NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 45,214 COMMITMENTS 11,215 26,773 0 33,999 18,441 45,214 45,214 0 0 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 0) 0 5,000 0 0 -5,000 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.8 59.2 0.0 75.2 40.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 11 0 10 6 14 17 CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 34,468 COMMITMENTS 685 6,609 50 33,707 27,809 34,442 34,468 26 0 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 290) 25 0 0 265 290 290 290 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 19.2 0.1 97.8 80.7 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 5 6 1 8 10 14 16 CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2 FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 50,378 COMMITMENTS 6,750 6,263 4,151 39,437 39,964 50,338 50,378 40 0 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 1,396) 155 155 -140 1,376 1,381 1,391 1,396 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.4 12.4 8.2 78.3 79.3 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 14 7 6 12 11 30 20 NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3 FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 45,547 COMMITMENTS 10,793 24,238 762 33,992 20,547 45,547 45,547 0 0 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 100) 100 -200 0 0 300 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.7 53.2 1.7 74.6 45.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 6 9 1 8 6 14 16 NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063A4 FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 36,647 COMMITMENTS 9,347 23,255 0 27,300 13,392 36,647 36,647 0 0 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 100) 100 350 0 0 -250 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.5 63.5 0.0 74.5 36.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 7 7 0 9 7 16 14 PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 31,172 COMMITMENTS 12,100 15,648 200 18,872 15,324 31,172 31,172 0 0 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 100) -100 -100 0 200 200 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.8 50.2 0.6 60.5 49.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 5 5 1 9 8 14 14 PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AD FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 29,268 COMMITMENTS 13,060 15,675 100 16,108 13,493 29,268 29,268 0 0 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 2,775) 1,075 3,050 0 1,700 -275 2,775 2,775 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.6 53.6 0.3 55.0 46.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 5 6 1 7 8 13 14 PJM TRI-RECs CLASS 1 Vin 2020 - ICE FUTURES ENERGY DIV Code-0063AN FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 19,675 COMMITMENTS 7,350 3,775 0 12,325 15,900 19,675 19,675 0 0 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 950) 1,300 350 0 -350 600 950 950 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.4 19.2 0.0 62.6 80.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 7 3 0 7 4 14 7 RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-0063AR FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 27,372 COMMITMENTS 5,497 5,275 0 21,875 22,097 27,372 27,372 0 0 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.1 19.3 0.0 79.9 80.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 2 0 11 5 15 7 PJM TRI-RECs CLASS 1 Vin 2021 - ICE FUTURES ENERGY DIV Code-0063B1 FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 12,700 COMMITMENTS 7,250 1,950 0 5,450 10,750 12,700 12,700 0 0 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 57.1 15.4 0.0 42.9 84.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 7 2 0 7 4 14 6 NJ SRECS VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063BD FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 20,790 COMMITMENTS 9,880 11,790 0 10,910 9,000 20,790 20,790 0 0 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 200) 200 650 0 0 -450 200 200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.5 56.7 0.0 52.5 43.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 6 8 0 5 6 11 14 RGGI VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063CD FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 13,458 COMMITMENTS 2,548 445 732 10,178 12,281 13,458 13,458 0 0 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 2,725) 725 0 0 2,000 2,725 2,725 2,725 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.9 3.3 5.4 75.6 91.