NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 47,734 COMMITMENTS 13,665 22,553 20 34,049 25,161 47,734 47,734 0 0 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.6 47.2 0.0 71.3 52.7 100.0 100.0 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 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 60,413 COMMITMENTS 5,794 6,486 4,546 50,012 49,231 60,352 60,263 61 150 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -299) -321 149 328 -331 -926 -324 -449 25 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.6 10.7 7.5 82.8 81.5 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 7 7 3 15 13 25 21 RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1 FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 34,149 COMMITMENTS 2,539 986 0 31,605 33,163 34,144 34,149 5 0 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.4 2.9 0.0 92.6 97.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 5 0 9 10 11 15 CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2 FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 37,645 COMMITMENTS 3,835 225 2,296 31,514 35,124 37,645 37,645 0 0 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 670) 250 0 0 420 670 670 670 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 0.6 6.1 83.7 93.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 8 1 1 9 9 17 11 NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3 FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 38,492 COMMITMENTS 5,763 21,633 387 32,342 16,472 38,492 38,492 0 0 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 50) 50 -50 0 0 100 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.0 56.2 1.0 84.0 42.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 6 8 2 8 6 15 15 NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063A4 FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 27,302 COMMITMENTS 5,442 13,220 0 21,860 14,082 27,302 27,302 0 0 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 300) 300 200 0 0 100 300 300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.9 48.4 0.0 80.1 51.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 9 0 6 6 10 15 PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 27,255 COMMITMENTS 12,350 11,100 200 14,705 15,955 27,255 27,255 0 0 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -100) 0 -50 0 -100 -50 -100 -100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.3 40.7 0.7 54.0 58.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 5 4 1 9 7 14 12 PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AD FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 21,738 COMMITMENTS 10,245 5,600 100 11,393 16,038 21,738 21,738 0 0 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 100) 0 0 0 100 100 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.1 25.8 0.5 52.4 73.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 6 3 1 7 6 14 9 RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-0063AR FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 53,724 COMMITMENTS 5,105 3,576 2,664 45,955 47,484 53,724 53,724 0 0 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -500) 0 0 -200 -300 -300 -500 -500 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.5 6.7 5.0 85.5 88.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 7 3 12 12 18 19 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 5,128,788 COMMITMENTS 621,145 117,467 815,185 3657592 4187778 5093922 5120430 34,866 8,358 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 30,560) -54,076 4,723 -18,552 103,683 44,176 31,055 30,347 -495 213 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.1 2.3 15.9 71.3 81.7 99.3 99.8 0.7 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219) 53 18 52 133 110 201 165 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 274,428 COMMITMENTS 40,238 135,601 47,859 183,808 90,348 271,905 273,808 2,523 620 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -1,372) -4,093 -17,532 5,462 -2,741 10,698 -1,372 -1,372 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.7 49.4 17.4 67.0 32.9 99.1 99.8 0.9 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 12 16 17 23 24 42 50 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 238,884 COMMITMENTS 9,159 7,777 5,624 211,178 221,521 225,961 234,922 12,923 3,962 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 2,677) -380 900 -1,507 5,006 3,530 3,119 2,923 -442 -246 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 3.3 2.4 88.4 92.7 94.6 98.3 5.4 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 3 3 4 31 29 36 34 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 116,023 COMMITMENTS 314 744 5,203 107,397 106,666 112,914 112,613 3,109 3,410 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 1,673) 12 134 -57 1,654 2,040 1,609 2,117 64 -444 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.6 4.5 92.6 91.9 97.3 97.1 2.7 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 1 2 29 27 32 29 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 261,419 COMMITMENTS 2,028 62 2,435 246,101 247,232 250,564 249,729 10,855 11,690 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 17,456) 959 -1,179 -432 16,166 18,949 16,693 17,338 763 118 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 0.0 0.9 94.1 94.6 95.8 95.5 4.2 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 1 2 28 24 31 26 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 830,273 COMMITMENTS 0 14,357 11,978 808,628 801,170 820,606 827,505 9,667 2,768 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 6,099) -138 473 9,173 -5,095 -4,684 3,940 4,962 2,159 1,137 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.7 1.4 97.4 96.5 98.8 99.7 1.