CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV               Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:        6,565
COMMITMENTS
     390      125        0    6,170    6,434    6,560    6,559        5        6

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:        -34)
       0        0        0      -34      -34      -34      -34        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.9      1.9      0.0     94.0     98.0     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        2        0        6        8       11       10                  
 
 
NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV                       Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       47,884
COMMITMENTS
  13,715   22,853       20   34,149   25,011   47,884   47,884        0        0

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:        450)
     350     -100        0      100      550      450      450        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.6     47.7      0.0     71.3     52.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4       10        2       10        6       16       16                  
 
 
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV               Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       73,926
COMMITMENTS
   5,404    6,124    6,269   62,227   61,533   73,900   73,926       26        0

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:       -531)
      30     -221      -40     -522     -271     -531     -531        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.3      8.3      8.5     84.2     83.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       7       10        9       15       15       29       27                  
 
 
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV                           Code-0063A1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       34,749
COMMITMENTS
   3,139      886        0   31,605   33,863   34,744   34,749        5        0

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.0      2.5      0.0     91.0     97.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        4        0        9        9       11       13                  
 
 
CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV               Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       33,748
COMMITMENTS
   2,284      172      381   31,083   33,195   33,748   33,748        0        0

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:       -132)
      90      133      -40     -182     -225     -132     -132        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.8      0.5      1.1     92.1     98.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       6        2        3        9        9       17       13                  
 
 
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV                       Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       37,042
COMMITMENTS
   5,113   19,683      387   31,542   16,972   37,042   37,042        0        0

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:         12)
    -150      450      162        0     -600       12       12        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.8     53.1      1.0     85.2     45.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        9        2        9        6       15       16                  
 
 
NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV                       Code-0063A4
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       25,957
COMMITMENTS
   4,442   10,420        0   21,515   15,537   25,957   25,957        0        0

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:     -1,060)
    -110    1,340        0     -950   -2,400   -1,060   -1,060        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.1     40.1      0.0     82.9     59.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        9        0        8        4       12       13                  
 
 
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV               Code-0063AB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       28,249
COMMITMENTS
  13,402   11,150      200   14,647   16,899   28,249   28,249        0        0

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:       -510)
    -700   -1,000        0      191      490     -510     -510        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    47.4     39.5      0.7     51.9     59.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       6        4        1       11        6       17       11                  
 
 
PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV               Code-0063AD
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       19,588
COMMITMENTS
  10,295    5,600      100    9,193   13,888   19,588   19,588        0        0

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:       -200)
    -300        0        0      100     -200     -200     -200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    52.6     28.6      0.5     46.9     70.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       7        3        1        7        6       15        9                  
 
 
RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV                           Code-0063AR
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       52,300
COMMITMENTS
   4,530    3,517      241   47,529   48,542   52,300   52,300        0        0

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:      2,483)
       0       -3        5    2,478    2,482    2,483    2,483        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.7      6.7      0.5     90.9     92.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        7        3       14       13       19       21                  
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    5,023,475
COMMITMENTS
 871,731   37,341  692,943  3431176  4280648  4995850  5010932   27,625   12,543

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:     25,037)
 -34,381    1,433   -8,352   74,870   32,284   32,137   25,365   -7,100     -328

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.4      0.7     13.8     68.3     85.2     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
      58       21       57      127      114      200      177                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:    1,349,195
COMMITMENTS
  43,655   37,194  690,227  612,296  620,712  1346178  1348134    3,018    1,062

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:     66,441)
   7,120    3,645   29,771   29,619   33,121   66,509   66,536      -68      -95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.2      2.8     51.2     45.4     46.0     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      17       15       27       51       50       81       79                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      213,785
COMMITMENTS
   8,483    6,488    5,250  187,814  197,201  201,547  208,939   12,238    4,846

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:     -9,101)
  -3,732      164    1,577   -4,041   -9,754   -6,196   -8,013   -2,905   -1,088

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.0      3.0      2.5     87.9     92.2     94.3     97.7      5.7      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        3        4       29       26       34       32                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      108,113
COMMITMENTS
     213    3,591    1,165  100,530   98,010  101,908  102,766    6,205    5,347

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:     -5,673)
  -1,002      826        6   -5,077   -7,488   -6,073   -6,656      400      983

