CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 17,483 COMMITMENTS 736 3,488 0 16,707 13,979 17,443 17,467 40 16 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: -2,697) -87 0 0 -2,610 -2,697 -2,697 -2,697 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 20.0 0.0 95.6 80.0 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 5 4 0 7 9 12 13 CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2 FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 59,654 COMMITMENTS 7,069 11,536 3,176 49,408 44,942 59,653 59,654 1 0 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: -1,034) -768 550 -215 -47 -1,369 -1,030 -1,034 -4 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.9 19.3 5.3 82.8 75.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 12 7 6 15 12 30 22 NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3 FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 48,098 COMMITMENTS 9,018 24,383 800 38,280 22,915 48,098 48,098 0 0 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 900) 200 985 0 700 -85 900 900 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.7 50.7 1.7 79.6 47.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 5 9 1 10 7 16 16 NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063A4 FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 43,112 COMMITMENTS 8,532 30,700 0 34,580 12,412 43,112 43,112 0 0 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 700) -100 700 0 800 0 700 700 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.8 71.2 0.0 80.2 28.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 9 0 11 7 14 16 PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AD FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 31,418 COMMITMENTS 4,620 17,525 100 26,698 13,793 31,418 31,418 0 0 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.7 55.8 0.3 85.0 43.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 7 1 8 8 13 15 PJM TRI-RECs CLASS 1 Vin 2020 - ICE FUTURES ENERGY DIV Code-0063AN FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 28,645 COMMITMENTS 5,920 7,355 0 22,725 21,290 28,645 28,645 0 0 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 5,800) 0 2,000 0 5,800 3,800 5,800 5,800 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.7 25.7 0.0 79.3 74.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 5 4 0 10 4 15 8 RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-0063AR FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 26,822 COMMITMENTS 5,497 5,275 0 21,325 21,547 26,822 26,822 0 0 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.5 19.7 0.0 79.5 80.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 2 0 12 5 16 7 PJM TRI-RECs CLASS 1 Vin 2021 - ICE FUTURES ENERGY DIV Code-0063B1 FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 21,900 COMMITMENTS 8,600 4,950 0 13,300 16,950 21,900 21,900 0 0 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 5,800) 100 2,000 0 5,700 3,800 5,800 5,800 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.3 22.6 0.0 60.7 77.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 6 3 0 8 4 14 7 NJ SRECS VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063BD FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 25,840 COMMITMENTS 7,350 16,890 0 18,490 8,950 25,840 25,840 0 0 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 800) 0 700 0 800 100 800 800 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.4 65.4 0.0 71.6 34.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 8 0 7 6 10 14 RGGI VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063CD FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 25,110 COMMITMENTS 2,933 3,045 512 21,665 21,553 25,110 25,110 0 0 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: -846) -100 0 -200 -546 -646 -846 -846 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.7 12.1 2.0 86.3 85.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 3 1 16 14 18 18 USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 18,035 COMMITMENTS 1,809 910 2,967 12,591 14,028 17,367 17,905 668 130 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 291) -1,010 139 247 546 -95 -217 291 508 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.0 5.0 16.5 69.8 77.8 96.3 99.3 3.7 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 3 5 21 23 28 28 3% FUEL OIL USGC VS. 3.5%FUEL OIL FOB ROTTERDAM BARGES - ICE FUTURES Code-02141C FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 23,490 COMMITMENTS 1,093 5,716 1,794 20,192 15,452 23,079 22,962 411 528 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 132) 122 -363 -15 25 2 132 -376 0 508 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 24.3 7.6 86.0 65.8 98.3 97.8 1.7 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 3 2 29 19 34 23 NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391 FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 5,117,782 COMMITMENTS 322,632 59,973 658,498 4095011 4385621 5076141 5104092 41,641 13,690 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: -198,172) 18,341 -8,382 -45,108 -170,519 -143,136 -197,286 -196,626 -886 -1,546 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 1.2 12.9 80.0 85.7 99.2 99.7 0.8 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207) 41 22 49 128 111 188 164 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 141,708 COMMITMENTS 53,849 23,285 22,521 61,540 94,088 137,910 139,894 3,798 1,814 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: -16,517) 1,704 -3,256 -7,750 -10,168 -5,439 -16,214 -16,445 -303 -72 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.0 16.4 15.9 43.4 66.4 97.3 98.7 2.7 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 7 8 14 28 28 42 43 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 280,386 COMMITMENTS 423 6,583 726 269,410 269,746 270,559 277,055 9,827 3,331 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 4,896) 423 4 307 5,593 5,272 6,323 5,583 -1,427 -687 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 2.3 0.3 96.1 96.2 96.5 98.8 3.5 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 2 6 3 30 28 34 35 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 133,263 COMMITMENTS 3,862 164 4,144 120,812 116,798 128,818 121,106 4,445 12,157 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 16,261) -242 164 -351 15,487 8,740 14,894 8,553 1,367 7,708 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 0.1 3.1 90.7 87.6 96.7 90.9 3.3 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 5 1 4 26 24 32 28 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 371,913 COMMITMENTS 1,769 6,765 1,132 361,166 358,025 364,067 365,922 7,846 5,991 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 3,707) 19 1,310 -260 4,289 2,283 4,048 3,333 -341 374 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 1.8 0.3 97.1 96.3 97.9 98.4 2.1 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 2 5 3 33 31 36 38 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 874,327 COMMITMENTS 6,224 6,946 9,548 847,396 854,832 863,168 871,326 11,159 3,001 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 6,433) 3,722 0 242 2,745 6,364 6,709 6,606 -276 -173 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.8 1.1 96.9 97.8 98.7 99.7 1.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 3 1 2 45 29 49 31 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 461,029 COMMITMENTS 1,434 0 240 435,056 453,887 436,730 454,127 24,299 6,902 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 3,279) 1,434 -114 -39 3,254 4,307 4,649 4,154 -1,370 -875 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.0 0.1 94.4 98.5 94.7 98.5 5.3 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 1 0 1 41 45 42 46 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 530,907 COMMITMENTS 4,727 2,469 676 510,122 522,611 515,525 525,756 15,382 5,151 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 8,879) 31 120 -31 8,088 9,400 8,088 9,489 791 -610 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.5 0.1 96.1 98.4 97.1 99.0 2.9 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 3 3 3 36 44 41 48 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 303,342 COMMITMENTS 359 6,823 346 293,578 290,247 294,283 297,416 9,059 5,926 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 6,255) 359 -89 -115 4,020 6,398 4,264 6,194 1,991 61 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 2.2 0.1 96.8 95.7 97.0 98.0 3.0 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 1 5 2 40 35 42 41 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 109,866 COMMITMENTS 1,884 1,418 3,144 98,387 99,955 103,415 104,517 6,451 5,349 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 4,905) 43 1,418 -350 5,611 2,797 5,304 3,865 -399 1,040 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 1.3 2.9 89.6 91.0 94.1 95.1 5.9 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 1 1 27 23 29 24 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 50,741 COMMITMENTS 0 496 0 49,416 49,501 49,416 49,997 1,325 744 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 2,313) 0 0 0 2,530 1,910 2,530 1,910 -217 403 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.0 0.0 97.4 97.6 97.4 98.5 2.6 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 2 0 19 15 19 17 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 212,853 COMMITMENTS 2,302 1,007 1,039 202,348 206,376 205,689 208,422 7,164 4,431 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 3,920) 581 366 -162 7,015 5,510 7,434 5,714 -3,514 -1,794 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.5 0.5 95.1 97.0 96.6 97.9 3.4 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 1 2 19 21 22 23 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 182,794 COMMITMENTS 1,301 3,071 0 170,699 171,571 172,000 174,642 10,794 8,152 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 1,113) 0 0 0 3,101 1,399 3,101 1,399 -1,988 -286 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 1.7 0.0 93.4 93.9 94.1 95.5 5.9 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 2 0 28 26 29 28 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 204,416 COMMITMENTS 0 0 0 198,415 198,561 198,415 198,561 6,001 5,855 