CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV               Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:        7,493
COMMITMENTS
   1,460      125        0    6,029    7,362    7,489    7,487        4        6

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:         30)
      30        0        0        0       30       30       30        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.5      1.7      0.0     80.5     98.3     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       7        2        0        6        9       13       11                  
 
 
NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV                       Code-00639W
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       30,255
COMMITMENTS
  15,210   10,224      600   14,445   19,415   30,255   30,239        0       16

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -1,130)
  -1,430      365      100      200   -1,611   -1,130   -1,146        0       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    50.3     33.8      2.0     47.7     64.2    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        6        4       11        6       19       12                  
 
 
NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV                       Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       44,736
COMMITMENTS
  15,696   20,783       20   29,020   23,933   44,736   44,736        0        0

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:        600)
    -580     -120        0    1,180      720      600      600        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.1     46.5      0.0     64.9     53.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       6       10        2        9        6       17       16                  
 
 
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV               Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       47,458
COMMITMENTS
   4,476    5,856    3,290   39,691   38,236   47,458   47,383        0       75

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:      6,683)
     625       96     -363    6,422    6,950    6,683    6,683        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.4     12.3      6.9     83.6     80.6    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       9        8        7       12       12       26       22                  
 
 
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV                           Code-0063A1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       38,985
COMMITMENTS
   7,989      845        0   30,996   38,140   38,985   38,985        0        0

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:          3)
       0        0        0        3        3        3        3        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.5      2.2      0.0     79.5     97.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        4        0        9       10       12       14                  
 
 
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV                       Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       35,030
COMMITMENTS
   6,775   15,873      275   27,980   18,882   35,030   35,030        0        0

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:        912)
     500        0      -88      500    1,000      912      912        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.3     45.3      0.8     79.9     53.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5        7        2        8        5       14       13                  
 
 
NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV                       Code-0063A4
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       23,665
COMMITMENTS
   3,750    6,045        0   19,915   17,620   23,665   23,665        0        0

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:       -245)
    -200     -345        0      -45      100     -245     -245        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.8     25.5      0.0     84.2     74.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        7        0        7        4       11       11                  
 
 
PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV               Code-0063AA
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       17,730
COMMITMENTS
   8,393    6,820        0    9,337   10,910   17,730   17,730        0        0

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:        200)
     163        0        0       37      200      200      200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    47.3     38.5      0.0     52.7     61.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       6        5        0        9        8       15       13                  
 
 
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV               Code-0063AB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       27,792
COMMITMENTS
  12,709   15,245      700   14,383   11,847   27,792   27,792        0        0

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:        573)
   2,124      625        0   -1,551      -52      573      573        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    45.7     54.9      2.5     51.8     42.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       5        6        3        9        7       16       14                  
 
 
PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV               Code-0063AD
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       18,195
COMMITMENTS
   9,345    6,707      100    8,750   11,388   18,195   18,195        0        0

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:          0)
       0      -23        0        0       23        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    51.4     36.9      0.5     48.1     62.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       7        4        1        7        5       15        9                  
 
 
RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV                           Code-0063AR
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       19,465
COMMITMENTS
     858    1,474       63   18,534   17,928   19,455   19,465       10        0

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:        428)
       1       -4        2      425      430      428      428        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.4      7.6      0.3     95.2     92.1     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        4        2       12       11       16       16                  
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    5,578,322
COMMITMENTS
 1111911   82,993  831,243  3596867  4653569  5540021  5567805   38,301   10,517

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     49,820)
   1,285   12,959   25,497   25,351   13,204   52,133   51,660   -2,313   -1,840

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.9      1.5     14.9     64.5     83.4     99.3     99.8      0.7      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      223)
      69       14       62      128      122      208      187                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:    1,702,575
COMMITMENTS
 105,792   28,789  784,878  809,125  888,168  1699795  1701835    2,780      741

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     80,799)
  -6,900   -2,329   50,746   36,929   32,327   80,775   80,744       23       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.2      1.7     46.1     47.5     52.2     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      19       12       29       57       54       88       83                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      202,626
COMMITMENTS
   3,378    1,574    2,834  179,381  193,760  185,593  198,168   17,033    4,458

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:      9,142)
   1,807     -525     -158    8,029   10,860    9,678   10,177     -536   -1,035