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      3.3      1.1     93.0     90.7     94.3     95.1      5.7      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        1        2       25       21       27       23                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      243,293
COMMITMENTS
   1,576      375    2,831  228,184  231,939  232,591  235,145   10,702    8,148

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:    -12,188)
   1,453     -114     -174  -11,337   -7,817  -10,058   -8,105   -2,130   -4,083

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      0.2      1.2     93.8     95.3     95.6     96.7      4.4      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        1        3       24       23       27       26                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      833,591
COMMITMENTS
       0   17,629    3,452  820,870  809,809  824,322  830,890    9,269    2,701

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:    -38,954)
       0   -1,054   -2,416  -35,230  -36,257  -37,646  -39,727   -1,308      773

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.1      0.4     98.5     97.1     98.9     99.7      1.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       0        3        3       51       34       54       37                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      392,333
COMMITMENTS
   4,368      435      939  363,769  386,646  369,076  388,020   23,257    4,313

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:    -16,640)
  -1,079      267     -332  -20,335  -14,083  -21,746  -14,148    5,106   -2,492

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      0.1      0.2     92.7     98.6     94.1     98.9      5.9      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       2        1        2       33       40       36       42                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      360,903
COMMITMENTS
     127      678    1,288  350,307  353,483  351,722  355,449    9,181    5,454

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:    -21,368)
  -1,351      678     -529  -19,253  -21,134  -21,133  -20,985     -235     -383

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.2      0.4     97.1     97.9     97.5     98.5      2.5      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       1        1        2       39       38       41       40                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      223,072
COMMITMENTS
   3,376      413    1,060  207,477  213,646  211,913  215,119   11,159    7,953

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:     -6,985)
   3,376   -2,226     -851   -8,783   -4,222   -6,258   -7,299     -727      314

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      0.2      0.5     93.0     95.8     95.0     96.4      5.0      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       3        1        2       33       34       36       37                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       76,473
COMMITMENTS
       0    2,194      276   71,480   69,591   71,756   72,061    4,717    4,412

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:     -3,984)
       0      526      173   -3,905   -4,623   -3,732   -3,924     -252      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.9      0.4     93.5     91.0     93.8     94.2      6.2      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        2        1       22       21       23       23                  
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       26,818
COMMITMENTS
       0        0        0   24,658   25,974   24,658   25,974    2,160      844

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:     -8,804)
       0        0        0   -8,339   -8,186   -8,339   -8,186     -465     -618

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     91.9     96.9     91.9     96.9      8.1      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       13       14       13       14                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      116,671
COMMITMENTS
       0      654    2,001  108,080  113,409  110,081  116,064    6,590      607

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:     -4,875)
    -657       38       19   -4,701   -2,279   -5,339   -2,222      464   -2,653

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.6      1.7     92.6     97.2     94.4     99.5      5.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        2       19       19       21       21                  
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      162,080
COMMITMENTS
       0        0        0  151,294  157,851  151,294  157,851   10,786    4,229

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:     -9,504)
       0        0        0   -7,988   -5,906   -7,988   -5,906   -1,516   -3,598

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     93.3     97.4     93.3     97.4      6.7      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        0        0       21       25       21       25                  
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       96,027
COMMITMENTS
     538        0      793   91,536   88,928   92,867   89,721    3,160    6,306

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:     -1,754)
    -420        0        0     -884   -3,254   -1,304   -3,254     -450    1,500

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      0.0      0.8     95.3     92.6     96.7     93.4      3.3      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        1       16       15       17       16                  
 
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                      Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       25,000
COMMITMENTS
  11,200      210        0   13,140   23,800   24,340   24,010      660      990

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:     -6,324)
  -3,348     -682        0   -2,323   -5,754   -5,671   -6,436     -653      112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    44.8      0.8      0.0     52.6     95.2     97.4     96.0      2.6      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        1        0        8       19       12       20                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      517,779
COMMITMENTS
  80,225    3,186    2,479  419,807  503,101  502,511  508,766   15,268    9,013

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:    -18,530)
   7,672   -3,003     -648  -29,374  -14,188  -22,350  -17,839    3,820     -691

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.5      0.6      0.5     81.1     97.2     97.1     98.3      2.9      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
       5        5        5       49       49       58       55                  
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      132,984
COMMITMENTS
   3,927      462      124  124,789  121,968  128,840  122,554    4,144   10,430