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 2,344) 0 0 0 4,505 2,588 4,505 2,588 -2,161 -244 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.1 97.1 97.1 97.1 2.9 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 17 18 17 18 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2 FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 34,256 COMMITMENTS 6,634 1,635 372 25,330 31,970 32,336 33,977 1,920 279 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 2,108) -496 -310 372 2,230 1,922 2,106 1,984 2 124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.4 4.8 1.1 73.9 93.3 94.4 99.2 5.6 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 2 1 23 19 25 22 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 591,447 COMMITMENTS 17,276 15,651 2,068 564,690 565,650 584,034 583,369 7,413 8,078 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 14,305) 899 733 576 13,891 13,502 15,366 14,811 -1,061 -506 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 2.6 0.3 95.5 95.6 98.7 98.6 1.3 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 6 5 5 56 54 65 61 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 241,328 COMMITMENTS 0 6,179 654 233,145 229,808 233,799 236,641 7,529 4,687 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 4,033) 0 733 278 3,884 3,513 4,162 4,524 -129 -491 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.6 0.3 96.6 95.2 96.9 98.1 3.1 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 0 4 3 32 30 35 34 EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6 FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 40,543 COMMITMENTS 430 0 217 39,091 38,998 39,738 39,215 805 1,328 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 95) 93 0 155 -339 -91 -91 64 186 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.0 0.5 96.4 96.2 98.0 96.7 2.0 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 0 2 17 14 19 16 EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8 FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 88,112 COMMITMENTS 0 1,443 107 80,304 79,586 80,411 81,136 7,701 6,976 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 3,065) -222 733 -107 2,513 2,288 2,184 2,914 881 151 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.6 0.1 91.1 90.3 91.3 92.1 8.7 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 2 1 17 12 18 14 HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 182,056 COMMITMENTS 13,775 12,138 744 163,659 165,254 178,178 178,136 3,878 3,920 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 31,114) 10,230 6,293 744 23,486 23,674 34,460 30,711 -3,346 403 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 6.7 0.4 89.9 90.8 97.9 97.8 2.1 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 5 8 1 38 30 43 39 HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 200,634 COMMITMENTS 31,290 18,538 1,085 164,402 180,236 196,777 199,859 3,857 775 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 32,662) 10,013 6,448 1,085 21,440 25,532 32,538 33,065 124 -403 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.6 9.2 0.5 81.9 89.8 98.1 99.6 1.9 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 7 10 2 39 38 47 49 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 187,936 COMMITMENTS 3,193 0 0 182,856 185,635 186,049 185,635 1,887 2,301 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 7,416) 2,201 -740 0 5,246 7,664 7,447 6,924 -31 492 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 0.0 0.0 97.3 98.8 99.0 98.8 1.0 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 0 0 22 24 25 24 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 284,763 COMMITMENTS 244 278 1,056 279,709 270,797 281,009 272,131 3,754 12,632 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 10,318) -550 -779 -26 11,079 9,352 10,503 8,547 -185 1,771 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.1 0.4 98.2 95.1 98.7 95.6 1.3 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 2 1 2 36 33 38 36 NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 76,466 COMMITMENTS 0 0 0 75,877 75,943 75,877 75,943 589 523 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 1,798) 0 0 0 1,457 1,798 1,457 1,798 341 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.2 99.3 99.2 99.3 0.8 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 11 15 11 15 NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 16,444 COMMITMENTS 0 992 0 14,683 14,832 14,683 15,824 1,761 620 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 1,178) 0 93 0 1,054 899 1,054 992 124 186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.0 0.0 89.3 90.2 89.3 96.2 10.7 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 0 13 11 13 12 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 110,259 COMMITMENTS 1,427 369 589 91,670 95,409 93,686 96,367 16,573 13,892 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 2,553) 0 369 0 2,271 2,292 2,271 2,661 282 -108 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 0.3 0.5 83.1 86.5 85.0 87.4 15.0 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 1 17 19 18 21 NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 