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7      0.8      1.4     88.5     95.6     91.6     97.8      8.4      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        3        5       33       30       39       35                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       95,969
COMMITMENTS
     581        0      334   89,997   91,054   90,912   91,388    5,057    4,581

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -6,810)
  -2,331        0       86   -5,409   -6,663   -7,654   -6,577      844     -233

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      0.0      0.3     93.8     94.9     94.7     95.2      5.3      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        0        1       29       30       30       31                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      188,645
COMMITMENTS
     762    1,301    1,656  174,017  177,042  176,435  179,999   12,210    8,646

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -7,377)
    -678     -234     -706   -5,463   -4,684   -6,847   -5,624     -530   -1,753

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      0.7      0.9     92.2     93.8     93.5     95.4      6.5      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        2        2       26       27       29       29                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,052,616
COMMITMENTS
     424   16,697    9,888  1031433  1022881  1041745  1049466   10,871    3,150

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     15,136)
    -293      408     -189   15,702   14,914   15,220   15,133      -84        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.6      0.9     98.0     97.2     99.0     99.7      1.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       1        3        4       52       36       56       40                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      458,148
COMMITMENTS
   5,658      479       31  433,824  450,708  439,513  451,218   18,635    6,930

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -3,118)
  -2,560      479     -493   -3,192   -2,823   -6,245   -2,837    3,127     -281

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      0.1      0.0     94.7     98.4     95.9     98.5      4.1      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       1        1        1       35       46       37       47                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      353,981
COMMITMENTS
   3,421        0    2,153  333,831  346,953  339,405  349,106   14,576    4,875

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:    -16,288)
  -2,664        0      101   -9,204  -15,634  -11,767  -15,533   -4,521     -755

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      0.0      0.6     94.3     98.0     95.9     98.6      4.1      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       4        0        3       37       42       41       45                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      174,728
COMMITMENTS
     367      376    1,812  165,930  164,555  168,109  166,743    6,619    7,985

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -2,540)
      57   -3,145      585   -6,272    1,727   -5,630     -833    3,090   -1,707

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      0.2      1.0     95.0     94.2     96.2     95.4      3.8      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        1        2       29       32       31       34                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      101,881
COMMITMENTS
   8,365    2,524    1,428   88,106   93,245   97,899   97,197    3,982    4,684

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -9,180)
  -1,063   -1,585      443   -8,084   -7,930   -8,704   -9,072     -476     -108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.2      2.5      1.4     86.5     91.5     96.1     95.4      3.9      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        2        1       21       24       24       26                  
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       27,050
COMMITMENTS
       0        0        0   25,851   26,347   25,851   26,347    1,199      703

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -9,768)
       0     -479      -31   -9,621   -9,329   -9,652   -9,839     -116       71

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     95.6     97.4     95.6     97.4      4.4      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       11       12       11       12                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       98,049
COMMITMENTS
     265       10    1,795   87,843   90,768   89,903   92,573    8,146    5,476

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:    -10,083)
    -428     -982      361  -10,223   -8,076  -10,290   -8,697      207   -1,386

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      0.0      1.8     89.6     92.6     91.7     94.4      8.3      5.6

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      162,470
COMMITMENTS
       0        0        0  155,015  160,326  155,015  160,326    7,455    2,144

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -5,646)
       0        0        0   -4,654   -4,518   -4,654   -4,518     -992   -1,128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     95.4     98.7     95.4     98.7      4.6      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        0        0       25       26       25       26                  
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       66,904
COMMITMENTS
       0        0        0   60,602   59,921   60,602   59,921    6,302    6,983

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -3,842)
       0        0        0   -1,136   -3,468   -1,136   -3,468   -2,706     -374

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     90.6     89.6     90.6     89.6      9.4     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       16       14       16       14                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      578,170
COMMITMENTS
  55,923    7,872    6,587  506,520  556,145  569,030  570,604    9,140    7,566

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:    -22,928)
   7,338   -1,329   -2,595  -28,173  -18,717  -23,430  -22,641      502     -287

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.7      1.4      1.1     87.6     96.2     98.4     98.7      1.6      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      11        1        6       52       54       64       60                  
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      129,422
COMMITMENTS
   1,364    2,579      842  119,392  116,339  121,598  119,760    7,824    9,662

