NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 47,834 COMMITMENTS 16,814 22,703 20 31,000 25,111 47,834 47,834 0 0 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 180) -100 380 0 280 -200 180 180 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.2 47.5 0.0 64.8 52.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 5 9 2 9 7 16 16 CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 67,751 COMMITMENTS 5,141 6,441 6,307 56,287 55,002 67,735 67,751 16 0 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 1,997) 426 160 12 1,558 1,825 1,997 1,997 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.6 9.5 9.3 83.1 81.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 7 9 10 14 15 28 28 RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 36,099 COMMITMENTS 4,489 886 0 31,605 35,213 36,094 36,099 5 0 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.4 2.5 0.0 87.6 97.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 4 0 8 9 10 13 CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 33,207 COMMITMENTS 2,318 0 372 30,517 32,835 33,207 33,207 0 0 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 72) -22 0 22 72 50 72 72 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.0 0.0 1.1 91.9 98.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 7 0 2 9 8 17 10 NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 37,430 COMMITMENTS 6,825 17,733 25 30,580 19,672 37,430 37,430 0 0 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -100) -300 50 0 200 -150 -100 -100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.2 47.4 0.1 81.7 52.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 7 6 1 8 6 15 13 NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063A4 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 26,067 COMMITMENTS 4,757 7,930 0 21,310 18,137 26,067 26,067 0 0 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 100) 100 -100 0 0 200 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.2 30.4 0.0 81.8 69.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 6 6 0 7 4 13 10 PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 28,535 COMMITMENTS 13,653 13,395 600 14,283 14,540 28,535 28,535 0 0 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -174) -649 -100 0 475 -74 -174 -174 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 47.8 46.9 2.1 50.1 51.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 6 5 2 9 7 16 13 PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AD OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 20,895 COMMITMENTS 9,795 6,407 100 11,000 14,388 20,895 20,895 0 0 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 1,150) 750 0 0 400 1,150 1,150 1,150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 46.9 30.7 0.5 52.6 68.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 7 4 1 7 6 15 10 RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-0063AR OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 41,648 COMMITMENTS 3,055 3,066 663 37,931 37,919 41,648 41,648 0 0 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 1,557) 0 39 245 1,312 1,308 1,557 1,592 0 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.3 7.4 1.6 91.1 91.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 7 5 15 13 21 22 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 5,199,700 COMMITMENTS 966,532 45,783 673,218 3526793 4468009 5166543 5187010 33,157 12,690 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 51,174) -43,956 4,655 46,307 49,211 842 51,562 51,804 -388 -630 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.6 0.9 12.9 67.8 85.9 99.4 99.8 0.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225) 55 26 61 132 114 207 181 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 1,372,981 COMMITMENTS 51,653 33,406 704,613 613,508 634,000 1369774 1372018 3,207 963 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 40,567) -866 3,746 27,660 13,769 9,066 40,563 40,472 4 94 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 2.4 51.3 44.7 46.2 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 13 17 27 52 51 79 81 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 245,851 COMMITMENTS 7,421 7,422 2,885 217,807 231,395 228,113 241,702 17,738 4,149 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -1,352) -2,222 457 -1,602 1,655 -199 -2,169 -1,344 817 -8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.0 3.0 1.2 88.6 94.1 92.8 98.3 7.2 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 3 4 4 29 26 35 31 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 101,280 COMMITMENTS 33 1,111 982 93,471 96,105 94,486 98,198 6,794 3,082 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -8,024) -1,511 1,001 -270 -9,187 -6,345 -10,968 -5,614 2,944 -2,410 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.1 1.0 92.3 94.9 93.3 97.0 6.7 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 2 3 25 26 28 29 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 265,954 COMMITMENTS 520 2,434 2,961 250,770 246,533 254,251 251,928 11,703 14,026 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -17,231) 520 -3,241 -440 -18,930 -20,972 -18,850 -24,653 1,619 7,422 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 0.9 1.1 94.3 92.7 95.6 94.7 4.4 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 2 3 22 21 25 24 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 865,980 COMMITMENTS 3,746 17,332 6,680 846,861 840,266 857,287 864,278 8,693 1,702 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 8,285) 1,812 27 -458 10,017 9,395 11,371 8,964 -3,086 -679 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 2.0 0.8 97.8 97.0 99.0 99.8 1.