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:     -4,692)
    -249   -1,119     -765   -4,594   -1,400   -5,608   -3,284      916   -1,408

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.0      0.3      0.1     93.8     91.7     96.9     92.2      3.1      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        1        1       22       22       24       23                  
 
 
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       63,756
COMMITMENTS
       0        0        0   58,156   59,842   58,156   59,842    5,600    3,914

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:     -4,543)
       0     -549      -61   -5,083   -4,724   -5,144   -5,334      601      791

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     91.2     93.9     91.2     93.9      8.8      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       13       18       13       18                  
 
 
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       94,631
COMMITMENTS
       0    2,066        0   94,048   88,243   94,048   90,309      583    4,322

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:    -69,840)
 -38,010   -4,710        0  -32,144  -66,637  -70,154  -71,347      314    1,507

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.2      0.0     99.4     93.2     99.4     95.4      0.6      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       13       11       13       12                  
 
 
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV      Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      116,923
COMMITMENTS
  38,010    5,310        0   78,583  110,803  116,593  116,113      330      810

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:    -81,359)
 -27,459   -2,375     -969  -52,559  -77,758  -80,987  -81,102     -372     -257

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.5      4.5      0.0     67.2     94.8     99.7     99.3      0.3      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      13        2        0       25       39       38       41                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      118,304
COMMITMENTS
       0        0        0  117,612  115,673  117,612  115,673      692    2,631

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:    -28,272)
    -620        0        0  -27,092  -27,707  -27,712  -27,707     -560     -565

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     99.4     97.8     99.4     97.8      0.6      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       13       16       13       16                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      276,153
COMMITMENTS
   2,713      212    1,340  266,758  268,590  270,811  270,142    5,342    6,011

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:     -9,725)
     862   -2,053      113  -10,423   -5,733   -9,448   -7,673     -277   -2,052

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      0.1      0.5     96.6     97.3     98.1     97.8      1.9      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        1        1       32       33       35       34                  
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       67,657
COMMITMENTS
   1,156        0    1,222   57,338   61,111   59,716   62,333    7,941    5,324

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:     -4,706)
    -343     -721     -200   -3,689   -4,432   -4,232   -5,353     -474      647

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7      0.0      1.8     84.7     90.3     88.3     92.1     11.7      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        1       13       14       15       15                  
 
 
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV          Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      104,097
COMMITMENTS
   1,332      434    1,058   97,537  100,731   99,927  102,223    4,170    1,874

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:    -11,942)
    -394   -2,956       93  -13,099   -9,819  -13,400  -12,682    1,458      740

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      0.4      1.0     93.7     96.8     96.0     98.2      4.0      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        1       17       22       19       24                  
 
 
NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY Code-0233BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       34,292
COMMITMENTS
     418        0      479   31,094   32,808   31,991   33,287    2,301    1,005

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:       -258)
    -365        0      479    3,657      965    3,771    1,444   -4,029   -1,702

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      0.0      1.4     90.7     95.7     93.3     97.1      6.7      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        1       17       16       18       17                  
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      129,702
COMMITMENTS
  10,795        0      228  111,999  121,148  123,022  121,376    6,680    8,326

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:     -6,496)
  -1,306     -210        0   -5,116   -8,795   -6,422   -9,005      -74    2,509

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.3      0.0      0.2     86.4     93.4     94.8     93.6      5.2      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        0        1       21       17       23       18                  
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      111,104
COMMITMENTS
       0        0        0  103,509  107,594  103,509  107,594    7,595    3,510

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:     -2,871)
       0        0        0   -2,909   -2,732   -2,909   -2,732       38     -139

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     93.2     96.8     93.2     96.8      6.8      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       20       16       20       16                  
 
 
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV  Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       59,504
COMMITMENTS
       0      510        0   59,504   58,844   59,504   59,354        0      150

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:     -9,642)
       0     -340     -155   -9,487   -9,084   -9,642   -9,579        0      -63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.9      0.0    100.0     98.9    100.0     99.7      0.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        0       11       10       11       12                  
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      156,075
COMMITMENTS
   2,696        0        0  143,794  150,322  146,490  150,322    9,585    5,753

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:        598)
  -1,654        0     -670    1,833      233     -491     -437    1,089    1,035