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -7,647)
   1,364   -1,985      662   -7,326   -5,180   -5,300   -6,503   -2,347   -1,144

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      2.0      0.7     92.3     89.9     94.0     92.5      6.0      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        4        2       21       19       23       24                  
 
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       78,807
COMMITMENTS
      67        0      305   76,129   74,624   76,501   74,929    2,306    3,878

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -5,064)
      67   -1,073      -67   -4,329   -3,610   -4,329   -4,750     -735     -314

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      0.0      0.4     96.6     94.7     97.1     95.1      2.9      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        1       15       19       16       20                  
 
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV     Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       97,760
COMMITMENTS
       0        0        0   96,904   93,328   96,904   93,328      856    4,432

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:    -69,958)
 -46,017   -3,967        0  -21,338  -61,626  -67,355  -65,593   -2,603   -4,365

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     99.1     95.5     99.1     95.5      0.9      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       12       15       12       15                  
 
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV     Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      136,311
COMMITMENTS
  46,265    6,850       93   89,687  127,149  136,045  134,092      266    2,219

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:    -59,400)
 -28,114   -4,213     -677  -24,829  -51,161  -53,620  -56,051   -5,780   -3,349

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.9      5.0      0.1     65.8     93.3     99.8     98.4      0.2      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      10       10        1       18       39       29       49                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       66,327
COMMITMENTS
     651        0        0   65,180   61,977   65,831   61,977      496    4,350

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:    -14,298)
      30        0      -60  -13,998  -15,264  -14,028  -15,324     -270    1,026

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      0.0      0.0     98.3     93.4     99.3     93.4      0.7      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        0        0       16       18       18       18                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      272,968
COMMITMENTS
     288        0      800  258,591  264,604  259,679  265,404   13,289    7,564

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:    -14,553)
     102     -465      -24  -14,763  -13,960  -14,685  -14,449      132     -104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      0.0      0.3     94.7     96.9     95.1     97.2      4.9      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        0        1       29       29       30       30                  
 
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV         Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      128,474
COMMITMENTS
       0    1,412      462  123,319  124,457  123,781  126,331    4,693    2,143

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -3,665)
       0   -3,328      313   -2,279    2,083   -1,966     -932   -1,699   -2,733

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.1      0.4     96.0     96.9     96.3     98.3      3.7      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        1        1       22       23       23       24                  
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      140,350
COMMITMENTS
   3,770      793      660  127,619  132,722  132,049  134,175    8,301    6,175

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -6,673)
    -195     -902      -59   -7,988   -6,218   -8,242   -7,179    1,569      506

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.7      0.6      0.5     90.9     94.6     94.1     95.6      5.9      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        1       17       13       19       14                  
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      125,004
COMMITMENTS
       0      420        0  114,623  122,229  114,623  122,649   10,381    2,355

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -2,080)
    -132      420     -240   -3,847   -1,576   -4,219   -1,396    2,139     -684

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.3      0.0     91.7     97.8     91.7     98.1      8.3      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        0       21       18       21       19                  
 
 
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV  Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       67,550
COMMITMENTS
       0        0        0   66,691   67,178   66,691   67,178      859      372

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -5,054)
       0     -207      -93   -5,174   -3,887   -5,267   -4,187      213     -867

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     98.7     99.4     98.7     99.4      1.3      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       11       13       11       13                  
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      110,779
COMMITMENTS
     559        0       90  102,871  105,079  103,520  105,169    7,259    5,610

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -9,249)
     559     -862       28   -9,109   -7,561   -8,522   -8,395     -727     -854

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      0.0      0.1     92.9     94.9     93.4     94.9      6.6      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        1       21       19       22       20                  
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      160,228
COMMITMENTS
       0    2,089    8,144  140,900  140,282  149,044  150,515   11,184    9,713

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:    -11,519)
       0   -4,569     -510   -9,008   -7,033   -9,518  -12,112   -2,001      593

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.3      5.1     87.9     87.6     93.0     93.9      7.0      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        2        2       29       21       31       24                  
 
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                               Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       16,643
COMMITMENTS
       0    1,038        0   14,488   15,326   14,488   16,364    2,155      279

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -8,910)
       0      604        0   -8,671   -9,212   -8,671   -8,608     -239     -302