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 5 2 2 14 9 20 13 USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 24,168 COMMITMENTS 7,679 421 2,792 13,351 20,748 23,822 23,961 346 207 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 622) 617 75 -372 286 889 531 592 91 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.8 1.7 11.6 55.2 85.8 98.6 99.1 1.4 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 5 6 6 23 26 31 35 3% FUEL OIL USGC VS. 3.5%FUEL OIL FOB ROTTERDAM BARGES - ICE FUTURES Code-02141C FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 29,100 COMMITMENTS 3,063 10,117 1,432 24,327 17,336 28,822 28,885 278 215 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 339) -78 -150 100 304 365 326 315 13 24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 34.8 4.9 83.6 59.6 99.0 99.3 1.0 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 5 3 3 27 14 33 19 NATURAL GAS ICE HENRY HUB LD1 - ICE FUTURES ENERGY DIV Code-023391 FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 5,422,865 COMMITMENTS 477,333 97,583 728,292 4173502 4587145 5379127 5413020 43,738 9,845 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: -3,149) -21,134 -27,478 7,203 15,108 16,877 1,177 -3,398 -4,326 249 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.8 1.8 13.4 77.0 84.6 99.2 99.8 0.8 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212) 44 28 56 126 109 193 171 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 176,756 COMMITMENTS 36,498 21,724 40,665 94,203 113,363 171,366 175,752 5,390 1,004 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 15,960) 3,535 6,426 -883 13,308 10,417 15,960 15,960 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.6 12.3 23.0 53.3 64.1 97.0 99.4 3.0 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 10 7 12 25 24 40 38 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 295,070 COMMITMENTS 7,259 17,326 1,539 273,789 271,199 282,587 290,064 12,483 5,006 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 2,221) -356 4,351 -1,061 3,672 -575 2,255 2,715 -34 -494 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 5.9 0.5 92.8 91.9 95.8 98.3 4.2 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 3 6 3 30 25 35 32 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 113,373 COMMITMENTS 7,435 0 3,390 97,795 104,220 108,620 107,610 4,753 5,763 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 4,263) 1,514 0 -492 3,056 4,506 4,078 4,014 185 249 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 0.0 3.0 86.3 91.9 95.8 94.9 4.2 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 0 2 28 26 30 28 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 310,673 COMMITMENTS 3,462 1,902 2,854 293,943 297,605 300,259 302,361 10,414 8,312 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 2,819) 1,558 -1,381 605 4,893 3,991 7,056 3,215 -4,237 -396 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.6 0.9 94.6 95.8 96.6 97.3 3.4 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 2 2 2 29 30 32 33 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 796,188 COMMITMENTS 2,602 7,130 7,956 772,411 776,490 782,969 791,576 13,219 4,612 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 11,340) 444 0 90 7,425 10,792 7,959 10,882 3,381 458 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.9 1.0 97.0 97.5 98.3 99.4 1.7 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 2 1 3 43 28 46 31 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 502,873 COMMITMENTS 7,108 4,848 150 463,852 491,782 471,110 496,780 31,763 6,093 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 8,509) 3,043 1,149 119 6,362 9,078 9,524 10,346 -1,015 -1,837 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 1.0 0.0 92.2 97.8 93.7 98.8 6.3 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 4 2 1 31 40 35 43 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 463,377 COMMITMENTS 6,511 1,684 1,752 443,987 454,938 452,250 458,374 11,127 5,003 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 20,312) 1,025 -558 -229 17,392 21,580 18,188 20,793 2,124 -481 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 0.4 0.4 95.8 98.2 97.6 98.9 2.4 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 4 2 4 33 43 39 47 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 285,463 COMMITMENTS 0 7,138 2,495 273,868 268,720 276,363 278,353 9,100 7,110 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 9,053) -7,213 1,092 1,875 15,590 5,677 10,252 8,644 -1,199 409 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.5 0.9 95.9 94.1 96.8 97.5 3.2 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 0 5 3 40 37 43 42 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 95,197 COMMITMENTS 3,334 210 3,787 84,999 87,359 92,120 91,356 3,077 3,841 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 3,749) -474 0 1,228 2,873 3,472 3,627 4,700 122 -951 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 0.2 4.0 89.3 91.8 96.8 96.0 3.2 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 1 1 23 24 24 26 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 57,373 COMMITMENTS 0 0 0 54,311 56,495 54,311 56,495 3,062 878 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 3,906) 0 0 0 3,468 3,658 3,468 3,658 438 248 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 94.7 98.5 94.7 98.5 5.3 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 16 15 16 15 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 184,217 COMMITMENTS 353 831 1,523 176,417 178,099 178,293 180,453 5,924 3,764 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 10,243) -1,960 831 319 11,537 9,062 9,896 10,212 347 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.5 0.8 95.8 96.7 96.8 98.0 3.2 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 1 2 21 20 23 22 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 179,998 COMMITMENTS 1,222 3,040 0 167,944 171,663 169,166 