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7      0.0      0.0     92.1     96.3     93.9     96.3      6.1      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        0       19       16       20       16                  
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      157,248
COMMITMENTS
       0    3,727    7,311  140,121  140,678  147,432  151,716    9,816    5,532

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:     -9,449)
    -570     -929       10   -7,817   -7,508   -8,377   -8,427   -1,072   -1,022

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.4      4.6     89.1     89.5     93.8     96.5      6.2      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        2        2       30       24       32       27                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      178,627
COMMITMENTS
   6,059    5,020       66  163,933  169,056  170,058  174,142    8,569    4,485

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:     -6,572)
    -241    1,985     -886   -4,090   -3,259   -5,217   -2,160   -1,355   -4,412

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.4      2.8      0.0     91.8     94.6     95.2     97.5      4.8      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       2        3        1       30       33       33       36                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:      102,434
COMMITMENTS
   1,780        0        0   97,379   96,009   99,159   96,009    3,275    6,425

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:     -1,411)
   1,117        0        0   -1,875   -1,423     -758   -1,423     -653       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7      0.0      0.0     95.1     93.7     96.8     93.7      3.2      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        0        0       21       23       22       23                  
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       93,840
COMMITMENTS
       0        0        0   88,504   88,672   88,504   88,672    5,336    5,168

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:     -6,925)
       0        0        0   -7,111   -7,293   -7,111   -7,293      186      368

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     94.3     94.5     94.3     94.5      5.7      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        0        0       22       17       22       17                  
 
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       65,960
COMMITMENTS
       0        0        0   59,785   63,487   59,785   63,487    6,175    2,473

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:     -3,886)
  -2,767        0        0   -1,230   -3,647   -3,997   -3,647      111     -239

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     90.6     96.3     90.6     96.3      9.4      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       16       16       16       16                  
 
 
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       18,836
COMMITMENTS
       0      810        0   17,390   16,124   17,390   16,934    1,446    1,902

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:     -9,287)
    -537     -568     -300   -9,257  -10,050  -10,094  -10,918      807    1,631

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      4.3      0.0     92.3     85.6     92.3     89.9      7.7     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        3        0       12       12       12       15                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:      140,440
COMMITMENTS
     583        0      651  129,025  136,166  130,259  136,817   10,181    3,623

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:        832)
     583        0      651   -2,509      802   -1,275    1,453    2,107     -621

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      0.0      0.5     91.9     97.0     92.8     97.4      7.2      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        1       23       17       24       18                  
 
 
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV                         Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       75,151
COMMITMENTS
       0        0        0   59,712   72,089   59,712   72,089   15,439    3,062

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:     -7,202)
       0        0        0   -8,193   -6,872   -8,193   -6,872      991     -330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     79.5     95.9     79.5     95.9     20.5      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       12       16       12       16                  
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      100,063
COMMITMENTS
  16,185    4,659   10,733   72,154   84,042   99,071   99,434      992      629

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:     -6,977)
  -2,100     -524     -916   -4,015   -5,491   -7,031   -6,931       54      -46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.2      4.7     10.7     72.1     84.0     99.0     99.4      1.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      13        6       16       36       36       55       52                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       34,271
COMMITMENTS
   3,300      300      550   30,421   33,421   34,271   34,271        0        0

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:       -838)
     850        0      -25   -1,613     -788     -788     -813      -50      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.6      0.9      1.6     88.8     97.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       6        3        4       24       19       31       25                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:       20,317
COMMITMENTS
     325    1,025      300   19,692   18,992   20,317   20,317        0        0

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:     -1,243)
    -150      300        0     -768   -1,518     -918   -1,218     -325      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6      5.0      1.5     96.9     93.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        1       19       17       20       19                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:      168,124
COMMITMENTS
   7,745   26,307    4,641  155,681  137,161  168,067  168,109       57       15

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:     -4,802)
    -940     -822      660   -4,522   -4,645   -4,802   -4,807        0        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.6     15.6      2.8     92.6     81.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       3        9        7       39       36       47       47                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       57,881
COMMITMENTS
   2,686   10,275      900   54,285   46,706   57,871   57,881       10        0