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      6.2      0.0     87.1     92.1     87.1     98.3     12.9      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        3        0       12       10       12       13                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       23,407
COMMITMENTS
   2,232        0        0   20,005   21,989   22,237   21,989    1,170    1,418

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -8,040)
  -1,590        0        0   -5,222   -7,926   -6,812   -7,926   -1,228     -114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.5      0.0      0.0     85.5     93.9     95.0     93.9      5.0      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        0        0       11        8       14        8                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      188,697
COMMITMENTS
  23,307   10,436    2,579  155,212  167,586  181,098  180,601    7,599    8,096

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -9,700)
   3,920   -1,126        0  -10,988   -7,186   -7,068   -8,312   -2,632   -1,388

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.4      5.5      1.4     82.3     88.8     96.0     95.7      4.0      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       3        5        3       34       29       39       35                  
 
 
TRANSCO STN 85 MONTHLY INDEX - ICE FUTURES ENERGY DIV                Code-0233CS
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       23,802
COMMITMENTS
       0        0        0   21,808   23,678   21,808   23,678    1,994      124

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -5,386)
       0        0        0   -5,392   -4,906   -5,392   -4,906        6     -480

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     91.6     99.5     91.6     99.5      8.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       13        9       13        9                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       79,655
COMMITMENTS
       0        0        0   66,732   71,050   66,732   71,050   12,923    8,605

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -5,956)
       0        0        0   -3,903   -4,961   -3,903   -4,961   -2,053     -995

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     83.8     89.2     83.8     89.2     16.2     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       19       17       19       17                  
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       97,141
COMMITMENTS
       0        0        0   91,476   92,611   91,476   92,611    5,665    4,530

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:    -10,724)
       0        0        0   -9,881  -11,214   -9,881  -11,214     -843      490

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     94.2     95.3     94.2     95.3      5.8      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        0        0       24       17       24       17                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:      114,831
COMMITMENTS
   2,409        0        0  103,099  104,592  105,508  104,592    9,323   10,239

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -8,045)
       0        0        0   -6,698   -7,411   -6,698   -7,411   -1,347     -634

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.1      0.0      0.0     89.8     91.1     91.9     91.1      8.1      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        0       23       15       24       15                  
 
 
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV                         Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       73,738
COMMITMENTS
   5,202        0        0   60,518   68,919   65,720   68,919    8,018    4,819

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -4,266)
  -1,054        0        0   -3,088   -4,891   -4,142   -4,891     -124      625

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.1      0.0      0.0     82.1     93.5     89.1     93.5     10.9      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       16       15       17       15                  
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      143,443
COMMITMENTS
  20,362   11,334   15,001  107,687  116,518  143,050  142,854      393      589

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -6,869)
     112      -12     -119   -6,264   -5,701   -6,271   -5,832     -598   -1,037

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.2      7.9     10.5     75.1     81.2     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      12       11       19       41       45       64       64                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       44,960
COMMITMENTS
   6,757      100      150   38,052   44,710   44,960   44,960        0        0

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:       -736)
     301       -5       -6   -1,031     -725     -736     -736        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.0      0.2      0.3     84.6     99.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       7        2        2       30       26       37       30                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:       30,750
COMMITMENTS
   2,500      275      200   28,050   30,275   30,750   30,750        0        0

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:   -362,032)
 -22,300   -3,677   -1,352 -338,380 -357,003 -362,032 -362,032        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.1      0.9      0.7     91.2     98.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        2        2       26       24       31       27                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:      159,400
COMMITMENTS
   3,850   20,600    2,100  153,450  136,700  159,400  159,400        0        0

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -1,147,913)
 -26,730 -140,129  -13,974 -1097609 -980,610 -1138313 -1134713   -9,600  -13,200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.4     12.9      1.3     96.3     85.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       7        5        4       34       39       43       46                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       65,511
COMMITMENTS
     425    5,541    1,544   63,542   58,412   65,511   65,497        0       14

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -5,439)
    -930     -930     -186   -4,323   -4,337   -5,439   -5,453        0       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      8.5      2.4     97.0     89.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        7        6       23       24       31       34                  
 
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:       22,650
COMMITMENTS
     150      700      375   22,125   21,575   22,650   22,650        0        0