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 1 3 3 51 32 55 35 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 394,787 COMMITMENTS 4,860 3,746 240 373,653 381,859 378,753 385,845 16,034 8,942 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -11,467) -1,333 119 -459 -10,911 -10,968 -12,703 -11,308 1,236 -159 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 0.9 0.1 94.6 96.7 95.9 97.7 4.1 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 2 1 1 31 37 33 39 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 363,542 COMMITMENTS 210 0 772 346,255 355,811 347,237 356,583 16,305 6,959 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -37,867) -988 0 369 -35,518 -15,633 -36,137 -15,264 -1,730 -22,603 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 0.0 0.2 95.2 97.9 95.5 98.1 4.5 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 1 0 1 39 40 40 41 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 218,284 COMMITMENTS 2,221 413 1,090 206,112 207,732 209,423 209,235 8,861 9,049 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -16,494) 814 -5,515 -219 -10,765 -8,324 -10,170 -14,058 -6,324 -2,436 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 0.2 0.5 94.4 95.2 95.9 95.9 4.1 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 2 1 2 30 29 32 32 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 72,888 COMMITMENTS 0 1,989 79 68,591 65,673 68,670 67,741 4,218 5,147 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -6,565) 0 475 -41 -7,006 -5,681 -7,047 -5,247 482 -1,318 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.7 0.1 94.1 90.1 94.2 92.9 5.8 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 2 1 23 24 24 26 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 115,279 COMMITMENTS 1,809 0 1,271 104,740 110,870 107,820 112,141 7,459 3,138 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -9,432) -35 -463 -123 -8,953 -7,244 -9,111 -7,830 -321 -1,602 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 0.0 1.1 90.9 96.2 93.5 97.3 6.5 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 1 17 17 18 18 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 155,734 COMMITMENTS 0 0 0 145,996 150,068 145,996 150,068 9,738 5,666 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -10,531) -1,056 0 -60 -8,274 -10,351 -9,390 -10,411 -1,141 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 93.7 96.4 93.7 96.4 6.3 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 0 0 22 21 22 21 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 16,384 COMMITMENTS 3,658 682 0 11,889 15,268 15,547 15,950 837 434 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -6,630) -780 0 0 -5,584 -5,976 -6,364 -5,976 -266 -654 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.3 4.2 0.0 72.6 93.2 94.9 97.4 5.1 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 2 0 10 16 14 18 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 534,518 COMMITMENTS 65,081 4,568 2,944 458,308 517,425 526,333 524,937 8,185 9,581 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -28,926) -5,155 -2,535 764 -20,478 -21,903 -24,869 -23,674 -4,057 -5,252 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.2 0.9 0.6 85.7 96.8 98.5 98.2 1.5 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 7 5 8 48 49 60 57 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 125,146 COMMITMENTS 4,325 3,622 815 115,554 112,619 120,694 117,056 4,452 8,090 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -8,907) 145 -3,925 -925 -9,733 -6,005 -10,513 -10,855 1,606 1,948 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 2.9 0.7 92.3 90.0 96.4 93.5 3.6 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 1 2 19 22 22 24 EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 16,677 COMMITMENTS 713 620 0 12,753 15,685 13,466 16,305 3,211 372 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -5,400) 188 -292 -248 -5,091 -4,290 -5,151 -4,830 -249 -570 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.3 3.7 0.0 76.5 94.1 80.7 97.8 19.3 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 1 0 9 12 11 13 HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 126,491 COMMITMENTS 28,365 3,553 0 97,691 121,981 126,056 125,534 435 957 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -54,937) -30,824 -1,170 -211 -17,303 -41,422 -48,338 -42,803 -6,599 -12,134 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.4 2.8 0.0 77.2 96.4 99.7 99.2 0.3 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 9 8 0 26 39 35 47 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 134,221 COMMITMENTS 620 480 0 131,833 131,045 132,453 131,525 1,768 2,696 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -13,548) 0 480 0 -13,918 -13,382 -13,918 -12,902 370 -646 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 0.4 0.0 98.2 97.6 98.7 98.0 1.3 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 0 17 18 18 19 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 261,417 COMMITMENTS 1,851 738 1,422 251,883 248,078 255,156 250,238 6,261 11,179 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -7,348) 1,851 450 -121 -7,406 -7,882 -5,676 -7,553 -1,672 205 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 0.3 0.5 96.4 94.9 97.6 95.7 2.4 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 1 1 1 30 33 32 34 NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 101,736 COMMITMENTS 514 0 1,911 97,495 98,979 99,920 100,890 1,816 846 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -11,482) 12 -744 -12 -10,761 -9,953 -10,761 -10,709 -721 -773 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 0.0 1.9 95.8 97.3 98.2 99.2 1.8 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 0 1 19 21 20 22 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 135,390 COMMITMENTS 11,445 0 272 117,291 126,428 129,008 126,700 6,382 8,690 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -6,391) -247 0 20 -6,777 -8,217 -7,004 -8,197 613 1,806 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.5 0.0 0.2 86.6 93.4 95.3 93.6 4.7 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 0 1 22 16 24 17 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 110,411 COMMITMENTS 0 0 0 101,821 107,515 101,821 107,515 8,590 2,896 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -6,867) -1,081 0 0 -4,372 -6,148 -5,453 -6,148 -1,414 -719 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 92.2 97.4 92.2 97.4 7.8 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 18 18 18 18 NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 61,836 COMMITMENTS 0 465 0 61,557 61,247 61,557 61,712 279 124 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -8,730) -755 0 0 -7,290 -8,670 -8,045 -8,670 -685 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.8 0.0 99.5 99.0 99.5 99.8 0.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 2 0 10 15 10 17 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 145,723 COMMITMENTS 1,973 0 124 134,019 141,427 136,116 141,551 9,607 4,172 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 1,891) 1,570 -89 -345 709 2,189 1,934 1,755 -43 136 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 0.0 0.1 92.0 97.1 93.4 97.1 6.6 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 0 1 18 17 21 18 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 147,710 COMMITMENTS 0 952 7,942 128,376 132,631 136,318 141,525 11,392 6,185 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -13,689) 0 -4,277 -252 -11,315 -9,878 -11,567 -14,407 -2,122 718 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.6 5.4 86.9 89.8 92.3 95.8 7.7 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 1 2 27 23 29 25 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 15,378 COMMITMENTS 1,302 0 0 13,127 15,192 14,429 15,192 949 186 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -5,940) -810 0 0 -4,564 -4,830 -5,374 -4,830 -566 -1,110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.5 0.0 0.0 85.4 98.8 93.8 98.8 6.2 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 0 0 11 10 13 10 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 26,943 COMMITMENTS 0 0 0 24,565 26,478 24,565 26,478 2,378 465 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -7,424) 0 0 0 -5,150 -6,914 -5,150 -6,914 -2,274 -510 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 91.2 98.3 91.2 98.3 8.8 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 11 13 11 13 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 178,107 COMMITMENTS 8,700 1,267 787 158,927 166,958 168,414 169,012 9,693 9,095 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -16,477) -1,572 -511 -615 -13,426 -14,546 -15,613 -15,672 -864 -805 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.9 0.7 0.4 89.2 93.7 94.6 94.9 5.4 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 2 1 2 30 30 33 32 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 104,391 COMMITMENTS 0 0 0 99,924 97,718 99,924 97,718 4,467 6,673 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -4,905) 0 0 0 -4,675 -5,015 -4,675 -5,015 -230 110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 95.7 93.6 95.7 93.6 4.3 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 0 0 22 25 22 25 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 96,791 COMMITMENTS 0 0 0 88,205 93,049 88,205 93,049 8,586 3,742 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -5,523) -248 0 0 -4,929 -5,969 -5,177 -5,969 -346 446 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 91.1 96.1 91.1 96.1 8.9 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 20 17 20 17 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 68,471 COMMITMENTS 2,736 360 0 59,612 65,314 62,348 65,674 6,123 2,797 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -7,752) -158 60 -856 -6,175 -5,011 -7,189 -5,807 -563 -1,945 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.0 0.5 0.0 87.1 95.4 91.1 95.9 8.9 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 0 15 18 16 19 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 20,975 COMMITMENTS 837 868 0 19,859 20,076 20,696 20,944 279 31 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -7,616) -30 120 -120 -7,083 -6,056 -7,233 -6,056 -383 -1,560 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.0 4.1 0.0 94.7 95.7 98.7 99.9 1.