CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 6,565 COMMITMENTS 390 125 0 6,170 6,434 6,560 6,559 5 6 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -34) 0 0 0 -34 -34 -34 -34 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 1.9 0.0 94.0 98.0 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 5 2 0 6 8 11 10 NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 47,884 COMMITMENTS 13,715 22,853 20 34,149 25,011 47,884 47,884 0 0 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 450) 350 -100 0 100 550 450 450 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.6 47.7 0.0 71.3 52.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 10 2 10 6 16 16 CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 53,988 COMMITMENTS 5,467 6,152 721 47,774 47,115 53,962 53,988 26 0 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 60) 0 -95 39 21 116 60 60 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.1 11.4 1.3 88.5 87.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 8 9 5 14 13 26 23 RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1 FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 34,749 COMMITMENTS 3,139 886 0 31,605 33,863 34,744 34,749 5 0 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.0 2.5 0.0 91.0 97.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 4 0 9 9 11 13 CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2 FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 33,645 COMMITMENTS 2,365 150 300 30,980 33,195 33,645 33,645 0 0 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -75) 50 150 0 -125 -225 -75 -75 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 0.4 0.9 92.1 98.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 7 1 1 9 9 17 11 NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3 FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 37,042 COMMITMENTS 5,113 19,683 387 31,542 16,972 37,042 37,042 0 0 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 12) -150 450 162 0 -600 12 12 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.8 53.1 1.0 85.2 45.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 5 9 2 9 6 15 16 NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063A4 FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 25,957 COMMITMENTS 4,442 10,420 0 21,515 15,537 25,957 25,957 0 0 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -1,060) -110 1,340 0 -950 -2,400 -1,060 -1,060 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.1 40.1 0.0 82.9 59.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 9 0 8 4 12 13 PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 28,181 COMMITMENTS 13,400 11,150 200 14,581 16,831 28,181 28,181 0 0 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -500) -700 -1,000 0 200 500 -500 -500 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.5 39.6 0.7 51.7 59.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 6 4 1 9 6 15 11 PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AD FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 19,588 COMMITMENTS 10,295 5,600 100 9,193 13,888 19,588 19,588 0 0 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -200) -300 0 0 100 -200 -200 -200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.6 28.6 0.5 46.9 70.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 7 3 1 7 6 15 9 RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-0063AR FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 51,744 COMMITMENTS 4,530 3,546 200 47,014 47,998 51,744 51,744 0 0 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 2,500) 0 0 0 2,500 2,500 2,500 2,500 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.8 6.9 0.4 90.9 92.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 7 2 12 12 16 20 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 5,023,475 COMMITMENTS 871,731 37,341 692,943 3431176 4280648 4995850 5010932 27,625 12,543 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 25,037) -34,381 1,433 -8,352 74,870 32,284 32,137 25,365 -7,100 -328 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.4 0.7 13.8 68.3 85.2 99.5 99.8 0.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222) 58 21 57 127 114 200 177 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 283,010 COMMITMENTS 26,829 133,735 62,594 191,046 86,046 280,469 282,375 2,541 635 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 10,352) -2,652 4,018 4,215 8,789 2,119 10,352 10,352 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.5 47.3 22.1 67.5 30.4 99.1 99.8 0.9 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 14 10 17 27 24 47 45 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 213,785 COMMITMENTS 8,483 6,488 5,250 187,814 197,201 201,547 208,939 12,238 4,846 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -9,101) -3,732 164 1,577 -4,041 -9,754 -6,196 -8,013 -2,905 -1,088 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 3.0 2.5 87.9 92.2 94.3 97.7 5.7 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 4 3 4 29 26 34 32 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 