187,322 COMMITMENTS 1,484 0 476 182,380 180,821 184,340 181,297 2,982 6,025 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 8,008) 0 0 0 7,912 8,068 7,912 8,068 96 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 0.0 0.3 97.4 96.5 98.4 96.8 1.6 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 0 1 23 27 24 28 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 165,055 COMMITMENTS 0 252 120 159,251 157,621 159,371 157,993 5,684 7,062 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 2,655) -55 252 -35 2,846 2,348 2,756 2,565 -101 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.2 0.1 96.5 95.5 96.6 95.7 3.4 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 1 1 25 19 26 20 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 108,366 COMMITMENTS 0 0 0 98,703 103,208 98,703 103,208 9,663 5,158 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 1,208) 0 0 0 744 1,408 744 1,408 464 -200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 91.1 95.2 91.1 95.2 8.9 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 20 19 20 19 NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 48,321 COMMITMENTS 248 1,240 0 46,069 46,124 46,317 47,364 2,004 957 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: -496) 0 0 0 -713 -527 -713 -527 217 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 2.6 0.0 95.3 95.5 95.9 98.0 4.1 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 0 13 16 14 17 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 198,788 COMMITMENTS 5,851 1,810 742 190,120 183,862 196,713 186,414 2,075 12,374 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 6,433) 4,015 -36 148 1,781 4,975 5,944 5,087 489 1,346 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 0.9 0.4 95.6 92.5 99.0 93.8 1.0 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 3 3 23 19 27 22 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 180,477 COMMITMENTS 54 4,444 2,079 168,775 168,204 170,908 174,727 9,569 5,750 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 7,647) 0 2,050 690 6,236 4,678 6,926 7,418 721 229 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.5 1.2 93.5 93.2 94.7 96.8 5.3 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 1 5 4 36 31 40 37 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 13,021 COMMITMENTS 0 527 155 12,773 11,657 12,928 12,339 93 682 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 310) 0 217 155 248 -93 403 279 -93 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.0 1.2 98.1 89.5 99.3 94.8 0.7 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 1 12 11 13 13 SOCAL CITYGATE FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-0233BY FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- MMBtu OPEN INTEREST: 32,554 COMMITMENTS 2,773 0 0 25,707 30,254 28,480 30,254 4,074 2,300 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.5 0.0 0.0 79.0 92.9 87.5 92.9 12.5 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 0 0 13 13 16 13 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 34,070 COMMITMENTS 1,829 0 0 30,312 33,326 32,141 33,326 1,929 744 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 5,241) 372 0 0 5,051 5,334 5,423 5,334 -182 -93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 0.0 0.0 89.0 97.8 94.3 97.8 5.7 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 0 0 15 11 19 11 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 235,922 COMMITMENTS 2,160 945 1,720 227,161 227,121 231,041 229,786 4,881 6,136 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 1,484) 60 697 383 809 1,054 1,252 2,134 232 -650 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.4 0.7 96.3 96.3 97.9 97.4 2.1 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 3 2 2 37 33 41 36 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 157,606 COMMITMENTS 0 1,957 766 152,248 151,317 153,014 154,040 4,592 3,566 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 1,578) 0 57 -120 975 1,272 855 1,209 723 369 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.2 0.5 96.6 96.0 97.1 97.7 2.9 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 1 1 26 25 27 26 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 150,318 COMMITMENTS 0 0 0 146,724 143,265 146,724 143,265 3,594 7,053 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 737) 0 0 0 1,407 799 1,407 799 -670 -62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.6 95.3 97.6 95.3 2.4 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 0 0 28 19 28 19 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 67,047 COMMITMENTS 2,131 0 0 56,063 64,822 58,194 64,822 8,853 2,225 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 550) -217 0 0 978 642 761 642 -211 -92 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 0.0 0.0 83.6 96.7 86.8 96.7 13.2 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 0 18 16 19 16 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4 FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 47,388 COMMITMENTS 647 0 217 42,824 46,152 43,688 46,369 3,700 1,019 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 5,609) 186 