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 2 0 12 15 14 17 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 122,983 COMMITMENTS 0 0 0 111,145 118,651 111,145 118,651 11,838 4,332 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -11,474) 0 0 0 -10,658 -10,658 -10,658 -10,658 -816 -816 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 90.4 96.5 90.4 96.5 9.6 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 0 0 24 17 24 17 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 106,551 COMMITMENTS 18,322 4,540 11,162 76,081 90,110 105,564 105,812 987 739 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -5,429) -861 -840 -630 -3,336 -3,785 -4,828 -5,255 -601 -173 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.2 4.3 10.5 71.4 84.6 99.1 99.3 0.9 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 12 7 16 36 38 55 54 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 31,143 COMMITMENTS 1,395 200 275 29,473 30,668 31,143 31,143 0 0 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 694) 5 0 25 664 669 694 694 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.5 0.6 0.9 94.6 98.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 5 3 2 25 18 30 23 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 19,620 COMMITMENTS 250 0 450 18,920 19,170 19,620 19,620 0 0 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -287) -125 0 100 -262 -387 -287 -287 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 0.0 2.3 96.4 97.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 0 2 21 18 24 20 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 167,496 COMMITMENTS 9,785 28,954 4,191 153,474 134,336 167,450 167,481 46 15 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -9,169) 20 -2,922 -13 -6,249 -2,558 -6,242 -5,493 -2,927 -3,676 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.8 17.3 2.5 91.6 80.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 6 8 6 40 36 49 47 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 56,376 COMMITMENTS 1,336 7,350 1,439 53,586 47,587 56,361 56,376 15 0 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -1,470) -798 -723 -36 -629 -706 -1,463 -1,465 -7 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 13.0 2.6 95.1 84.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 7 5 6 20 21 31 29 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 57,258 COMMITMENTS 315 3,575 745 55,977 52,538 57,037 56,858 221 400 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -1,412) 50 150 -200 -890 -1,367 -1,040 -1,417 -372 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 6.2 1.3 97.8 91.8 99.6 99.3 0.4 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 3 2 27 26 30 30 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 64,628 COMMITMENTS 1,243 1,075 912 62,257 62,471 64,412 64,458 216 170 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -341) -387 50 237 286 191 136 478 -477 -819 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 1.7 1.4 96.3 96.7 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 2 4 4 33 27 37 34 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 63,430 COMMITMENTS 1,528 17,550 0 61,839 45,706 63,367 63,256 63 174 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -2,106) 78 100 0 -1,877 -1,861 -1,799 -1,761 -307 -345 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 27.7 0.0 97.5 72.1 99.9 99.7 0.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 4 2 0 27 25 31 27 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 85,221 COMMITMENTS 2,698 18,650 0 82,491 66,381 85,189 85,031 32 190 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -3,239) 298 -6,100 0 -2,999 3,323 -2,701 -2,777 -538 -462 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 21.9 0.0 96.8 77.9 100.0 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 4 2 0 29 26 33 28 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 33,924 COMMITMENTS 300 0 0 33,474 33,894 33,774 33,894 150 30 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -1,067) -100 -800 0 -945 -257 -1,045 -1,057 -22 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 0.0 0.0 98.7 99.9 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 0 0 22 19 23 19 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 37,605 COMMITMENTS 1,675 420 0 35,870 37,029 37,545 37,449 60 156 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 990) -50 0 -75 1,115 1,077 990 1,002 0 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.5 1.1 0.0 95.4 98.5 99.8 99.6 0.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 1 0 23 20 26 21 ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 11,760 COMMITMENTS 1,200 0 0 10,560 11,760 11,760 11,760 0 0 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -800) 0 0 0 -800 -800 -800 -800 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.2 0.0 0.0 89.8 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 0 0 17 14 20 14 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 19,816 COMMITMENTS 2,150 1,782 1,100 16,371 16,639 19,621 19,521 195 295 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -515) -100 -300 200 -605 -415 -505 -515 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.8 9.0 5.6 82.6 84.0 99.0 98.5 1.0 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 4 4 2 23 24 29 28 NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 9,890 COMMITMENTS 0 215 210 9,335 9,330 9,545 9,755 345 135 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -1,100) 0 45 -95 -820 -1,005 -915 -1,055 -185 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.2 2.1 94.4 94.3 96.5 98.6 3.5 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 3 1 10 12 11 15 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 41,403 COMMITMENTS 0 400 0 41,403 40,913 41,403 41,313 0 90 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -1,219) -400 -50 -600 -219 -559 -1,219 -1,209 0 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.0 0.0 100.0 98.8 100.0 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 3 0 26 23 26 26 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 51,103 COMMITMENTS 1,700 1,150 50 48,528 49,843 50,278 51,043 825 60 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -24) 0 -350 0 -519 336 -519 -14 495 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 2.3 0.1 95.0 97.5 98.4 99.9 1.