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:     -1,307)
     183    1,475     -675     -760   -2,057   -1,252   -1,257      -55      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.6     17.8      1.6     93.8     80.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       8        5        4       19       22       30       29                  
 
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:       26,577
COMMITMENTS
       0      225      300   26,277   26,032   26,577   26,557        0       20

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.8      1.1     98.9     97.9    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        1       13       14       14       16                  
 
 
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV                    Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       56,563
COMMITMENTS
   1,575    3,650      510   54,319   52,188   56,404   56,348      159      215

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:     -1,900)
   1,065       75     -440   -2,518   -1,520   -1,893   -1,885       -7      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.8      6.5      0.9     96.0     92.3     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        3        3       26       28       30       33                  
 
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       62,550
COMMITMENTS
   1,805    1,225      260   60,276   61,005   62,341   62,490      209       60

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:     -2,971)
     785      150     -720   -3,029   -2,411   -2,964   -2,981       -7       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9      2.0      0.4     96.4     97.5     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        5        5       31       26       37       34                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       64,445
COMMITMENTS
   1,857   17,750      139   62,377   46,429   64,373   64,318       72      127

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:     -1,914)
    -221      100        0   -1,672   -1,987   -1,893   -1,887      -21      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9     27.5      0.2     96.8     72.0     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        2        2       27       26       30       30                  
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       86,470
COMMITMENTS
   2,797   18,350        0   83,672   67,950   86,469   86,300        1      170

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:     -1,421)
    -311     -600        0   -1,109     -801   -1,420   -1,401       -1      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.2     21.2      0.0     96.8     78.6    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        2        0       30       25       33       27                  
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       34,982
COMMITMENTS
     600        0        0   33,780   34,482   34,380   34,482      602      500

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:      1,355)
       0        0        0      775      945      775      945      580      410

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7      0.0      0.0     96.6     98.6     98.3     98.6      1.7      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        0       22       20       23       20                  
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       35,663
COMMITMENTS
   1,650      420        0   33,693   34,856   35,343   35,276      320      387

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:     -1,530)
    -125        0        0   -1,665   -1,905   -1,790   -1,905      260      375

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.6      1.2      0.0     94.5     97.7     99.1     98.9      0.9      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        1        0       23       22       26       23                  
 
 
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV               Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       12,110
COMMITMENTS
   1,350        0        0   10,710   11,510   12,060   11,510       50      600

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:        150)
     150        0        0      -50     -450      100     -450       50      600

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.1      0.0      0.0     88.4     95.0     99.6     95.0      0.4      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        0        0       17       12       21       12                  
 
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                 Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       23,957
COMMITMENTS
   5,536      210    1,850   15,127   21,277   22,513   23,337    1,444      620

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:      1,296)
     916        0      150     -971      821       95      971    1,201      325

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.1      0.9      7.7     63.1     88.8     94.0     97.4      6.0      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       6        2        3       20       25       27       30                  
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       44,279
COMMITMENTS
     100      400        0   43,459   42,827   43,559   43,227      720    1,052

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:      2,790)
     100        0        0    2,070    1,888    2,170    1,888      620      902

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      0.9      0.0     98.1     96.7     98.4     97.6      1.6      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        3        0       25       25       26       28                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       51,480
COMMITMENTS
   2,025      850       50   48,260   50,147   50,335   51,047    1,145      433

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:       -874)
    -150     -450        0     -984     -797   -1,134   -1,247      260      373

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.9      1.7      0.1     93.7     97.4     97.8     99.2      2.2      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        3        1       27       22       29       26                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       46,454
COMMITMENTS
   1,135      215      335   44,804   45,824   46,274   46,374      180       80

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:     -3,551)
    -205      215        0   -3,341   -3,551   -3,546   -3,336       -5     -215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.4      0.5      0.7     96.4     98.6     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        1       20       16       22       18                  
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       53,228
COMMITMENTS
   1,875    1,715      175   51,178   51,278   53,228   53,168        0       60

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:     -4,133)
    -390      215        0   -3,728   -4,143   -4,118   -3,928      -15     -205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.5      3.2      0.3     96.1     96.3    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        2        1       23       15       25       18                  
 
 
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       82,469
COMMITMENTS
       0    1,198      823   81,427   80,194   82,250   82,215      219      254