174,703 10,832 5,295 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 3,100) -248 -30 0 2,976 3,153 2,728 3,123 372 -23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 1.7 0.0 93.3 95.4 94.0 97.1 6.0 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 2 0 20 22 21 24 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 158,834 COMMITMENTS 0 0 0 154,598 152,009 154,598 152,009 4,236 6,825 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 1,010) 0 0 0 1,011 917 1,011 917 -1 93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.3 95.7 97.3 95.7 2.7 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 18 15 18 15 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2 FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 42,060 COMMITMENTS 10,758 1,884 0 31,242 38,900 42,000 40,784 60 1,276 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 4,123) -806 0 0 5,051 4,213 4,245 4,213 -122 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.6 4.5 0.0 74.3 92.5 99.9 97.0 0.1 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 2 0 21 19 24 21 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 575,656 COMMITMENTS 14,476 13,033 6,486 542,342 548,724 563,304 568,243 12,352 7,413 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 15,077) 260 -845 701 15,321 15,610 16,282 15,466 -1,205 -389 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 2.3 1.1 94.2 95.3 97.9 98.7 2.1 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 5 6 4 50 50 58 57 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 224,622 COMMITMENTS 13 4,912 3,325 215,457 211,616 218,795 219,853 5,827 4,769 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 12,548) 13 -8,263 2,372 11,562 17,215 13,947 11,324 -1,399 1,224 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.2 1.5 95.9 94.2 97.4 97.9 2.6 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 1 4 3 27 28 30 33 EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6 FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 41,289 COMMITMENTS 427 0 0 39,300 39,583 39,727 39,583 1,562 1,706 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 3,059) 217 0 0 2,532 2,424 2,749 2,424 310 635 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.0 0.0 95.2 95.9 96.2 95.9 3.8 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 0 0 11 13 13 13 EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8 FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 90,808 COMMITMENTS 0 1,028 372 83,135 79,980 83,507 81,380 7,301 9,428 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 2,707) 0 -485 -109 2,816 3,363 2,707 2,769 0 -62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.1 0.4 91.6 88.1 92.0 89.6 8.0 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 2 1 15 12 16 14 HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 155,642 COMMITMENTS 12,360 15,224 0 141,845 135,915 154,205 151,139 1,437 4,503 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 40,034) 5,828 9,486 0 34,082 30,083 39,910 39,569 124 465 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 9.8 0.0 91.1 87.3 99.1 97.1 0.9 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 2 9 0 21 22 23 31 HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 171,063 COMMITMENTS 15,130 40,782 680 153,699 128,687 169,509 170,149 1,554 914 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 43,123) 5,208 9,176 620 36,855 33,289 42,683 43,085 440 38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.8 23.8 0.4 89.8 75.2 99.1 99.5 0.9 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 3 16 2 29 37 34 53 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 127,680 COMMITMENTS 0 2,530 0 125,748 121,800 125,748 124,330 1,932 3,350 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 5,552) 0 0 0 5,394 5,366 5,394 5,366 158 186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.0 0.0 98.5 95.4 98.5 97.4 1.5 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 1 0 23 18 23 19 MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- MMBTU OPEN INTEREST: 32,004 COMMITMENTS 0 360 0 29,933 31,003 29,933 31,363 2,071 641 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 3,165) 0 0 0 2,402 2,948 2,402 2,948 763 217 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.1 0.0 93.5 96.9 93.5 98.0 6.5 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 11 13 11 14 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 264,663 COMMITMENTS 161 0 1,174 257,511 251,833 258,846 253,007 5,817 11,656 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 843) 62 0 -62 749 631 749 569 94 274 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.0 0.4 97.3 95.2 97.8 95.6 2.2 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 0 1 30 26 31 27 NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 22,117 COMMITMENTS 0 1,053 0 21,264 20,458 21,264 21,511 853 606 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.8 0.0 96.1 92.5 96.1 97.3 3.9 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 9 12 9 13 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 111,967 COMMITMENTS 129 364 1,153 98,193 101,340 99,475 102,857 12,492 9,110 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 3,666) -914 184 403 1,534 3,478 