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 0 3 3 49 32 52 35 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 427,308 COMMITMENTS 6,691 248 240 401,356 417,648 408,287 418,136 19,021 9,172 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 4,956) 2,323 248 0 4,445 6,660 6,768 6,908 -1,812 -1,952 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 0.1 0.1 93.9 97.7 95.5 97.9 4.5 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 5 1 1 37 42 42 44 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 367,748 COMMITMENTS 2,462 2,619 744 353,047 358,246 356,253 361,609 11,495 6,139 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 8,868) -463 736 -1,161 8,095 7,004 6,471 6,579 2,397 2,289 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.7 0.2 96.0 97.4 96.9 98.3 3.1 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 3 1 1 39 37 42 39 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 253,408 COMMITMENTS 2,996 1,306 1,136 235,061 241,653 239,193 244,095 14,215 9,313 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 6,439) 1,086 28 -571 6,954 6,726 7,469 6,183 -1,030 256 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.5 0.4 92.8 95.4 94.4 96.3 5.6 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 2 2 3 32 32 35 36 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 76,702 COMMITMENTS 0 3,822 0 73,215 69,180 73,215 73,002 3,487 3,700 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 932) 0 1,120 0 650 569 650 1,689 282 -757 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.0 0.0 95.5 90.2 95.5 95.2 4.5 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 3 0 20 19 20 22 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 34,543 COMMITMENTS 217 1,457 93 30,683 32,044 30,993 33,594 3,550 949 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 3,906) 217 186 31 3,689 3,627 3,937 3,844 -31 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 4.2 0.3 88.8 92.8 89.7 97.3 10.3 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 2 2 13 15 15 18 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 137,434 COMMITMENTS 499 327 932 130,531 133,877 131,962 135,136 5,472 2,298 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -75) 154 28 -786 377 621 -255 -137 180 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.2 0.7 95.0 97.4 96.0 98.3 4.0 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 2 19 18 21 20 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 167,945 COMMITMENTS 736 4,872 0 155,074 157,845 155,810 162,717 12,135 5,228 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 3,863) 736 90 0 3,032 2,353 3,768 2,443 95 1,420 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 2.9 0.0 92.3 94.0 92.8 96.9 7.2 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 1 0 19 23 20 24 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 98,617 COMMITMENTS 917 0 793 92,956 93,315 94,666 94,108 3,951 4,509 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 4,444) 0 0 0 4,168 4,894 4,168 4,894 276 -450 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.0 0.8 94.3 94.6 96.0 95.4 4.0 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 1 16 14 17 15 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2 FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 31,194 COMMITMENTS 13,392 0 0 16,419 30,388 29,811 30,388 1,383 806 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 4,800) 961 0 0 2,859 4,924 3,820 4,924 980 -124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.9 0.0 0.0 52.6 97.4 95.6 97.4 4.4 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 6 0 0 11 19 17 19 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 508,080 COMMITMENTS 63,394 3,408 4,021 423,878 491,657 491,293 499,086 16,787 8,994 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 16,553) -1,435 -784 666 14,587 18,048 13,818 17,930 2,735 -1,377 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.5 0.7 0.8 83.4 96.8 96.7 98.2 3.3 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 7 3 5 47 45 57 50 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 153,354 COMMITMENTS 5,765 4,135 1,465 142,067 141,617 149,297 147,217 4,057 6,137 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 3,151) 836 -122 343 2,089 2,701 3,268 2,922 -117 229 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 2.7 1.0 92.6 92.3 97.4 96.0 2.6 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 2 2 25 22 29 25 EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8 FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 73,605 COMMITMENTS 1,126 446 867 69,913 65,132 71,906 66,445 1,699 7,160 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 2,040) 0 -62 0 2,040 -1,854 2,040 -1,916 0 3,956 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 0.6 1.2 95.0 88.5 97.7 90.3 2.3 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 2 16 15 18 17 HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 106,205 COMMITMENTS 0 1,756 0 103,943 98,740 103,943 100,496 2,262 5,709 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.7 0.0 97.9 93.0 97.9 94.6 2.1 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 0 15 14 15 15 HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 115,208 COMMITMENTS 26,232 4,743 0 87,866 108,772 114,098 113,515 1,110 1,693 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 12,665) 0 31 0 12,448 12,510 12,448 12,541 217 124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.8 4.1 0.0 76.3 94.4 99.0 98.5 1.0 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 8 5 0 28 32 36 37 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 117,033 COMMITMENTS 0 1,488 0 116,245 113,127 116,245 114,615 788 2,418 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 1,747) 0 744 0 1,809 755 1,809 1,499 -62 248 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.3 0.0 99.3 96.7 99.3 97.9 0.7 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 1 0 14 19 14 20 MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- MMBTU OPEN INTEREST: 22,990 COMMITMENTS 775 124 93 21,204 22,308 22,072 22,525 918 465 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 2,251) 186 -93 93 1,972 2,065 2,251 2,065 0 186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 0.5 0.4 92.2 97.0 96.0 98.0 4.0 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 1 13 13 15 14 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 285,259 COMMITMENTS 2,254 279 1,007 276,372 274,559 279,633 275,845 5,626 9,414 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 7,104) 96 -763 67 4,508 4,992 4,671 4,296 2,433 2,808 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 0.1 0.4 96.9 96.2 98.0 96.7 2.0 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 2 1 1 32 33 35 34 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 84,763 COMMITMENTS 0 1,251 1,409 72,013 77,238 73,422 79,898 11,341 4,865 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 1,363) 0 658 0 1,658 736 1,658 1,394 -295 -31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.5 1.7 85.0 91.1 86.6 94.3 13.4 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 2 1 14 15 15 17 NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 123,962 COMMITMENTS 836 0 860 119,480 117,717 121,176 118,577 2,786 5,385 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 2,171) -124 0 -260 2,524 -1,780 2,140 -2,040 31 4,211 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.0 0.7 96.4 95.0 97.8 95.7 2.2 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 0 1 23 24 24 25 NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY Code-0233BA FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 40,810 COMMITMENTS 667 3,902 0 34,496 35,158 35,163 39,060 5,647 1,750 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 9.6 0.0 84.5 86.2 86.2 95.7 13.8 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 0 15 13 16 14 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 129,557 COMMITMENTS 9,084 913 737 111,477 120,444 121,298 122,094 8,259 7,463 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -342) -462 913 148 -773 -1,254 -1,087 -193 745 -149 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 0.7 0.6 86.0 93.0 93.6 94.2 6.4 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 1 20 18 22 19 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 111,998 COMMITMENTS 0 0 0 103,333 108,247 103,333 108,247 8,665 3,751 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 1,473) 0 0 0 1,109 1,478 1,109 1,478 364 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 92.3 96.7 92.3 96.7 7.7 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 18 16 18 16 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 160,311 COMMITMENTS 4,202 549 598 148,943 154,515 153,743 155,662 6,568 4,649 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 3,823) -217 549 598 3,631 3,604 4,012 4,751 -189 -928 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 0.3 0.4 92.9 96.4 95.9 97.1 4.1 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 1 1 22 17 27 18 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 186,052 COMMITMENTS 124 1,943 8,474 171,055 169,431 179,653 179,848 6,399 6,204 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 9,578) 124 -3,042 1,340 8,232 10,167 9,696 8,465 -118 1,113 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 1.0 4.6 91.9 91.1 96.6 96.7 3.4 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 2 3 30 25 33 29 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 27,938 COMMITMENTS 0 0 0 26,325 26,977 26,325 26,977 1,613 961 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 94.2 96.6 94.2 96.6 5.8 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 14 9 14 9 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 191,431 COMMITMENTS 4,351 1,202 737 178,332 184,468 183,420 186,407 8,011 5,024 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 2,115) 0 -3,069 94 2,601 2,584 2,695 -391 -580 2,506 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 0.6 0.4 93.2 96.4 95.8 97.4 4.2 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 1 2 1 34 34 36 36 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 108,331 COMMITMENTS 596 109 713 103,802 100,804 105,111 101,626 3,220 6,705 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 8,703) -1,871 109 -51 9,536 8,442 7,614 8,500 1,089 203 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.1 0.7 95.8 93.1 97.0 93.8 3.0 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 1 1 21 23 23 24 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 109,444 COMMITMENTS 0 0 0 105,163 106,280 105,163 106,280 4,281 3,164 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 496) 0 0 0 164 372 164 372 332 124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.1 97.1 96.1 97.1 3.9 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 0 0 22 20 22 20 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 67,343 COMMITMENTS 524 0 0 60,454 64,213 60,978 64,213 6,365 3,130 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 651) 524 0 0 -627 406 -103 406 754 245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 0.0 0.0 89.8 95.4 90.5 95.4 9.5 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 0 15 13 16 13 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4 FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 27,571 COMMITMENTS 217 0 0 26,951 26,517 27,168 26,517 403 1,054 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 6,665) 0 0 0 9,248 6,231 9,248 6,231 -2,583 434 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 0.0 0.0 97.8 96.2 98.5 96.2 1.5 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 0 9 15 10 15 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 165,462 COMMITMENTS 3,333 0 227 152,852 161,770 156,412 161,997 9,050 3,465 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 780) 1,307 0 227 2,690 1,233 4,224 1,460 -3,444 -680 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 0.0 0.1 92.4 97.8 94.5 97.9 5.5 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 0 1 24 18 26 19 TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 