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:      1,267)
    -145      344      655      684      296    1,194    1,295       73      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.5      1.0     98.7     97.2     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        1        2       29       28       31       30                  
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:      102,593
COMMITMENTS
   3,954    1,133      777   97,453  100,439  102,184  102,349      409      244

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:       -627)
    -416   -1,255     -296       24      959     -688     -592       61      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.9      1.1      0.8     95.0     97.9     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       6        7        5       30       32       38       42                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       30,561
COMMITMENTS
     100      100        0   30,433   30,461   30,533   30,561       28        0

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:     -1,938)
       0      -75        0   -1,936   -1,863   -1,936   -1,938       -2        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      0.3      0.0     99.6     99.7     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       13       13       14       14                  
 
 
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       37,369
COMMITMENTS
   1,784    4,550       38   35,245   32,601   37,067   37,189      302      180

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:     -1,554)
       3      -80     -148   -1,533   -1,306   -1,678   -1,534      124      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.8     12.2      0.1     94.3     87.2     99.2     99.5      0.8      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        1        2       23       17       26       20                  
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       39,507
COMMITMENTS
   3,120    1,400    1,900   34,037   36,207   39,057   39,507      450        0

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:     -1,687)
     -70     -100     -155   -1,762   -1,372   -1,987   -1,627      300      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.9      3.5      4.8     86.2     91.6     98.9    100.0      1.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        1        2       24       21       27       24                  
 
 
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       42,420
COMMITMENTS
     125    2,925      100   41,955   39,390   42,180   42,415      240        5

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:     -2,009)
       0      -40     -110   -2,064   -1,859   -2,174   -2,009      165        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      6.9      0.2     98.9     92.9     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        2        1       22       18       24       20                  
 
 
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       36,180
COMMITMENTS
     150    2,310        0   35,741   33,740   35,891   36,050      289      130

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:     -1,530)
    -350     -125      -25   -1,123   -1,375   -1,498   -1,525      -32       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      6.4      0.0     98.8     93.3     99.2     99.6      0.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        0       18       14       19       15                  
 
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       27,545
COMMITMENTS
   2,015    2,195       87   25,074   25,123   27,176   27,405      369      140

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:     -1,399)
      46      -45      -41   -1,389   -1,303   -1,384   -1,389      -15      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.3      8.0      0.3     91.0     91.2     98.7     99.5      1.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       5        2        1       21       22       26       25                  
 
 
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       23,391
COMMITMENTS
   1,303      865      320   21,663   22,106   23,286   23,291      105      100

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:       -364)
       1       90     -116     -234     -258     -349     -284      -15      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.6      3.7      1.4     92.6     94.5     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        2        1       18       22       21       24                  
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       51,686
COMMITMENTS
     330    7,126    1,042   50,073   43,473   51,445   51,641      241       45

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:     -2,790)
    -455      227      -24   -2,317   -3,013   -2,796   -2,810        6       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6     13.8      2.0     96.9     84.1     99.5     99.9      0.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        5        4       29       24       34       31                  
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       36,492
COMMITMENTS
      50    2,700      245   35,857   33,545   36,152   36,490      340        2

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:     -1,180)
    -150      320     -130     -885   -1,369   -1,165   -1,179      -15       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      7.4      0.7     98.3     91.9     99.1    100.0      0.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        3        1       25       21       28       24                  
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       21,347
COMMITMENTS
      25    2,700      350   20,972   18,297   21,347   21,347        0        0

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:     -2,070)
       0     -800     -175   -1,706   -1,045   -1,881   -2,020     -189      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1     12.6      1.6     98.2     85.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        1       15       15       17       17                  
 
 
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV     Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       15,825
COMMITMENTS
   1,625        0        0   13,365   15,805   14,990   15,805      835       20

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:     -1,100)
     530        0        0   -1,990   -1,090   -1,460   -1,090      360      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.3      0.0      0.0     84.5     99.9     94.7     99.9      5.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        0        0       16       11       20       11                  
 
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       15,945
COMMITMENTS
   1,270        0        0   13,980   15,925   15,250   15,925      695       20

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:     -1,180)
     540        0        0   -2,135   -1,160   -1,595   -1,160      415      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.0      0.0      0.0     87.7     99.9     95.6     99.9      4.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        0        0       19       12       23       12                  
 