1,023 4,065 2,643 -399 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.3 1.0 87.7 90.5 88.8 91.9 11.2 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 2 19 21 21 23 NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 161,192 COMMITMENTS 703 434 1,004 155,624 156,913 157,331 158,351 3,861 2,841 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 5,471) -424 434 120 4,581 4,898 4,277 5,452 1,194 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.3 0.6 96.5 97.3 97.6 98.2 2.4 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 1 1 24 26 25 28 NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY Code-0233BA FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 54,408 COMMITMENTS 409 0 0 51,343 53,176 51,752 53,176 2,656 1,232 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 0.0 0.0 94.4 97.7 95.1 97.7 4.9 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 0 11 15 12 15 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 154,577 COMMITMENTS 8,880 2,296 527 133,217 140,704 142,624 143,527 11,953 11,050 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 5,851) -62 1,358 -341 3,805 2,601 3,402 3,618 2,449 2,233 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 1.5 0.3 86.2 91.0 92.3 92.9 7.7 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 3 1 18 13 20 16 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 118,079 COMMITMENTS 0 0 0 105,489 111,375 105,489 111,375 12,590 6,704 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 1,221) 0 0 0 1,370 484 1,370 484 -149 737 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 89.3 94.3 89.3 94.3 10.7 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 19 18 19 18 NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 58,867 COMMITMENTS 0 128 120 57,738 57,913 57,858 58,161 1,009 706 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 3,472) 0 128 120 3,533 2,728 3,653 2,976 -181 496 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.2 0.2 98.1 98.4 98.3 98.8 1.7 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 1 13 14 14 15 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 207,897 COMMITMENTS 2,978 604 655 199,952 192,665 203,585 193,924 4,312 13,973 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: -3,431) -440 604 -398 -2,295 -3,709 -3,133 -3,503 -298 72 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 0.3 0.3 96.2 92.7 97.9 93.3 2.1 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 1 2 21 19 24 21 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 178,124 COMMITMENTS 0 1,519 2,081 166,969 167,668 169,050 171,268 9,074 6,856 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 4,257) 0 -522 250 4,470 4,355 4,720 4,083 -463 174 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.9 1.2 93.7 94.1 94.9 96.2 5.1 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 0 3 2 32 24 34 27 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 10,924 COMMITMENTS 0 660 0 9,980 9,747 9,980 10,407 944 517 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.0 0.0 91.4 89.2 91.4 95.3 8.6 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 0 11 9 11 11 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 29,660 COMMITMENTS 2,352 0 0 23,338 29,024 25,690 29,024 3,970 636 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 0.0 0.0 78.7 97.9 86.6 97.9 13.4 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 4 0 0 11 11 15 11 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 235,644 COMMITMENTS 4,218 3,957 137 222,202 222,358 226,557 226,452 9,087 9,192 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 4,113) 0 1,104 -151 3,990 3,742 3,839 4,695 274 -582 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 1.7 0.1 94.3 94.4 96.1 96.1 3.9 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 1 2 1 32 31 34 33 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 136,986 COMMITMENTS 1,893 0 30 130,175 129,548 132,098 129,578 4,888 7,408 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 1,337) 391 0 -242 1,064 1,579 1,213 1,337 124 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 0.0 0.0 95.0 94.6 96.4 94.6 3.6 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 0 1 19 21 20 22 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 113,289 COMMITMENTS 0 0 0 108,015 108,488 108,015 108,488 5,274 4,801 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 527) 0 0 0 653 1,530 653 1,530 -126 -1,003 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 95.3 95.8 95.3 95.8 4.7 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 0 0 20 18 20 18 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 68,070 COMMITMENTS 3,159 1,746 0 60,478 64,213 63,637 65,959 4,433 2,111 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 976) 0 30 0 884 853 884 883 92 93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 2.6 0.0 88.8 94.3 93.5 96.9 6.5 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 0 15 14 16 15 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4 FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 38,665 COMMITMENTS 1,462 0 0 34,032 36,709 35,494 36,709 3,171 1,956 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 1,209) -1,294 0 0 1,672 804 378 804 831 405 