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 2 1 24 23 26 26 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 48,060 COMMITMENTS 1,405 0 335 46,125 47,530 47,865 47,865 195 195 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -4,062) -65 -5 5 -3,147 -3,907 -3,207 -3,907 -855 -155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.9 0.0 0.7 96.0 98.9 99.6 99.6 0.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 0 1 20 13 24 14 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 55,816 COMMITMENTS 2,130 1,800 175 53,361 53,676 55,666 55,651 150 165 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -3,532) -90 -200 0 -2,242 -3,252 -2,332 -3,452 -1,200 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 3.2 0.3 95.6 96.2 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 1 1 22 12 26 14 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 70,428 COMMITMENTS 729 0 218 69,340 69,918 70,287 70,136 141 292 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -3,317) 472 0 -423 -3,444 -2,871 -3,395 -3,294 78 -23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 0.0 0.3 98.5 99.3 99.8 99.6 0.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 0 1 29 30 31 31 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 92,097 COMMITMENTS 6,230 1,484 1,588 83,943 88,761 91,761 91,833 336 264 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -4,281) 599 -899 -632 -4,443 -2,735 -4,476 -4,266 195 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.8 1.6 1.7 91.1 96.4 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 6 9 3 30 32 38 42 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 38,513 COMMITMENTS 931 4,630 199 37,145 33,484 38,275 38,313 238 200 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -2,418) 33 -125 -100 -2,340 -1,581 -2,407 -1,806 -11 -612 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 12.0 0.5 96.4 86.9 99.4 99.5 0.6 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 2 3 24 17 28 21 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 40,676 COMMITMENTS 3,120 1,500 1,850 35,181 37,201 40,151 40,551 525 125 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -3,235) -100 -50 0 -3,125 -2,563 -3,225 -2,613 -10 -622 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.7 3.7 4.5 86.5 91.5 98.7 99.7 1.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 3 2 25 21 28 26 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 41,369 COMMITMENTS 25 3,400 235 41,044 37,499 41,304 41,134 65 235 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -684) 0 460 -55 21 -1,154 -34 -749 -650 65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 8.2 0.6 99.2 90.6 99.8 99.4 0.2 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 3 1 22 17 24 20 NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 34,747 COMMITMENTS 350 2,885 25 34,076 31,702 34,451 34,612 296 135 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -655) 0 565 -115 -243 -1,180 -358 -730 -297 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 8.3 0.1 98.1 91.2 99.1 99.6 0.9 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 2 1 18 15 21 17 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 27,369 COMMITMENTS 1,829 1,715 163 25,008 25,371 27,000 27,249 369 120 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -1,061) 111 335 -11 -906 -1,159 -806 -835 -255 -226 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.7 6.3 0.6 91.4 92.7 98.7 99.6 1.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 6 1 2 22 21 28 24 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 22,048 COMMITMENTS 1,227 400 476 20,245 21,052 21,948 21,928 100 120 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -763) 91 290 -110 489 174 470 354 -1,233 -1,117 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.6 1.8 2.2 91.8 95.5 99.5 99.5 0.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 2 2 17 22 20 25 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 50,324 COMMITMENTS 1,625 7,497 941 47,429 41,886 49,995 50,324 329 0 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -3,449) -260 -1,482 73 -3,202 -1,612 -3,389 -3,021 -60 -428 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 14.9 1.9 94.2 83.2 99.3 100.0 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 6 3 4 32 27 39 33 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 35,615 COMMITMENTS 1,085 3,230 75 34,110 32,307 35,270 35,612 345 3 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -2,260) -150 -705 50 -1,884 -1,440 -1,984 -2,095 -276 -165 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.0 9.1 0.2 95.8 90.7 99.0 100.0 1.