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:   -282,374)
  -2,052  -10,533   -4,260 -276,062 -267,581 -282,374 -282,374        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      3.1      1.7     97.7     95.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        5        1       15       15       17       21                  
 
 
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV                    Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       44,700
COMMITMENTS
     150    4,400      800   43,750   39,500   44,700   44,700        0        0

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:   -322,296)
  -1,026  -29,079   -6,322 -313,748 -285,695 -321,096 -321,096   -1,200   -1,200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      9.8      1.8     97.9     88.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        3        1       21       24       23       27                  
 
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       50,350
COMMITMENTS
     750    1,400      600   49,000   48,350   50,350   50,350        0        0

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     27,341)
     389    1,137      348   27,102   26,875   27,839   28,360     -498   -1,019

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      2.8      1.2     97.3     96.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       5        3        3       23       22       29       27                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       64,525
COMMITMENTS
     620   16,200        0   63,686   48,205   64,306   64,405      219      120

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:       -287)
     -25    1,200        0     -145   -1,215     -170      -15     -117     -272

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0     25.1      0.0     98.7     74.7     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        1        0       27       26       29       27                  
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       82,611
COMMITMENTS
     640   16,200        0   81,820   66,146   82,460   82,346      151      265

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -1,426)
    -110    1,200        0   -1,038   -2,474   -1,148   -1,274     -278     -152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8     19.6      0.0     99.0     80.1     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        1        0       27       26       29       27                  
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       32,675
COMMITMENTS
     700    1,000        0   31,714   31,535   32,414   32,535      261      140

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -1,785)
       0      -50        0   -1,763   -1,725   -1,763   -1,775      -22      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.1      3.1      0.0     97.1     96.5     99.2     99.6      0.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        0       22       19       23       20                  
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       34,450
COMMITMENTS
   1,550       50      250   32,650   34,150   34,450   34,450        0        0

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:   -242,374)
 -11,914       50   -2,086 -228,374 -240,338 -242,374 -242,374        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.5      0.1      0.7     94.8     99.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        1       21       20       24       21                  
 
 
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV               Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       14,650
COMMITMENTS
     600      250        0   14,050   14,400   14,650   14,650        0        0

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:      7,844)
     520      184        0    7,685    7,787    8,205    7,971     -361     -127

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.1      1.7      0.0     95.9     98.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        3        0       15       14       16       17                  
 
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                 Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       16,750
COMMITMENTS
   1,500    2,150       50   15,200   14,550   16,750   16,750        0        0

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:      8,855)
     776    1,533       28    8,073    7,998    8,877    9,559      -22     -704

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.0     12.8      0.3     90.7     86.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        4        1       19       21       23       25                  
 
 
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643AP
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       12,735
COMMITMENTS
     460      100      300   11,575   12,295   12,335   12,695      400       40

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -1,015)
     -70        0        0     -790     -970     -860     -970     -155      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.6      0.8      2.4     90.9     96.5     96.9     99.7      3.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        1        1        9       14       12       16                  
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       40,860
COMMITMENTS
       0    1,300        0   40,765   39,480   40,765   40,780       95       80

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -2,512)
       0      -60        0   -2,512   -2,442   -2,512   -2,502        0      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.2      0.0     99.8     96.6     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        2        0       24       25       24       27                  
 
 
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV               Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       26,690
COMMITMENTS
     725        0        0   25,785   26,690   26,510   26,690      180        0

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:         -1)
    -100        0        0       99       -1       -1       -1        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.7      0.0      0.0     96.6    100.0     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        0        0       21       22       23       22                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       43,525
COMMITMENTS
   1,600      650      850   41,075   42,025   43,525   43,525        0        0

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     24,771)
     781      456      428   24,116   24,396   25,325   25,280     -554     -509

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.7      1.5      2.0     94.4     96.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        2        2       26       23       29       26                  
 
 
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV                  Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       57,528
COMMITMENTS
     260    6,770      100   57,087   50,196   57,447   57,066       81      462

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -3,341)
     -20     -698      -50   -3,258   -2,791   -3,328   -3,539      -13      198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5     11.8      0.2     99.2     87.3     99.9     99.2      0.1      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        2        1       30       25       32       27                  
 
 
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV                    Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       74,488
COMMITMENTS
     884   14,005      919   72,655   59,291   74,458   74,215       30      273