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 0.0 0.0 88.0 94.9 91.8 94.9 8.2 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 0 0 17 17 18 17 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 155,200 COMMITMENTS 0 0 0 129,869 146,875 129,869 146,875 25,331 8,325 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 398) -1,178 0 -45 1,441 182 218 137 180 261 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 83.7 94.6 83.7 94.6 16.3 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 17 14 17 14 TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 69,412 COMMITMENTS 3,463 2,568 123 62,560 65,402 66,146 68,093 3,266 1,319 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 2,869) -93 2,289 123 2,811 1,065 2,841 3,477 28 -608 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 3.7 0.2 90.1 94.2 95.3 98.1 4.7 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 1 1 24 18 25 20 REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 179,338 COMMITMENTS 4,920 0 0 170,716 174,832 175,636 174,832 3,702 4,506 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 3,534) 0 0 0 3,534 3,801 3,534 3,801 0 -267 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 0.0 0.0 95.2 97.5 97.9 97.5 2.1 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 0 13 18 14 18 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 50,046 COMMITMENTS 9,559 3,502 276 39,272 45,778 49,107 49,556 939 490 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: -20) -120 0 20 80 -40 -20 -20 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.1 7.0 0.6 78.5 91.5 98.1 99.0 1.9 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 7 2 3 28 27 35 32 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 43,763 COMMITMENTS 5,575 625 550 37,623 42,588 43,748 43,763 15 0 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 473) -25 225 -250 733 498 458 473 15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.7 1.4 1.3 86.0 97.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 8 2 3 25 20 33 25 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 26,727 COMMITMENTS 1,945 1,875 670 24,112 24,182 26,727 26,727 0 0 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 1,615) -100 175 165 1,550 1,275 1,615 1,615 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 7.0 2.5 90.2 90.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 2 5 19 18 24 24 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 175,835 COMMITMENTS 9,589 18,448 3,971 162,019 153,263 175,579 175,682 256 153 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 1,553) -25 -30 30 1,548 1,553 1,553 1,553 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 10.5 2.3 92.1 87.2 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 6 5 4 37 35 44 43 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 62,702 COMMITMENTS 4,161 10,902 650 57,768 51,150 62,579 62,702 123 0 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 514) 58 -98 75 321 537 454 514 60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 17.4 1.0 92.1 81.6 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 10 6 5 16 17 29 25 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 36,277 COMMITMENTS 0 1,125 0 36,274 35,152 36,274 36,277 3 0 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: -200) 0 50 0 -200 -250 -200 -200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.1 0.0 100.0 96.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 0 12 12 12 14 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 51,984 COMMITMENTS 2,266 3,535 624 48,919 47,680 51,809 51,839 175 145 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 440) 575 0 0 -195 440 380 440 60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 6.8 1.2 94.1 91.7 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 5 1 27 26 29 32 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 75,471 COMMITMENTS 10,110 3,892 1,555 63,290 70,018 74,955 75,465 516 6 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 750) 1,850 952 -150 -1,070 -52 630 750 120 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.4 5.2 2.1 83.9 92.8 99.3 100.0 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 5 7 5 29 31 36 41 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 71,638 COMMITMENTS 2,195 806 994 68,299 69,439 71,488 71,239 150 399 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 1,339) 60 -290 250 1,070 1,360 1,380 1,320 -41 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 1.1 1.4 95.3 96.9 99.8 99.4 0.2 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 3 2 25 23 29 26 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 103,934 COMMITMENTS 3,215 115 860 99,663 102,678 103,738 103,653 196 281 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 2,659) 149 -230 133 2,425 2,675 2,707 2,578 -48 81 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 0.1 0.8 95.9 98.8 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 4 2 1 27 27 32 29 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 29,280 COMMITMENTS 570 0 5 28,655 28,910 29,230 28,915 50 365 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: -30) 0 0 0 -30 -30 -30 -30 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 0.0 0.0 97.9 98.7 99.8 98.8 0.2 