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 5 1 29 20 32 25 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 22,581 COMMITMENTS 0 4,100 525 22,056 17,931 22,581 22,556 0 25 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 50) 0 0 0 50 25 50 25 0 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 18.2 2.3 97.7 79.4 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 3 1 15 16 16 19 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 16,900 COMMITMENTS 920 0 0 15,505 16,880 16,425 16,880 475 20 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -1,175) -70 0 0 -1,095 -1,045 -1,165 -1,045 -10 -130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.4 0.0 0.0 91.7 99.9 97.2 99.9 2.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 0 0 17 13 20 13 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 17,050 COMMITMENTS 530 0 0 16,160 17,030 16,690 17,030 360 20 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -1,445) -10 0 -55 -1,385 -1,160 -1,450 -1,215 5 -230 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.1 0.0 0.0 94.8 99.9 97.9 99.9 2.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 0 0 19 13 21 13 PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Any Multiple of 800 800MWhs OPEN INTEREST: 776,237 COMMITMENTS 8,097 75,560 115,728 652,349 584,949 776,174 776,237 63 0 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 22,170) -3,501 477 3,202 22,489 18,531 22,190 22,210 -20 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 9.7 14.9 84.0 75.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 3 6 19 18 26 24 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 22,712 COMMITMENTS 1,190 150 0 21,368 22,482 22,558 22,632 154 80 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -1,773) -25 0 -50 -1,606 -1,690 -1,681 -1,740 -92 -33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.2 0.7 0.0 94.1 99.0 99.3 99.6 0.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 2 0 18 16 21 18 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 21,412 COMMITMENTS 1,190 150 0 19,661 21,165 20,851 21,315 561 97 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -1,348) -25 0 -50 -1,181 -1,265 -1,256 -1,315 -92 -33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.6 0.7 0.0 91.8 98.8 97.4 99.5 2.6 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 2 0 17 14 20 16 PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 9,640 COMMITMENTS 0 275 0 9,260 9,305 9,260 9,580 380 60 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -1,145) 0 -50 0 -810 -1,020 -810 -1,070 -335 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.9 0.0 96.1 96.5 96.1 99.4 3.9 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 0 12 14 12 16 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 21,422 COMMITMENTS 688 75 4 20,597 21,323 21,289 21,402 133 20 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -1,081) -150 -25 -25 -790 -891 -965 -941 -116 -140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 0.4 0.0 96.1 99.5 99.4 99.9 0.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 1 1 15 18 18 20 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 21,675 COMMITMENTS 688 125 4 20,846 21,531 21,538 21,660 137 15 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -1,732) -125 -25 -25 -1,446 -1,542 -1,596 -1,592 -136 -140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 0.6 0.0 96.2 99.3 99.4 99.9 0.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 1 1 16 17 19 19 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 109,009 COMMITMENTS 1,070 8,107 710 107,184 100,151 108,964 108,968 45 41 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -6,010) -25 -555 -50 -4,800 -3,485 -4,875 -4,090 -1,135 -1,920 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 7.4 0.7 98.3 91.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 4 9 3 33 33 39 43 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 352 MWh OPEN INTEREST: 121,466 COMMITMENTS 1,285 8,987 900 119,221 111,535 121,406 121,422 60 44 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -6,702) -143 -245 -7 -5,762 -3,537 -5,912 -3,789 -790 -2,913 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 7.4 0.7 98.2 91.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 4 9 4 38 33 44 44 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 215,112 COMMITMENTS 33,755 30,250 17,578 163,769 167,262 215,102 215,091 10 21 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -13,170) -1,357 -3,957 -1,574 -6,922 -4,794 -9,853 -10,324 -3,317 -2,846 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.7 14.1 8.2 76.1 77.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 15 21 19 44 46 70 76 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 42,724 COMMITMENTS 2,285 275 115 40,001 42,309 42,401 42,699 323 25 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -1,875) -160 -25 0 -905 -430 -1,065 -455 -810 -1,420 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.3 0.6 0.3 93.6 99.0 99.2 99.9 0.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 2 2 23 14 28 17 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 39,589 COMMITMENTS 1,985 275 105 37,221 39,184 39,311 39,564 278 25 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -1,325) -10 0 -25 -640 135 -675 110 -650 -1,435 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.0 0.7 0.3 94.0 99.0 99.3 99.9 0.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 2 2 22 14 27 17
Updated October 13, 2017