68,931 COMMITMENTS 1,823 0 0 55,478 65,788 57,301 65,788 11,630 3,143 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 4,526) 0 0 0 3,126 4,768 3,126 4,768 1,400 -242 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 0.0 0.0 80.5 95.4 83.1 95.4 16.9 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 0 0 19 17 20 17 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 68,005 COMMITMENTS 15,342 4,438 411 51,315 62,633 67,068 67,482 937 523 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 521) 1,201 0 -421 -259 942 521 521 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.6 6.5 0.6 75.5 92.1 98.6 99.2 1.4 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 10 7 8 33 30 47 41 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 35,781 COMMITMENTS 2,575 575 700 32,506 34,506 35,781 35,781 0 0 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 117) 125 -50 150 -158 17 117 117 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 1.6 2.0 90.8 96.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 6 3 4 23 21 30 27 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 24,092 COMMITMENTS 350 1,535 425 23,317 22,132 24,092 24,092 0 0 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 785) 0 485 0 785 300 785 785 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 6.4 1.8 96.8 91.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 2 2 18 16 20 19 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 175,708 COMMITMENTS 10,778 26,568 2,998 161,832 146,062 175,608 175,628 100 80 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 1,440) 501 600 -175 1,144 1,015 1,470 1,440 -30 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 15.1 1.7 92.1 83.1 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 8 6 3 40 35 49 43 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 56,426 COMMITMENTS 2,996 10,750 650 52,775 45,026 56,421 56,426 5 0 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 3,225) -96 -50 -75 3,396 3,350 3,225 3,225 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 19.1 1.2 93.5 79.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 7 6 4 18 22 28 29 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 29,986 COMMITMENTS 0 600 150 29,836 29,236 29,986 29,986 0 0 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 300) 0 0 0 300 300 300 300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.0 0.5 99.5 97.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 1 11 14 12 16 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 60,365 COMMITMENTS 1,545 5,600 525 58,088 54,050 60,158 60,175 207 190 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 1,184) 0 600 0 1,184 584 1,184 1,184 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 9.3 0.9 96.2 89.5 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 5 3 28 26 32 33 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 69,563 COMMITMENTS 620 3,310 755 67,846 65,488 69,221 69,553 342 10 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 1,251) -450 -260 520 1,171 991 1,241 1,251 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 4.8 1.1 97.5 94.1 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 2 7 3 33 30 37 38 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 72,731 COMMITMENTS 1,771 21,450 875 70,034 50,306 72,680 72,631 51 100 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 6,207) 180 0 300 5,727 5,907 6,207 6,207 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 29.5 1.2 96.3 69.2 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 4 2 1 26 27 30 30 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 96,002 COMMITMENTS 2,591 22,050 280 93,131 73,522 96,002 95,852 0 150 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 2,765) -120 0 150 2,735 2,615 2,765 2,765 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 23.0 0.3 97.0 76.6 100.0 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 5 2 1 29 27 34 30 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 31,821 COMMITMENTS 400 0 0 31,416 31,731 31,816 31,731 5 90 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 165) 0 0 0 165 165 165 165 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 0.0 0.0 98.7 99.7 100.0 99.7 0.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 0 20 19 21 19 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 34,480 COMMITMENTS 875 515 85 33,460 33,880 34,420 34,480 60 0 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -110) 0 60 0 -110 -170 -110 -110 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 1.5 0.2 97.0 98.3 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 2 2 23 20 29 22 ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 10,435 COMMITMENTS 1,250 100 0 9,185 10,335 10,435 10,435 0 0 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 350) 0 0 0 350 350 350 350 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.0 1.0 0.0 88.0 99.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 1 0 15 11 18 12 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 23,852 COMMITMENTS 7,594 310 1,850 14,159 21,407 23,603 23,567 249 285 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 1,370) 1,234 100 -50 146 1,320 1,330 1,370 40 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.8 1.3 7.8 59.4 89.7 99.0 98.8 1.0 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 3 3 22 19 28 24 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 40,078 COMMITMENTS 0 350 0 40,078 39,608 40,078 39,958 0 120 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 360) 0 0 0 360 360 360 360 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.9 0.0 100.0 98.8 100.0 99.7 0.