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 0 1 24 16 27 17 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 33,410 COMMITMENTS 300 330 90 32,975 32,985 33,365 33,405 45 5 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 1,045) 0 110 10 1,035 920 1,045 1,040 0 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 1.0 0.3 98.7 98.7 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 2 1 22 17 24 19 ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 10,732 COMMITMENTS 2,652 0 0 8,080 10,732 10,732 10,732 0 0 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 1) 1 0 0 0 1 1 1 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.7 0.0 0.0 75.3 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 6 0 0 15 9 21 9 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 41,067 COMMITMENTS 9,338 691 5,092 26,061 34,846 40,491 40,629 576 438 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 1,127) -1,250 -23 628 1,731 520 1,109 1,125 18 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.7 1.7 12.4 63.5 84.9 98.6 98.9 1.4 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 9 4 9 23 27 34 38 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 38,226 COMMITMENTS 345 600 5 37,866 37,526 38,216 38,131 10 95 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 428) 0 0 0 428 428 428 428 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 1.6 0.0 99.1 98.2 100.0 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 2 1 25 21 27 24 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 49,832 COMMITMENTS 2,685 4,080 895 45,552 44,847 49,132 49,822 700 10 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 1,669) 125 60 -10 1,554 1,659 1,669 1,709 0 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 8.2 1.8 91.4 90.0 98.6 100.0 1.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 6 4 3 25 19 32 25 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 47,241 COMMITMENTS 2,325 0 187 44,424 46,774 46,936 46,961 305 280 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 2,315) -25 0 25 2,315 2,290 2,315 2,315 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 0.0 0.4 94.0 99.0 99.4 99.4 0.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 0 1 22 17 25 18 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 51,590 COMMITMENTS 2,120 1,500 175 49,215 49,625 51,510 51,300 80 290 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 2,255) 30 0 0 2,225 2,265 2,255 2,265 0 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 2.9 0.3 95.4 96.2 99.8 99.4 0.2 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 1 1 24 16 26 18 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 81,037 COMMITMENTS 119 1,773 735 80,095 78,362 80,949 80,870 88 167 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 3,077) 119 -45 335 2,712 2,787 3,166 3,077 -89 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 2.2 0.9 98.8 96.7 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 2 1 28 24 30 26 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 118,515 COMMITMENTS 1,847 9,621 2,206 114,256 106,386 118,309 118,213 206 302 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 4,825) 128 -1,269 935 3,860 5,154 4,923 4,820 -98 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 8.1 1.9 96.4 89.8 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 9 5 4 27 26 39 32 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 49,255 COMMITMENTS 350 625 225 48,680 48,405 49,255 49,255 0 0 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 380) -100 50 0 480 330 380 380 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 1.3 0.5 98.8 98.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 2 2 14 14 17 18 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 40,113 COMMITMENTS 2,132 1,775 675 36,663 37,628 39,470 40,078 643 35 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: -442) 0 0 0 -442 -442 -442 -442 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 4.4 1.7 91.4 93.8 98.4 99.9 1.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 2 2 22 22 26 25 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 44,598 COMMITMENTS 9,813 2,500 920 33,700 41,178 44,433 44,598 165 0 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 119) 60 0 10 49 109 119 119 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.0 5.6 2.1 75.6 92.3 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 9 2 4 24 21 33 27 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 42,357 COMMITMENTS 0 2,767 2 42,241 39,116 42,243 41,885 114 472 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 844) 0 -1 0 844 845 844 844 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.5 0.0 99.7 92.3 99.7 98.9 0.3 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 4 1 16 16 17 20 NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 34,238 COMMITMENTS 0 1,750 0 34,173 31,983 34,173 33,733 65 505 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 300) 0 0 0 300 300 300 300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.1 0.0 99.8 93.4 99.8 98.5 0.2 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 15 12 15 13 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 32,470 COMMITMENTS 1,668 1,865 270 29,962 30,317 31,900 32,452 570 18 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 224) 2 100 0 225 115 227 215 -3 9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 5.7 0.8 92.3 93.4 98.2 99.9 1.