0 31 5,330 5,578 5,547 5,609 62 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 0.0 0.5 90.4 97.4 92.2 97.8 7.8 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 0 2 14 19 16 21 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 153,257 COMMITMENTS 3,340 0 82 131,236 145,706 134,658 145,788 18,599 7,469 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 3,706) 0 0 0 2,728 3,130 2,728 3,130 978 576 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 0.0 0.1 85.6 95.1 87.9 95.1 12.1 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 0 1 24 14 25 15 TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 100,840 COMMITMENTS 7,999 5,992 913 87,040 91,979 95,952 98,884 4,888 1,956 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 8,252) 617 0 125 7,723 8,003 8,465 8,128 -213 124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 5.9 0.9 86.3 91.2 95.2 98.1 4.8 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 1 1 22 18 24 20 TRANSCO LEIDY INDEX - ICE FUTURES ENERGY DIV Code-0233E5 FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 21,708 COMMITMENTS 4,482 0 0 13,693 19,786 18,175 19,786 3,533 1,922 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.6 0.0 0.0 63.1 91.1 83.7 91.1 16.3 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 0 0 10 13 12 13 REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 167,091 COMMITMENTS 0 0 0 165,366 164,644 165,366 164,644 1,725 2,447 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 167) 0 0 0 242 16 242 16 -75 151 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.0 98.5 99.0 98.5 1.0 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 0 0 18 16 18 16 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 43,175 COMMITMENTS 9,862 2,754 193 32,076 39,799 42,131 42,746 1,044 429 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 690) 331 216 106 253 368 690 690 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.8 6.4 0.4 74.3 92.2 97.6 99.0 2.4 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 6 8 3 27 25 35 34 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 43,821 COMMITMENTS 3,375 1,369 300 39,841 41,022 43,516 42,691 305 1,130 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 482) 150 -125 26 71 -529 247 -628 235 1,110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.7 3.1 0.7 90.9 93.6 99.3 97.4 0.7 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 6 5 3 24 21 31 28 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 21,554 COMMITMENTS 1,220 0 705 19,629 20,359 21,554 21,064 0 490 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 157) 225 -375 0 -68 42 157 -333 0 490 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 0.0 3.3 91.1 94.5 100.0 97.7 0.0 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 0 2 18 17 22 19 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 160,849 COMMITMENTS 8,730 16,451 4,057 147,852 140,161 160,639 160,669 210 180 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 1,443) 60 326 -100 1,483 1,218 1,443 1,444 0 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 10.2 2.5 91.9 87.1 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 6 5 4 37 38 46 44 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 47,764 COMMITMENTS 1,340 6,610 429 45,875 40,725 47,644 47,764 120 0 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 683) 733 100 -197 147 780 683 683 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 13.8 0.9 96.0 85.3 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 6 6 3 18 18 26 25 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 32,505 COMMITMENTS 425 50 0 32,080 32,455 32,505 32,505 0 0 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 750) 100 0 0 650 750 750 750 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 0.2 0.0 98.7 99.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 1 0 12 13 15 14 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 46,995 COMMITMENTS 4,670 1,100 460 41,690 45,275 46,820 46,835 175 160 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 410) 0 0 0 410 410 410 410 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 2.3 1.0 88.7 96.3 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 2 1 27 28 30 31 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 73,568 COMMITMENTS 12,320 2,690 1,310 59,541 69,546 73,171 73,546 397 22 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: -855) -30 -100 -75 -810 -650 -915 -825 60 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.7 3.7 1.8 80.9 94.5 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 7 4 5 32 29 40 37 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 76,033 COMMITMENTS 2,625 680 1,365 71,533 73,767 75,523 75,812 510 221 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 160) 0 -240 145 15 255 160 160 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 0.9 1.8 94.1 97.0 99.3 99.7 0.7 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 4 3 24 27 30 31 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 110,983 COMMITMENTS 5,765 160 1,050 103,540 109,651 110,355 110,861 628 122 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 205) 295 0 25 -60 180 260 205 -55 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 0.1 0.9 93.3 98.8 99.4 99.9 0.