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 2 0 26 24 26 26 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 45,150 COMMITMENTS 1,390 465 65 42,765 44,390 44,220 44,920 930 230 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -986) -210 15 45 -821 -1,046 -986 -986 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 1.0 0.1 94.7 98.3 97.9 99.5 2.1 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 2 1 27 20 31 22 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 46,220 COMMITMENTS 1,140 0 105 44,795 45,855 46,040 45,960 180 260 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 580) 140 -225 45 395 760 580 580 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 0.0 0.2 96.9 99.2 99.6 99.4 0.4 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 0 1 20 15 22 16 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 52,896 COMMITMENTS 1,785 1,900 0 51,111 50,996 52,896 52,896 0 0 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 480) 405 200 -140 215 480 480 540 0 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 3.6 0.0 96.6 96.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 2 0 22 16 24 18 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 82,471 COMMITMENTS 52 988 719 81,519 80,506 82,290 82,213 181 258 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -69) -420 -92 -147 484 170 -83 -69 14 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 1.2 0.9 98.8 97.6 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 2 1 26 26 28 28 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 108,148 COMMITMENTS 2,456 3,004 1,374 103,938 103,480 107,768 107,858 380 290 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 9) 652 96 -81 -592 -32 -21 -17 30 26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 2.8 1.3 96.1 95.7 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 4 6 4 27 28 33 36 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 33,324 COMMITMENTS 200 475 0 33,088 32,849 33,288 33,324 36 0 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 975) 0 75 0 975 900 975 975 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 1.4 0.0 99.3 98.6 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 2 0 14 14 15 16 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 35,826 COMMITMENTS 2,002 2,100 403 33,135 33,143 35,540 35,646 286 180 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 1,075) -360 0 100 1,335 975 1,075 1,075 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 5.9 1.1 92.5 92.5 99.2 99.5 0.8 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 1 4 23 19 28 23 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 41,657 COMMITMENTS 7,810 1,200 600 32,852 39,852 41,262 41,652 395 5 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -395) -340 -200 100 -100 -300 -340 -400 -55 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.7 2.9 1.4 78.9 95.7 99.1 100.0 0.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 1 2 23 22 27 25 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 44,569 COMMITMENTS 42 2,740 168 44,299 41,661 44,509 44,569 60 0 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 869) 0 0 0 869 869 869 869 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 6.1 0.4 99.4 93.5 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 2 2 22 17 24 20 NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 38,616 COMMITMENTS 0 2,285 0 38,569 36,206 38,569 38,491 47 125 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 1,200) 0 0 0 1,200 1,200 1,200 1,200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.9 0.0 99.9 93.8 99.9 99.7 0.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 0 18 15 18 16 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 28,443 COMMITMENTS 2,192 1,690 41 25,663 26,582 27,896 28,313 547 130 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 164) 76 0 0 103 129 179 129 -15 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.7 5.9 0.1 90.2 93.5 98.1 99.5 1.9 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 6 1 1 21 20 27 22 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 22,702 COMMITMENTS 1,379 595 320 20,723 21,667 22,422 22,582 280 120 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 205) -75 0 0 280 175 205 175 0 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 2.6 1.4 91.3 95.4 98.8 99.5 1.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 1 1 17 20 21 21 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 52,126 COMMITMENTS 235 7,455 666 51,052 43,980 51,953 52,101 173 25 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 1,231) -135 470 90 1,273 671 1,228 1,231 3 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 14.3 1.3 97.9 84.4 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 4 2 28 25 30 31 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 38,991 COMMITMENTS 110 3,251 295 38,226 35,399 38,631 38,945 360 46 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 983) 0 725 25 958 193 983 943 0 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 8.3 0.8 98.0 90.8 99.1 99.9 0.9 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 3 2 26 22 29 26 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 23,713 COMMITMENTS 50 2,800 225 23,318 20,688 23,593 23,713 120 0 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -345) -25 0 0 -320 -345 -345 -345 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 11.8 0.9 98.3 87.2 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 2 1 14 15 16 17 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 14,910 COMMITMENTS 1,540 0 0 13,185 14,890 14,725 14,890 185 20 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 0.0 0.0 88.4 99.9 98.8 99.9 1.