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 5 2 2 23 20 29 23 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 22,405 COMMITMENTS 550 10 360 21,032 21,960 21,942 22,330 463 75 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 429) 0 0 0 429 429 429 429 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 0.0 1.6 93.9 98.0 97.9 99.7 2.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 1 2 17 18 20 20 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 50,601 COMMITMENTS 1,667 8,551 321 48,443 41,596 50,431 50,468 170 133 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 1,300) -81 -44 166 1,210 1,183 1,295 1,305 5 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 16.9 0.6 95.7 82.2 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 4 5 2 24 22 29 28 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 40,248 COMMITMENTS 0 3,550 75 39,614 36,588 39,689 40,213 559 35 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 290) 0 0 0 290 290 290 290 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 8.8 0.2 98.4 90.9 98.6 99.9 1.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 2 2 21 18 23 20 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 20,359 COMMITMENTS 25 734 100 20,030 19,507 20,155 20,341 204 18 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: -72) 0 -397 100 -175 225 -75 -72 3 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 3.6 0.5 98.4 95.8 99.0 99.9 1.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 2 1 12 15 14 17 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 17,715 COMMITMENTS 1,325 950 0 16,230 16,765 17,555 17,715 160 0 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 3,035) 555 50 0 2,480 2,985 3,035 3,035 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 5.4 0.0 91.6 94.6 99.1 100.0 0.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 5 1 0 14 10 19 11 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,035 COMMITMENTS 1,045 1,650 0 16,700 16,385 17,745 18,035 290 0 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 3,005) 555 50 0 2,450 2,955 3,005 3,005 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 9.1 0.0 92.6 90.9 98.4 100.0 1.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 5 1 0 15 10 20 11 PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CN FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 21,455 COMMITMENTS 170 0 0 20,725 21,395 20,895 21,395 560 60 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 0.0 0.0 96.6 99.7 97.4 99.7 2.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 12 14 13 14 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 22,150 COMMITMENTS 775 25 300 20,698 21,825 21,773 22,150 377 0 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 0) -25 0 0 25 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 0.1 1.4 93.4 98.5 98.3 100.0 1.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 1 2 14 13 19 15 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,495 COMMITMENTS 975 25 100 17,149 18,370 18,224 18,495 271 0 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 0) -25 0 0 25 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 0.1 0.5 92.7 99.3 98.5 100.0 1.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 1 1 14 11 19 12 PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4 FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 9,885 COMMITMENTS 600 3,850 0 9,075 5,970 9,675 9,820 210 65 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 645) -60 50 0 705 595 645 645 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 38.9 0.0 91.8 60.4 97.9 99.3 2.1 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 2 0 15 14 16 16 PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5 FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 6,725 COMMITMENTS 600 850 0 6,005 5,810 6,605 6,660 120 65 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 660) 600 50 0 60 610 660 660 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 12.6 0.0 89.3 86.4 98.2 99.0 1.8 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 2 0 15 14 16 16 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 37,253 COMMITMENTS 1,250 5,655 0 35,463 31,537 36,713 37,192 540 61 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 1,525) 0 750 0 1,525 775 1,525 1,525 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 15.2 0.0 95.2 84.7 98.6 99.8 1.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 1 0 18 15 21 16 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 36,747 COMMITMENTS 1,250 5,655 0 34,954 31,041 36,204 36,696 543 51 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 1,599) 0 750 0 1,599 849 1,599 1,599 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 15.4 0.0 95.1 84.5 98.5 99.9 1.