108,113 COMMITMENTS 213 3,591 1,165 100,530 98,010 101,908 102,766 6,205 5,347 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -5,673) -1,002 826 6 -5,077 -7,488 -6,073 -6,656 400 983 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 3.3 1.1 93.0 90.7 94.3 95.1 5.7 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 1 2 25 21 27 23 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 243,293 COMMITMENTS 1,576 375 2,831 228,184 231,939 232,591 235,145 10,702 8,148 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -12,188) 1,453 -114 -174 -11,337 -7,817 -10,058 -8,105 -2,130 -4,083 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.2 1.2 93.8 95.3 95.6 96.7 4.4 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 1 3 24 23 27 26 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 833,591 COMMITMENTS 0 17,629 3,452 820,870 809,809 824,322 830,890 9,269 2,701 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -38,954) 0 -1,054 -2,416 -35,230 -36,257 -37,646 -39,727 -1,308 773 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.1 0.4 98.5 97.1 98.9 99.7 1.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 0 3 3 51 34 54 37 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 392,333 COMMITMENTS 4,368 435 939 363,769 386,646 369,076 388,020 23,257 4,313 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -16,640) -1,079 267 -332 -20,335 -14,083 -21,746 -14,148 5,106 -2,492 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.1 0.2 92.7 98.6 94.1 98.9 5.9 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 2 1 2 33 40 36 42 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 360,903 COMMITMENTS 127 678 1,288 350,307 353,483 351,722 355,449 9,181 5,454 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -21,368) -1,351 678 -529 -19,253 -21,134 -21,133 -20,985 -235 -383 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.2 0.4 97.1 97.9 97.5 98.5 2.5 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 1 1 2 39 38 41 40 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 223,072 COMMITMENTS 3,376 413 1,060 207,477 213,646 211,913 215,119 11,159 7,953 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -6,985) 3,376 -2,226 -851 -8,783 -4,222 -6,258 -7,299 -727 314 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 0.2 0.5 93.0 95.8 95.0 96.4 5.0 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 3 1 2 33 34 36 37 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 76,473 COMMITMENTS 0 2,194 276 71,480 69,591 71,756 72,061 4,717 4,412 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -3,984) 0 526 173 -3,905 -4,623 -3,732 -3,924 -252 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.9 0.4 93.5 91.0 93.8 94.2 6.2 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 2 1 22 21 23 23 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 26,818 COMMITMENTS 0 0 0 24,658 25,974 24,658 25,974 2,160 844 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -8,804) 0 0 0 -8,339 -8,186 -8,339 -8,186 -465 -618 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 91.9 96.9 91.9 96.9 8.1 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 13 14 13 14 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 116,671 COMMITMENTS 0 654 2,001 108,080 113,409 110,081 116,064 6,590 607 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -4,875) -657 38 19 -4,701 -2,279 -5,339 -2,222 464 -2,653 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.6 1.7 92.6 97.2 94.4 99.5 5.6 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 2 2 19 19 21 21 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 162,080 COMMITMENTS 0 0 0 151,294 157,851 151,294 157,851 10,786 4,229 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -9,504) 0 0 0 -7,988 -5,906 -7,988 -5,906 -1,516 -3,598 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 93.3 97.4 93.3 97.4 6.7 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 0 0 21 25 21 25 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 96,027 COMMITMENTS 538 0 793 91,536 88,928 92,867 89,721 3,160 6,306 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -1,754) -420 0 0 -884 -3,254 -1,304 -3,254 -450 1,500 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.0 0.8 95.3 92.6 96.7 93.4 3.3 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 1 16 15 17 16 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2 FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 25,000 COMMITMENTS 11,200 210 0 13,140 23,800 24,340 24,010 660 990 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -6,324) -3,348 -682 0 -2,323 -5,754 -5,671 -6,436 -653 112 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.8 0.8 0.0 52.6 95.2 97.4 96.0 2.6 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 1 0 8 19 12 20 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 517,779 COMMITMENTS 80,225 3,186 2,479 419,807 503,101 502,511 508,766 15,268 9,013 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -18,530) 7,672 -3,003 -648 -29,374 -14,188 -22,350 -17,839 3,820 -691 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.5 0.6 