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 0 0 18 12 22 12 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 15,020 COMMITMENTS 1,310 0 0 13,580 15,000 14,890 15,000 130 20 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 0.0 0.0 90.4 99.9 99.1 99.9 0.9 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 0 0 20 12 23 12 PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Any Multiple of 800 800MWhs OPEN INTEREST: 820 COMMITMENTS 320 100 0 480 720 800 820 20 0 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 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 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 15,925 COMMITMENTS 720 0 0 15,145 15,445 15,865 15,445 60 480 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 675) 0 0 0 675 675 675 675 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 0.0 0.0 95.1 97.0 99.6 97.0 0.4 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 0 0 11 13 13 13 PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CN FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,040 COMMITMENTS 720 0 0 17,260 17,560 17,980 17,560 60 480 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 600) 0 0 0 600 600 600 600 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 0.0 0.0 95.7 97.3 99.7 97.3 0.3 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 0 0 10 13 12 13 PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 11,290 COMMITMENTS 0 0 0 11,025 11,280 11,025 11,280 265 10 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -365) 0 0 0 -365 -365 -365 -365 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.7 99.9 97.7 99.9 2.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 14 12 14 12 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 22,345 COMMITMENTS 25 750 200 21,779 21,395 22,004 22,345 341 0 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 3.4 0.9 97.5 95.7 98.5 100.0 1.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 4 1 17 15 19 19 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,412 COMMITMENTS 25 550 200 18,345 18,660 18,570 19,410 842 2 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -30) 0 0 0 -120 -30 -120 -30 90 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 2.8 1.0 94.5 96.1 95.7 100.0 4.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 3 1 15 13 17 16 PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4 FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 8,150 COMMITMENTS 660 25 0 7,455 8,005 8,115 8,030 35 120 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 355) 660 0 0 -325 355 335 355 20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.1 0.3 0.0 91.5 98.2 99.6 98.5 0.4 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 0 14 14 15 15 PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5 FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 6,870 COMMITMENTS 0 0 0 6,835 6,750 6,835 6,750 35 120 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 30) 0 0 0 10 30 10 30 20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.5 98.3 99.5 98.3 0.5 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 14 13 14 13 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 25,608 COMMITMENTS 557 2,965 0 24,902 22,583 25,459 25,548 149 60 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 -6 0 -6 0 6 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 11.6 0.0 97.2 88.2 99.4 99.8 0.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 2 0 16 17 19 19 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 26,283 COMMITMENTS 557 2,965 0 25,582 23,224 26,139 26,189 144 94 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -50) 0 0 0 -56 -50 -56 -50 6 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 11.3 0.0 97.3 88.4 99.5 99.6 0.5 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 2 0 16 18 19 20 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 116,000 COMMITMENTS 3,540 4,966 1,165 111,005 109,809 115,710 115,940 290 60 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 4,919) 200 -474 450 4,269 4,983 4,919 4,959 0 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 4.3 1.0 95.7 94.7 99.8 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 4 8 4 31 31 37 41 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 352 MWh OPEN INTEREST: 131,239 COMMITMENTS 3,800 8,936 1,044 125,720 120,945 130,564 130,925 675 314 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 7,435) 340 -119 244 6,466 7,094 7,050 7,219 385 216 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 6.8 0.8 95.8 92.2 99.5 99.8 0.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 5 6 5 36 30 42 40 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 250,956 COMMITMENTS 24,265 20,494 18,567 207,866 211,883 250,698 250,944 258 12 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 11,210) -2,096 2,525 -2,221 16,035 11,064 11,718 11,368 -508 -158 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.7 8.2 7.4 82.8 84.4 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 15 18 19 45 45 69 73 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 39,169 COMMITMENTS 1,995 250 330 36,571 38,564 38,896 39,144 273 25 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -380) -390 200 190 -180 -770 -380 -380 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 0.6 0.8 93.4 98.5 99.3 99.9 0.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 2 3 22 16 28 20 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 37,419 COMMITMENTS 2,335 300 100 34,716 36,994 37,151 37,394 268 25 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -630) -150 200 50 -530 -880 -630 -630 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 0.8 0.3 92.8 98.9 99.3 99.9 0.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 2 2 20 16 25 20 PJM ATSI DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-0643F2 FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 12,665 COMMITMENTS 300 0 0 12,330 12,665 12,630 12,665 35 0 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 0.0 0.0 97.4 100.0 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 15 10 16 10 PJM ATSI DA OFFPEAK FIXED - ICE FUTURES ENERGY DIV Code-0643F3 FUTURES ONLY POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 12,505 COMMITMENTS 300 0 0 12,170 12,500 12,470 12,500 35 5 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 0.0 0.0 97.3 100.0 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 15 10 16 10
Updated December 22, 2017