 
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV                          Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs                          OPEN INTEREST:      747,269
COMMITMENTS
  13,577   83,921   97,854  635,797  565,494  747,228  747,269       41        0

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:     -6,843)
  -8,451    7,089   -8,987   10,618   -4,923   -6,821   -6,821      -22      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8     11.2     13.1     85.1     75.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        5        6       19       19       26       25                  
 
 
PJM COMED ZONE DAY AHEAD LMP OFF-PEAK MONTHLY - ICE FUTURES ENERGY DICode-0643CM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       13,710
COMMITMENTS
     820        0        0   12,830   13,460   13,650   13,460       60      250

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:       -775)
     140      -25        0     -700     -740     -560     -765     -215      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.0      0.0      0.0     93.6     98.2     99.6     98.2      0.4      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        0       12       12       14       12                  
 
 
PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV   Code-0643CN
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       15,800
COMMITMENTS
     820        0        0   14,920   15,550   15,740   15,550       60      250

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:       -720)
     140      -25        0     -645     -685     -505     -710     -215      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.2      0.0      0.0     94.4     98.4     99.6     98.4      0.4      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        0       12       14       14       14                  
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       22,641
COMMITMENTS
     285      100      200   21,432   22,340   21,917   22,640      724        1

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:       -232)
    -405      -50        0      186     -165     -219     -215      -13      -17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      0.4      0.9     94.7     98.7     96.8    100.0      3.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        2        1       17       15       20       18                  
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       20,075
COMMITMENTS
     285      100      200   19,105   19,775   19,590   20,075      485        0

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:       -997)
    -405      -50        0     -594     -930     -999     -980        2      -17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      0.5      1.0     95.2     98.5     97.6    100.0      2.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        2        1       17       14       20       17                  
 
 
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV                           Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        8,570
COMMITMENTS
       0       50        0    8,230    8,390    8,230    8,440      340      130

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:     -1,220)
       0     -225        0   -1,195   -1,065   -1,195   -1,290      -25       70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.6      0.0     96.0     97.9     96.0     98.5      4.0      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       12       14       12       15                  
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       23,214
COMMITMENTS
     480      710        2   22,690   22,502   23,172   23,214       42        0

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:       -968)
    -108      635       -2     -858   -1,541     -968     -908        0      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.1      3.1      0.0     97.7     96.9     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        2        1       16       18       19       21                  
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       23,997
COMMITMENTS
     480      735        2   23,478   23,245   23,960   23,982       37       15

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:     -1,298)
    -108      610       -2   -1,188   -1,846   -1,298   -1,238        0      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0      3.1      0.0     97.8     96.9     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        2        1       18       19       21       22                  
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      107,365
COMMITMENTS
   1,040    5,375      620  105,535  101,324  107,195  107,319      170       46

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:     -4,420)
    -160     -485      -80   -4,185   -3,855   -4,425   -4,420        5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      5.0      0.6     98.3     94.4     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       3        7        4       32       36       38       44                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
352 MWh                                              OPEN INTEREST:      119,926
COMMITMENTS
   1,375    6,920      325  117,741  112,569  119,441  119,814      485      112

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:     -7,394)
    -135     -155     -490   -6,769   -6,727   -7,394   -7,372        0      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      5.8      0.3     98.2     93.9     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       2        9        4       34       33       39       44                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      223,719
COMMITMENTS
  27,953   22,818   19,105  176,302  181,510  223,360  223,433      359      286

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:     -7,477)
   1,528  -10,156   -3,812   -5,245    6,428   -7,529   -7,540       52       63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.5     10.2      8.5     78.8     81.1     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      12       21       22       42       44       68       74                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       40,054
COMMITMENTS
   2,425       25       50   37,286   39,954   39,761   40,029      293       25

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:     -2,420)
    -110      -50       10   -2,290   -2,380   -2,390   -2,420      -30        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.1      0.1      0.1     93.1     99.8     99.3     99.9      0.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       5        1        1       22       15       28       17                  
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       37,824
COMMITMENTS
   2,125       25      115   35,321   37,659   37,561   37,799      263       25

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:     -1,970)
    -110      -50       35   -1,880   -1,955   -1,955   -1,970      -15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.6      0.1      0.3     93.4     99.6     99.3     99.9      0.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       5        1        2       21       15       27       18                  



Updated November 10, 2017