0.5 81.1 97.2 97.1 98.3 2.9 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 5 5 5 49 49 58 55 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 132,984 COMMITMENTS 3,927 462 124 124,789 121,968 128,840 122,554 4,144 10,430 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -4,692) -249 -1,119 -765 -4,594 -1,400 -5,608 -3,284 916 -1,408 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 0.3 0.1 93.8 91.7 96.9 92.2 3.1 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 1 1 22 22 24 23 EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8 FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 63,756 COMMITMENTS 0 0 0 58,156 59,842 58,156 59,842 5,600 3,914 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -4,543) 0 -549 -61 -5,083 -4,724 -5,144 -5,334 601 791 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 91.2 93.9 91.2 93.9 8.8 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 13 18 13 18 HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 94,631 COMMITMENTS 0 2,066 0 94,048 88,243 94,048 90,309 583 4,322 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -69,840) -38,010 -4,710 0 -32,144 -66,637 -70,154 -71,347 314 1,507 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.2 0.0 99.4 93.2 99.4 95.4 0.6 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 0 13 11 13 12 HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 116,923 COMMITMENTS 38,010 5,310 0 78,583 110,803 116,593 116,113 330 810 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -81,359) -27,459 -2,375 -969 -52,559 -77,758 -80,987 -81,102 -372 -257 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.5 4.5 0.0 67.2 94.8 99.7 99.3 0.3 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 13 2 0 25 39 38 41 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 118,304 COMMITMENTS 0 0 0 117,612 115,673 117,612 115,673 692 2,631 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -28,272) -620 0 0 -27,092 -27,707 -27,712 -27,707 -560 -565 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.4 97.8 99.4 97.8 0.6 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 13 16 13 16 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 276,153 COMMITMENTS 2,713 212 1,340 266,758 268,590 270,811 270,142 5,342 6,011 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -9,725) 862 -2,053 113 -10,423 -5,733 -9,448 -7,673 -277 -2,052 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.1 0.5 96.6 97.3 98.1 97.8 1.9 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 2 1 1 32 33 35 34 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 67,657 COMMITMENTS 1,156 0 1,222 57,338 61,111 59,716 62,333 7,941 5,324 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -4,706) -343 -721 -200 -3,689 -4,432 -4,232 -5,353 -474 647 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 0.0 1.8 84.7 90.3 88.3 92.1 11.7 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 0 1 13 14 15 15 NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 104,097 COMMITMENTS 1,332 434 1,058 97,537 100,731 99,927 102,223 4,170 1,874 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -11,942) -394 -2,956 93 -13,099 -9,819 -13,400 -12,682 1,458 740 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 0.4 1.0 93.7 96.8 96.0 98.2 4.0 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 1 1 17 22 19 24 NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY Code-0233BA FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 34,292 COMMITMENTS 418 0 479 31,094 32,808 31,991 33,287 2,301 1,005 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -258) -365 0 479 3,657 965 3,771 1,444 -4,029 -1,702 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.0 1.4 90.7 95.7 93.3 97.1 6.7 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 1 17 16 18 17 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 129,702 COMMITMENTS 10,795 0 228 111,999 121,148 123,022 121,376 6,680 8,326 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -6,496) -1,306 -210 0 -5,116 -8,795 -6,422 -9,005 -74 2,509 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.3 0.0 0.2 86.4 93.4 94.8 93.6 5.2 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 0 1 21 17 23 18 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 111,104 COMMITMENTS 0 0 0 103,509 107,594 103,509 107,594 7,595 3,510 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -2,871) 0 0 0 -2,909 -2,732 -2,909 -2,732 38 -139 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 93.2 96.8 93.2 96.8 6.8 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 20 16 20 16 NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 59,504 COMMITMENTS 0 510 0 59,504 58,844 59,504 59,354 0 150 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -9,642) 0 -340 -155 -9,487 -9,084 -9,642 -9,579 0 -63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.9 0.0 100.0 98.9 100.0 99.7 0.