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 7 1 1 28 30 35 32 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 29,895 COMMITMENTS 815 0 0 29,060 29,430 29,875 29,430 20 465 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 895) 0 0 0 895 775 895 775 0 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 0.0 0.0 97.2 98.4 99.9 98.4 0.1 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 0 0 23 16 26 16 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 30,025 COMMITMENTS 1,425 300 0 28,370 29,390 29,795 29,690 230 335 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 135) -300 0 0 435 135 135 135 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 1.0 0.0 94.5 97.9 99.2 98.9 0.8 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 1 0 18 19 20 20 ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 10,730 COMMITMENTS 700 650 0 10,030 10,080 10,730 10,730 0 0 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.5 6.1 0.0 93.5 93.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 2 0 14 8 17 10 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 55,164 COMMITMENTS 12,584 853 2,896 39,245 51,012 54,725 54,761 439 403 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 1,579) -573 -114 306 1,799 1,381 1,532 1,573 47 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.8 1.5 5.2 71.1 92.5 99.2 99.3 0.8 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 13 6 13 27 28 43 44 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 10,960 COMMITMENTS 0 970 1,100 9,492 8,455 10,592 10,525 368 435 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 8.9 10.0 86.6 77.1 96.6 96.0 3.4 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 3 3 15 14 18 17 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 42,249 COMMITMENTS 1,065 725 50 41,074 41,314 42,189 42,089 60 160 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 1,940) -50 0 50 1,940 1,770 1,940 1,820 0 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 1.7 0.1 97.2 97.8 99.9 99.6 0.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 7 2 1 23 23 30 26 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 47,295 COMMITMENTS 4,120 1,558 425 42,147 45,312 46,692 47,295 603 0 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 632) -325 -165 -50 1,007 847 632 632 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 3.3 0.9 89.1 95.8 98.7 100.0 1.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 5 7 2 25 23 32 30 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 52,122 COMMITMENTS 4,118 300 515 46,811 50,684 51,444 51,499 678 623 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 675) 0 0 0 675 675 675 675 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 0.6 1.0 89.8 97.2 98.7 98.8 1.3 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 1 1 22 15 26 17 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 60,987 COMMITMENTS 4,988 3,150 475 54,826 56,824 60,289 60,449 698 538 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 1,655) 50 300 0 1,545 1,355 1,595 1,655 60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 5.2 0.8 89.9 93.2 98.9 99.1 1.1 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 1 1 22 17 25 19 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 84,260 COMMITMENTS 489 465 1,003 82,645 82,792 84,137 84,260 123 0 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 2,436) -31 -35 80 2,387 2,391 2,436 2,436 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.6 1.2 98.1 98.3 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 2 1 28 29 30 32 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 119,568 COMMITMENTS 3,027 3,943 2,069 114,262 113,546 119,358 119,558 210 10 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 642) -715 -195 130 1,226 707 641 642 1 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 3.3 1.7 95.6 95.0 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 4 7 6 27 30 36 38 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 54,900 COMMITMENTS 350 275 0 54,538 54,625 54,888 54,900 12 0 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: -175) 150 50 0 -325 -225 -175 -175 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.5 0.0 99.3 99.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 2 0 10 15 12 17 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 39,204 COMMITMENTS 2,395 2,400 500 35,234 36,234 38,129 39,134 1,075 70 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: -230) 0 0 0 -350 -230 -350 -230 120 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 6.1 1.3 89.9 92.4 97.3 99.8 2.7 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 3 2 19 17 23 21 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 55,404 COMMITMENTS 17,005 4,400 1,099 37,008 49,905 55,112 55,404 292 0 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 2,674) 1,545 -250 414 949 2,524 2,908 2,688 -234 -14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.7 7.9 2.0 66.8 90.1 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 