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 1 0 19 16 22 17 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 109,532 COMMITMENTS 9,308 1,944 2,177 97,797 105,156 109,282 109,277 250 255 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 6,160) 935 50 0 5,225 6,110 6,160 6,160 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.5 1.8 2.0 89.3 96.0 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 6 6 6 32 29 40 39 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 352 MWh OPEN INTEREST: 129,516 COMMITMENTS 13,455 2,861 1,353 114,453 125,292 129,261 129,506 255 10 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 5,609) 935 -655 0 4,674 6,264 5,609 5,609 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.4 2.2 1.0 88.4 96.7 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 6 8 7 37 35 46 47 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 268,820 COMMITMENTS 28,596 33,405 14,286 225,557 221,097 268,439 268,788 381 32 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 10,276) -181 5,306 1,271 9,890 4,174 10,980 10,751 -704 -475 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.6 12.4 5.3 83.9 82.2 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 24 11 19 42 46 74 69 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 33,304 COMMITMENTS 2,383 300 175 30,459 32,819 33,017 33,294 287 10 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: -450) 0 0 0 -450 -450 -450 -450 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 0.9 0.5 91.5 98.5 99.1 100.0 0.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 2 1 21 13 23 16 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 31,740 COMMITMENTS 1,358 230 920 29,175 30,580 31,453 31,730 287 10 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: -450) 0 0 0 -450 -450 -450 -450 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 0.7 2.9 91.9 96.3 99.1 100.0 0.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 2 2 20 12 23 15 ARGUS FAR EAST SWAP PROPANE - ICE FUTURES ENERGY DIV Code-066413 FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 metric tonnes OPEN INTEREST: 4,030 COMMITMENTS 37 434 315 2,901 2,555 3,253 3,304 777 726 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 258) 0 36 31 147 139 178 206 80 52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 10.8 7.8 72.0 63.4 80.7 82.0 19.3 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 6 6 18 19 24 26 ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416 FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 40,468 COMMITMENTS 2,494 1,452 705 37,074 38,211 40,273 40,368 195 100 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 1,163) 427 0 85 681 1,108 1,193 1,193 -30 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 3.6 1.7 91.6 94.4 99.5 99.8 0.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 6 5 4 25 28 33 35 NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 14,805 COMMITMENTS 1,803 295 176 12,715 12,980 14,694 13,451 111 1,354 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 520) 210 0 0 310 490 520 490 0 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 2.0 1.2 85.9 87.7 99.3 90.9 0.7 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 3 3 17 21 21 26 BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 11,682 COMMITMENTS 530 226 529 10,293 10,270 11,352 11,025 330 657 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 571) 129 100 186 373 293 688 579 -117 -8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 1.9 4.5 88.1 87.9 97.2 94.4 2.8 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 7 2 7 27 25 36 32 PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 14,103 COMMITMENTS 215 1,379 161 13,627 12,453 14,003 13,993 100 110 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 501) 0 185 0 446 351 446 536 55 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 9.8 1.1 96.6 88.3 99.3 99.2 0.7 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 7 1 15 23 17 30 PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 74,676 COMMITMENTS 7,459 4,148 5,556 61,414 64,420 74,429 74,124 247 552 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 978) 523 504 183 310 382 1,016 1,069 -38 -91 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.0 5.6 7.4 82.2 86.3 99.7 99.3 0.3 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 16 17 24 53 53 82 81 CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 BARRELS OPEN INTEREST: 41,552 COMMITMENTS 2,900 330 115 38,447 40,867 41,462 41,312 90 240 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 746) -250 330 25 971 316 746 671 0 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 0.8 0.3 92.5 98.4 99.8 99.4 0.2 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 1 1 23 26 25 28 ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 16,340 COMMITMENTS 350 1,000 505 15,265 14,555 16,120 16,060 220 280 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: 1,635) 225 -120 70 1,340 1,685 1,635 1,635 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 6.1 3.1 93.4 89.1 98.7 98.3 1.3 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 2 3 16 20 20 24 ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U FUTURES ONLY POSITIONS AS OF 04/24/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 163,471 COMMITMENTS 0 0 360 154,413 153,206 154,773 153,566 8,698 9,905 CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.2 94.5 93.7 94.7 93.9 5.3 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 1 14 16 15 17
Updated April 27, 2018