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 2 0 11 10 11 12 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 156,075 COMMITMENTS 2,696 0 0 143,794 150,322 146,490 150,322 9,585 5,753 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 598) -1,654 0 -670 1,833 233 -491 -437 1,089 1,035 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 0.0 0.0 92.1 96.3 93.9 96.3 6.1 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 0 19 16 20 16 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 157,248 COMMITMENTS 0 3,727 7,311 140,121 140,678 147,432 151,716 9,816 5,532 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -9,449) -570 -929 10 -7,817 -7,508 -8,377 -8,427 -1,072 -1,022 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.4 4.6 89.1 89.5 93.8 96.5 6.2 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 0 2 2 30 24 32 27 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 178,627 COMMITMENTS 6,059 5,020 66 163,933 169,056 170,058 174,142 8,569 4,485 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -6,572) -241 1,985 -886 -4,090 -3,259 -5,217 -2,160 -1,355 -4,412 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 2.8 0.0 91.8 94.6 95.2 97.5 4.8 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 2 3 1 30 33 33 36 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 102,434 COMMITMENTS 1,780 0 0 97,379 96,009 99,159 96,009 3,275 6,425 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -1,411) 1,117 0 0 -1,875 -1,423 -758 -1,423 -653 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 0.0 0.0 95.1 93.7 96.8 93.7 3.2 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 0 0 21 23 22 23 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 93,840 COMMITMENTS 0 0 0 88,504 88,672 88,504 88,672 5,336 5,168 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -6,925) 0 0 0 -7,111 -7,293 -7,111 -7,293 186 368 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 94.3 94.5 94.3 94.5 5.7 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 0 0 22 17 22 17 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 65,960 COMMITMENTS 0 0 0 59,785 63,487 59,785 63,487 6,175 2,473 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -3,886) -2,767 0 0 -1,230 -3,647 -3,997 -3,647 111 -239 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 90.6 96.3 90.6 96.3 9.4 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 16 16 16 16 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4 FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 18,836 COMMITMENTS 0 810 0 17,390 16,124 17,390 16,934 1,446 1,902 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -9,287) -537 -568 -300 -9,257 -10,050 -10,094 -10,918 807 1,631 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.3 0.0 92.3 85.6 92.3 89.9 7.7 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 3 0 12 12 12 15 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 140,440 COMMITMENTS 583 0 651 129,025 136,166 130,259 136,817 10,181 3,623 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 832) 583 0 651 -2,509 802 -1,275 1,453 2,107 -621 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.0 0.5 91.9 97.0 92.8 97.4 7.2 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 0 1 23 17 24 18 TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 75,151 COMMITMENTS 0 0 0 59,712 72,089 59,712 72,089 15,439 3,062 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -7,202) 0 0 0 -8,193 -6,872 -8,193 -6,872 991 -330 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 79.5 95.9 79.5 95.9 20.5 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 12 16 12 16 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 68,076 COMMITMENTS 15,206 4,382 672 51,219 62,393 67,097 67,447 979 629 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -5,613) -1,716 -286 -440 -3,498 -4,841 -5,654 -5,567 41 -46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.3 6.4 1.0 75.2 91.7 98.6 99.1 1.4 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 9 6 9 33 30 47 40 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 34,017 COMMITMENTS 3,300 300 550 30,167 33,167 34,017 34,017 0 0 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -800) 850 0 -25 -1,575 -750 -750 -775 -50 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.7 0.9 1.6 88.7 97.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 6 3 4 24 19 31 25 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 20,239 COMMITMENTS 325 1,025 300 19,614 18,914 20,239 20,239 0 0 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -1,280) -150 300 0 -805 -1,555 -955 -1,255 -325 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 5.1 1.5 96.9 93.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 1 18 17 19 19 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 168,124 COMMITMENTS 7,745 26,307 4,641 155,681 137,161 168,067 168,109 57 15 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -4,802) -940 -822 660 -4,522 -4,645 -4,802 -4,807 0 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 15.6 2.8 92.6 81.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 3 9 7 39 36 47 47 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 57,288 COMMITMENTS 2,686 10,275 900 53,692 46,113 57,278 57,288 10 0 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -1,384) 183 1,475 -675 -837 -2,134 -1,329 -1,334 -55 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 17.9 1.6 93.7 80.