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -5,174)
     -86   -1,849     -376   -4,691   -3,151   -5,153   -5,376      -21      202

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2     18.8      1.2     97.5     79.6    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       6        7        6       32       28       41       39                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       48,615
COMMITMENTS
   1,315      445      300   46,560   47,690   48,175   48,435      440      180

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -2,835)
     -70        0        0   -1,835   -2,815   -1,905   -2,815     -930      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.7      0.9      0.6     95.8     98.1     99.1     99.6      0.9      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        1       19        9       22       10                  
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       58,475
COMMITMENTS
   1,620    2,545      475   56,185   55,455   58,280   58,475      195        0

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -3,460)
    -100        0        0   -2,230   -3,460   -2,330   -3,460   -1,130        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.8      4.4      0.8     96.1     94.8     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        2        1       25       13       28       15                  
 
 
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       35,800
COMMITMENTS
   5,200        0      100   30,500   35,700   35,800   35,800        0        0

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:   -270,309)
 -39,478   -1,200   -1,060 -229,771 -268,049 -270,309 -270,309        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.5      0.0      0.3     85.2     99.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        0        1       22       28       24       29                  
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       53,907
COMMITMENTS
  13,000    2,224    1,668   39,239   50,016   53,907   53,907        0        0

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     29,024)
   7,397    1,033      845   21,504   27,398   29,746   29,276     -722     -252

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.1      4.1      3.1     72.8     92.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       6        4        4       24       30       33       35                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       34,075
COMMITMENTS
   1,250      100       75   32,750   33,900   34,075   34,075        0        0

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -3,097)
      23      -54     -201   -2,919   -2,842   -3,097   -3,097        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.7      0.3      0.2     96.1     99.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        1        1       16       16       20       18                  
 
 
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       38,300
COMMITMENTS
   1,200    4,100      300   36,800   33,900   38,300   38,300        0        0

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:   -274,793)
  -8,250  -18,649   -2,031 -264,512 -248,913 -274,793 -269,593        0   -5,200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.1     10.7      0.8     96.1     88.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        1       16       17       19       19                  
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       41,050
COMMITMENTS
   4,250    1,900    2,000   34,800   37,150   41,050   41,050        0        0

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     22,056)
   2,744    1,250    1,153   18,604   21,188   22,501   23,591     -445   -1,535

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.4      4.6      4.9     84.8     90.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        3        2       19       21       23       25                  
 
 
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       19,400
COMMITMENTS
     800    1,800        0   18,600   17,600   19,400   19,400        0        0

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.1      9.3      0.0     95.9     90.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        1        0       18       16       22       17                  
 
 
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       18,700
COMMITMENTS
      50    1,800        0   18,650   16,900   18,700   18,700        0        0

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:   -133,362)
    -342  -12,240        0 -131,420 -121,122 -131,762 -133,362   -1,600        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      9.6      0.0     99.7     90.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        0       13       11       14       12                  
 
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       23,950
COMMITMENTS
   2,600    1,050        0   21,350   22,900   23,950   23,950        0        0

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.9      4.4      0.0     89.1     95.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        2        0       17       17       21       19                  
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       32,500
COMMITMENTS
   2,400    2,223      489   29,611   29,789   32,500   32,500        0        0

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     17,330)
   1,520    1,459      165   15,896   16,397   17,581   18,020     -251     -690

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.4      6.8      1.5     91.1     91.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        6        2       23       22       27       28                  
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       20,750
COMMITMENTS
   1,800      700        0   18,950   20,050   20,750   20,750        0        0

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:   -150,184)
 -12,240   -5,222        0 -136,344 -144,962 -148,584 -150,184   -1,600        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.7      3.4      0.0     91.3     96.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        0       20       17       21       19                  
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       17,975
COMMITMENTS
      25      525    1,200   16,750   16,250   17,975   17,975        0        0

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:       -357)
      25      -39      -55     -327     -263     -357     -357        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      2.9      6.7     93.2     90.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        1       18       16       20       18                  
 
 
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
25 MWh                                               OPEN INTEREST:       13,425
COMMITMENTS
       0      200        0   13,425   13,225   13,425   13,425        0        0

