,248       10       21

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:    -13,120)
  -1,460   -4,134   -1,432   -6,911   -4,708   -9,803  -10,274   -3,317   -2,846

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9     14.1      8.0     76.1     77.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      15       21       18       44       44       70       73                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       42,724
COMMITMENTS
   2,285      275      115   40,001   42,309   42,401   42,699      323       25

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:     -1,875)
    -160      -25        0     -905     -430   -1,065     -455     -810   -1,420

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3      0.6      0.3     93.6     99.0     99.2     99.9      0.8      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        2        2       23       14       28       17                  
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       39,589
COMMITMENTS
   1,985      275      105   37,221   39,184   39,311   39,564      278       25

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:     -1,325)
     -10        0      -25     -640      135     -675      110     -650   -1,435

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.0      0.7      0.3     94.0     99.0     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 October 13, 2017