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 8 5 4 17 21 28 28 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 26,577 COMMITMENTS 0 225 300 26,277 26,032 26,577 26,557 0 20 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.8 1.1 98.9 97.9 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 1 13 14 14 16 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 56,563 COMMITMENTS 1,575 3,650 510 54,319 52,188 56,404 56,348 159 215 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -1,900) 1,065 75 -440 -2,518 -1,520 -1,893 -1,885 -7 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 6.5 0.9 96.0 92.3 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 3 3 26 28 30 33 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 62,550 COMMITMENTS 1,805 1,225 260 60,276 61,005 62,341 62,490 209 60 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -2,971) 785 150 -720 -3,029 -2,411 -2,964 -2,981 -7 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 2.0 0.4 96.4 97.5 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 4 5 5 31 26 37 34 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 64,445 COMMITMENTS 1,857 17,750 139 62,377 46,429 64,373 64,318 72 127 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -1,914) -221 100 0 -1,672 -1,987 -1,893 -1,887 -21 -27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 27.5 0.2 96.8 72.0 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 2 2 27 26 30 30 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 86,470 COMMITMENTS 2,797 18,350 0 83,672 67,950 86,469 86,300 1 170 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -1,421) -311 -600 0 -1,109 -801 -1,420 -1,401 -1 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 21.2 0.0 96.8 78.6 100.0 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 3 2 0 30 25 33 27 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 34,982 COMMITMENTS 600 0 0 33,780 34,482 34,380 34,482 602 500 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 1,355) 0 0 0 775 945 775 945 580 410 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 0.0 0.0 96.6 98.6 98.3 98.6 1.7 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 0 0 22 20 23 20 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 35,663 COMMITMENTS 1,650 420 0 33,693 34,856 35,343 35,276 320 387 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -1,530) -125 0 0 -1,665 -1,905 -1,790 -1,905 260 375 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 1.2 0.0 94.5 97.7 99.1 98.9 0.9 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 1 0 23 22 26 23 ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 12,110 COMMITMENTS 1,350 0 0 10,710 11,510 12,060 11,510 50 600 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 150) 150 0 0 -50 -450 100 -450 50 600 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.1 0.0 0.0 88.4 95.0 99.6 95.0 0.4 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 0 0 17 12 21 12 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 23,957 COMMITMENTS 5,536 210 1,850 15,127 21,277 22,513 23,337 1,444 620 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 1,296) 916 0 150 -971 821 95 971 1,201 325 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.1 0.9 7.7 63.1 88.8 94.0 97.4 6.0 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 6 2 3 20 25 27 30 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 44,279 COMMITMENTS 100 400 0 43,459 42,827 43,559 43,227 720 1,052 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 2,790) 100 0 0 2,070 1,888 2,170 1,888 620 902 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.9 0.0 98.1 96.7 98.4 97.6 1.6 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 3 0 25 25 26 28 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 51,444 COMMITMENTS 2,025 850 50 48,224 50,111 50,299 51,011 1,145 433 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -904) -150 -450 0 -1,014 -827 -1,164 -1,277 260 373 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 1.7 0.1 93.7 97.4 97.8 99.2 2.2 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 3 1 27 22 29 26 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 46,454 COMMITMENTS 1,135 215 335 44,804 45,824 46,274 46,374 180 80 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -3,551) -205 215 0 -3,341 -3,551 -3,546 -3,336 -5 -215 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 0.5 0.7 96.4 98.6 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 1 1 20 16 22 18 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 53,228 COMMITMENTS 1,875 1,715 175 51,178 51,278 53,228 53,168 0 60 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -4,133) -390 215 0 -3,728 -4,143 -4,118 -3,928 -15 -205 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 3.2 0.3 96.1 96.3 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 2 1 23 15 25 18 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 82,469 COMMITMENTS 0 1,198 823 81,427 80,194 82,250 82,215 219 254 