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:   -158,154)
       0   -2,401        0 -158,154 -155,753 -158,154 -158,154        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.5      0.0    100.0     98.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       14       12       14       13                  
 
 
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV     Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       14,960
COMMITMENTS
     740        0      100   13,185   14,840   14,025   14,940      935       20

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:       -995)
     120        0     -145     -865     -745     -890     -890     -105     -105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.9      0.0      0.7     88.1     99.2     93.8     99.9      6.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        1       19       12       21       13                  
 
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       16,345
COMMITMENTS
     295      160      525   15,265   15,640   16,085   16,325      260       20

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:       -910)
     -20        0      -95     -610     -660     -725     -755     -185     -155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8      1.0      3.2     93.4     95.7     98.4     99.9      1.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        1        2       24       16       27       18                  
 
 
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV                          Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs                          OPEN INTEREST:      555,066
COMMITMENTS
     967   67,312   76,762  476,997  409,875  554,726  553,950      340    1,116

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:      3,284)
     967   -1,406    1,163    1,193    3,514    3,324    3,271      -40       13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2     12.1     13.8     85.9     73.8     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        4        4       19       19       23       24                  
 
 
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       10,645
COMMITMENTS
     130        0        0   10,150   10,645   10,280   10,645      365        0

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:       -960)
     -50        0        0     -755     -960     -805     -960     -155        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      0.0      0.0     95.3    100.0     96.6    100.0      3.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       13       13       14       13                  
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       31,079
COMMITMENTS
   1,200        0        0   29,243   31,070   30,443   31,070      636        9

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -1,764)
    -125        0        0   -1,354   -1,745   -1,479   -1,745     -285      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.9      0.0      0.0     94.1    100.0     98.0    100.0      2.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        0       15       15       17       15                  
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       28,576
COMMITMENTS
   1,150        0        0   27,039   28,570   28,189   28,570      387        6

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -1,298)
    -175        0        0     -893   -1,280   -1,068   -1,280     -230      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.0      0.0      0.0     94.6    100.0     98.6    100.0      1.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        0        0       15       12       18       12                  
 
 
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV                           Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       13,800
COMMITMENTS
       0      550        0   13,640   12,970   13,640   13,520      160      280

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:       -360)
       0      175        0      -30     -565      -30     -390     -330       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      4.0      0.0     98.8     94.0     98.8     98.0      1.2      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        0       15       14       15       16                  
 
 
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        9,710
COMMITMENTS
       0      350        0    9,430    9,060    9,430    9,410      280      300

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:       -120)
       0      200        0      205     -510      205     -310     -325      190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.6      0.0     97.1     93.3     97.1     96.9      2.9      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        0       14       11       14       13                  
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       24,789
COMMITMENTS
       0    4,500       75   24,659   20,188   24,734   24,763       55       26

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:        620)
       0    2,125        0      605   -1,265      605      860       15     -240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     18.2      0.3     99.5     81.4     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        4        1       17       18       18       22                  
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       26,768
COMMITMENTS
     100    4,400       25   26,583   22,244   26,708   26,669       60       99

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:        508)
       0    2,200        0      488   -1,472      488      728       20     -220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4     16.4      0.1     99.3     83.1     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        3        1       17       16       18       20                  
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      107,761
COMMITMENTS
     310    3,507      255  107,161  103,979  107,726  107,741       35       20

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -4,693)
      15      -65     -225   -4,088   -4,113   -4,298   -4,403     -395     -290

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      3.3      0.2     99.4     96.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       2        6        4       35       34       40       41                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      126,198
COMMITMENTS
     915    6,592      720  124,528  118,886  126,163  126,198       35        0

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -6,820)
     335      220     -260   -5,860   -6,070   -5,785   -6,110   -1,035     -710

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      5.2      0.6     98.7     94.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       5        6        4       40       33       46       42                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      194,212
COMMITMENTS
  10,109   26,507   12,733  171,359  154,891  194,202  194,131       10       81

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -5,174)
    -254      916      -95   -4,061   -3,198   -4,409   -2,377     -765   -2,797

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.2     13.6      6.6     88.2     79.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
       9       16       10       43       41       58       61                  
 
 
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV              Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      124,901
COMMITMENTS
   2,224    9,144    2,745  119,883  112,992  124,852  124,881       49       20