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 1,267) -145 344 655 684 296 1,194 1,295 73 -28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.5 1.0 98.7 97.2 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 0 1 2 29 28 31 30 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 102,593 COMMITMENTS 3,954 1,133 777 97,453 100,439 102,184 102,349 409 244 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -627) -416 -1,255 -296 24 959 -688 -592 61 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 1.1 0.8 95.0 97.9 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 6 7 5 30 32 38 42 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 30,561 COMMITMENTS 100 100 0 30,433 30,461 30,533 30,561 28 0 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -1,938) 0 -75 0 -1,936 -1,863 -1,936 -1,938 -2 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.3 0.0 99.6 99.7 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 13 13 14 14 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 37,369 COMMITMENTS 1,784 4,550 38 35,245 32,601 37,067 37,189 302 180 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -1,554) 3 -80 -148 -1,533 -1,306 -1,678 -1,534 124 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 12.2 0.1 94.3 87.2 99.2 99.5 0.8 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 1 2 23 17 26 20 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 39,507 COMMITMENTS 3,120 1,400 1,900 34,037 36,207 39,057 39,507 450 0 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -1,687) -70 -100 -155 -1,762 -1,372 -1,987 -1,627 300 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 3.5 4.8 86.2 91.6 98.9 100.0 1.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 1 2 24 21 27 24 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 42,420 COMMITMENTS 125 2,925 100 41,955 39,390 42,180 42,415 240 5 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -2,009) 0 -40 -110 -2,064 -1,859 -2,174 -2,009 165 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 6.9 0.2 98.9 92.9 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 2 1 22 18 24 20 NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 36,180 COMMITMENTS 150 2,310 0 35,741 33,740 35,891 36,050 289 130 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -1,530) -350 -125 -25 -1,123 -1,375 -1,498 -1,525 -32 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 6.4 0.0 98.8 93.3 99.2 99.6 0.8 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 0 18 14 19 15 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 27,545 COMMITMENTS 2,015 2,195 87 25,074 25,123 27,176 27,405 369 140 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -1,399) 46 -45 -41 -1,389 -1,303 -1,384 -1,389 -15 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 8.0 0.3 91.0 91.2 98.7 99.5 1.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 5 2 1 21 22 26 25 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 23,391 COMMITMENTS 1,303 865 320 21,663 22,106 23,286 23,291 105 100 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -364) 1 90 -116 -234 -258 -349 -284 -15 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 3.7 1.4 92.6 94.5 99.6 99.6 0.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 2 1 18 22 21 24 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 50,972 COMMITMENTS 330 7,190 785 49,616 42,952 50,731 50,927 241 45 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -2,782) -455 160 10 -2,343 -2,972 -2,788 -2,802 6 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 14.1 1.5 97.3 84.3 99.5 99.9 0.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 5 3 29 23 33 30 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 36,492 COMMITMENTS 50 2,700 245 35,857 33,545 36,152 36,490 340 2 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -1,180) -150 320 -130 -885 -1,369 -1,165 -1,179 -15 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 7.4 0.7 98.3 91.9 99.1 100.0 0.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 3 1 25 21 28 24 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 21,347 COMMITMENTS 25 2,700 350 20,972 18,297 21,347 21,347 0 0 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -2,070) 0 -800 -175 -1,706 -1,045 -1,881 -2,020 -189 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 12.6 1.6 98.2 85.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 2 1 15 15 17 17 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 15,825 COMMITMENTS 1,625 0 0 13,365 15,805 14,990 15,805 835 20 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -1,100) 530 0 0 -1,990 -1,090 -1,460 -1,090 360 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 0.0 0.0 84.5 99.9 94.7 99.9 5.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 0 0 16 11 20 11 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 15,945 COMMITMENTS 1,270 0 0 13,980 15,925 15,250 15,925 695 20 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -1,180) 540 0 0 -2,135 -1,160 -1,595 -1,160 415 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.0 0.0 0.0 87.7 99.9 95.6 99.9 4.