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -2,701)
     -10     -322       60   -2,241     -320   -2,191     -582     -510   -2,119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8      7.3      2.2     96.0     90.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       4        7        4       37       32       43       41                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       49,745
COMMITMENTS
   1,000      625        5   48,600   49,090   49,605   49,720      140       25

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:       -925)
     -35     -125        0     -475      140     -510       15     -415     -940

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0      1.3      0.0     97.7     98.7     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        1        1       21       12       24       14                  
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       47,070
COMMITMENTS
     725      525        0   46,280   46,520   47,005   47,045       65       25

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:       -645)
     -30     -125        0     -220      565     -250      440     -395   -1,085

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      1.1      0.0     98.3     98.8     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        1        0       21       11       23       12                  
 
 
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV              Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 mwh                                                OPEN INTEREST:       28,337
COMMITMENTS
     700        0      200   27,376   28,077   28,276   28,277       61       60

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:       -662)
     325        0      -25     -528     -510     -228     -535     -434     -127

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.5      0.0      0.7     96.6     99.1     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        0        1       27       26       29       27                  
 
 
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV              Code-0643F1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 Mwh                                                OPEN INTEREST:       21,794
COMMITMENTS
   1,550        0        0   20,244   21,734   21,794   21,734        0       60

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:       -542)
    -200        0        0     -342     -542     -542     -542        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.1      0.0      0.0     92.9     99.7    100.0     99.7      0.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        0       20       16       22       16                  
 
 
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       26,299
COMMITMENTS
   1,321    1,775        0   24,112   24,454   25,433   26,229      866       70

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -1,752)
     -64     -150        0   -1,650   -1,390   -1,714   -1,540      -38     -212

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.0      6.7      0.0     91.7     93.0     96.7     99.7      3.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        0       18       18       20       20                  
 
 
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       16,448
COMMITMENTS
   1,094        0        1   14,768   16,187   15,863   16,188      585      260

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:       -966)
     -24        0       -6     -866     -780     -896     -786      -70     -180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.7      0.0      0.0     89.8     98.4     96.4     98.4      3.6      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        1       16       17       18       18                  
 
 
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       35,329
COMMITMENTS
   1,515    5,411      320   33,197   29,543   35,032   35,274      297       55

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -1,060)
      25     -445      -75     -678     -182     -728     -702     -332     -358

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.3     15.3      0.9     94.0     83.6     99.2     99.8      0.8      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        4        1       29       22       32       27                  
 
 
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       23,055
COMMITMENTS
       0      240       60   22,895   22,657   22,955   22,957      100       98

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:       -759)
       0       50      -50     -613     -439     -663     -439      -96     -320

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.0      0.3     99.3     98.3     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        1        1       22       21       23       22                  
 
 
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       21,187
COMMITMENTS
       0    1,500       70   20,947   19,406   21,017   20,976      170      211

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:        247)
       0      -35      -15      527      347      512      297     -265      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      7.1      0.3     98.9     91.6     99.2     99.0      0.8      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        3        1       22       16       23       19                  
 
 
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C79
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       14,208
COMMITMENTS
       0        0        0   13,977   14,043   13,977   14,043      231      165

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:       -354)
       0        0        0     -237     -349     -237     -349     -117       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     98.4     98.8     98.4     98.8      1.6      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       16       11       16       11                  
 
 
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       32,921
COMMITMENTS
     315      525        0   32,410   32,256   32,725   32,781      196      140

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:       -213)
     130        0        0      -88      132       42      132     -255     -345

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      1.6      0.0     98.4     98.0     99.4     99.6      0.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        1        0       28       24       29       25                  
 
 
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV              Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       18,569
COMMITMENTS
     581      300        0   17,785   18,004   18,366   18,304      203      265

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:       -382)
      -2      300        0     -364     -600     -366     -300      -16      -82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.1      1.6      0.0     95.8     97.0     98.9     98.6      1.1      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        1        0       21       16       23       17                  
 
 
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       16,760
COMMITMENTS
   1,235        0        0   14,355   16,080   15,590   16,080    1,170      680

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:          5)
     260        0        0     -560      -88     -300      -88      305       93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.4      0.0      0.0     85.7     95.9     93.0     95.9      7.0      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        0        0       18       14       21       14                  



Updated May 12, 2017