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 0 0 19 12 23 12 PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Any Multiple of 800 800MWhs OPEN INTEREST: 1,681 COMMITMENTS 656 205 0 984 1,476 1,640 1,681 41 0 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -902) -352 -110 0 -528 -770 -880 -880 -22 -22 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: 21) 2 2 0 8 9 10 11 PJM COMED ZONE DAY AHEAD LMP OFF-PEAK MONTHLY - ICE FUTURES ENERGY DICode-0643CM FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 13,710 COMMITMENTS 820 0 0 12,830 13,460 13,650 13,460 60 250 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -775) 140 -25 0 -700 -740 -560 -765 -215 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.0 0.0 0.0 93.6 98.2 99.6 98.2 0.4 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 0 0 12 12 14 12 PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CN FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 15,800 COMMITMENTS 820 0 0 14,920 15,550 15,740 15,550 60 250 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -720) 140 -25 0 -645 -685 -505 -710 -215 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 0.0 0.0 94.4 98.4 99.6 98.4 0.4 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 0 0 12 14 14 14 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 22,641 COMMITMENTS 285 100 200 21,432 22,340 21,917 22,640 724 1 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -232) -405 -50 0 186 -165 -219 -215 -13 -17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 0.4 0.9 94.7 98.7 96.8 100.0 3.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 2 1 17 15 20 18 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 20,075 COMMITMENTS 285 100 200 19,105 19,775 19,590 20,075 485 0 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -997) -405 -50 0 -594 -930 -999 -980 2 -17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 0.5 1.0 95.2 98.5 97.6 100.0 2.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 2 1 17 14 20 17 PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4 FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 8,570 COMMITMENTS 0 50 0 8,230 8,390 8,230 8,440 340 130 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -1,220) 0 -225 0 -1,195 -1,065 -1,195 -1,290 -25 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.6 0.0 96.0 97.9 96.0 98.5 4.0 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 12 14 12 15 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 23,214 COMMITMENTS 480 710 2 22,690 22,502 23,172 23,214 42 0 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -968) -108 635 -2 -858 -1,541 -968 -908 0 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 3.1 0.0 97.7 96.9 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 2 1 16 18 19 21 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 23,997 COMMITMENTS 480 735 2 23,478 23,245 23,960 23,982 37 15 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -1,298) -108 610 -2 -1,188 -1,846 -1,298 -1,238 0 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 3.1 0.0 97.8 96.9 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 2 1 18 19 21 22 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 107,365 COMMITMENTS 1,040 5,375 620 105,535 101,324 107,195 107,319 170 46 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -4,420) -160 -485 -80 -4,185 -3,855 -4,425 -4,420 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 5.0 0.6 98.3 94.4 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 3 7 4 32 36 38 44 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 352 MWh OPEN INTEREST: 119,926 COMMITMENTS 1,375 6,920 325 117,741 112,569 119,441 119,814 485 112 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -7,394) -135 -155 -490 -6,769 -6,727 -7,394 -7,372 0 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 5.8 0.3 98.2 93.9 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 2 9 4 34 33 39 44 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 221,120 COMMITMENTS 27,923 22,556 18,650 174,188 179,628 220,761 220,834 359 286 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -7,022) 1,525 -10,003 -3,679 -4,920 6,597 -7,074 -7,085 52 63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.6 10.2 8.4 78.8 81.2 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 12 21 21 42 43 68 72 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 40,054 COMMITMENTS 2,425 25 50 37,286 39,954 39,761 40,029 293 25 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -2,420) -110 -50 10 -2,290 -2,380 -2,390 -2,420 -30 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 0.1 0.1 93.1 99.8 99.3 99.9 0.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 5 1 1 22 15 28 17 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 37,824 COMMITMENTS 2,125 25 115 35,321 37,659 37,561 37,799 263 25 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -1,970) -110 -50 35 -1,880 -1,955 -1,955 -1,970 -15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 0.1 0.3 93.4 99.6 99.3 99.9 0.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 5 1 2 21 15 27 18
Updated November 10, 2017