8 3 4 24 23 32 30 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 38,079 COMMITMENTS 0 1,496 490 37,566 35,370 38,056 37,356 23 723 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: -7) 0 21 0 245 -68 245 -47 -252 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.9 1.3 98.7 92.9 99.9 98.1 0.1 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 5 2 17 16 19 21 NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 31,272 COMMITMENTS 0 990 0 31,212 29,497 31,212 30,487 60 785 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 215) 0 0 0 215 155 215 155 0 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.2 0.0 99.8 94.3 99.8 97.5 0.2 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 14 13 14 14 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 33,947 COMMITMENTS 797 1,670 20 32,833 32,252 33,650 33,942 297 5 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 133) 10 0 0 123 133 133 133 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 4.9 0.1 96.7 95.0 99.1 100.0 0.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 2 1 24 21 27 24 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 22,314 COMMITMENTS 430 160 110 21,422 21,984 21,962 22,254 352 60 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 13) 0 0 0 13 13 13 13 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 0.7 0.5 96.0 98.5 98.4 99.7 1.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 1 1 18 19 21 20 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 47,813 COMMITMENTS 563 6,963 214 46,828 40,556 47,605 47,733 208 80 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: -256) 10 126 0 -339 -366 -329 -240 73 -16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 14.6 0.4 97.9 84.8 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 5 4 2 28 26 34 31 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 40,131 COMMITMENTS 0 3,120 65 39,500 36,878 39,565 40,063 566 68 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: -815) 0 0 0 -875 -815 -875 -815 60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.8 0.2 98.4 91.9 98.6 99.8 1.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 4 1 24 19 25 23 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 22,946 COMMITMENTS 2,425 183 275 19,364 22,420 22,064 22,878 882 68 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 452) -125 -125 75 -110 452 -160 402 612 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.6 0.8 1.2 84.4 97.7 96.2 99.7 3.8 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 1 15 15 17 17 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,070 COMMITMENTS 885 1,650 125 18,000 17,295 19,010 19,070 60 0 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 85) 0 25 125 -40 -65 85 85 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 8.7 0.7 94.4 90.7 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 4 1 17 12 21 16 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 21,465 COMMITMENTS 650 4,475 125 20,525 16,865 21,300 21,465 165 0 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: -50) 0 25 0 -50 -75 -50 -50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 20.8 0.6 95.6 78.6 99.2 100.0 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 4 2 19 11 23 15 PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CN FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 23,150 COMMITMENTS 810 0 0 22,120 23,150 22,930 23,150 220 0 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 30) 0 0 0 30 30 30 30 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 0.0 0.0 95.6 100.0 99.0 100.0 1.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 0 12 14 13 14 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 24,020 COMMITMENTS 1,770 900 100 21,893 23,020 23,763 24,020 257 0 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 75) 425 -25 -100 -250 200 75 75 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.4 3.7 0.4 91.1 95.8 98.9 100.0 1.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 5 1 1 14 12 19 14 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,110 COMMITMENTS 1,470 900 100 16,925 18,095 18,495 19,095 615 15 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: -125) 425 -25 -100 -450 -15 -125 -140 0 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.7 4.7 0.5 88.6 94.7 96.8 99.9 3.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 1 1 12 10 16 12 PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4 FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 10,505 COMMITMENTS 700 4,375 125 9,420 5,925 10,245 10,425 260 80 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 75) 100 75 0 -25 0 75 75 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 41.6 1.2 89.7 56.4 97.5 99.2 2.5 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 3 1 14 10 17 13 PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5 FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 7,315 COMMITMENTS 700 1,325 75 6,340 5,835 7,115 7,235 200 80 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 75) 100 75 0 -25 0 75 75 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.6 18.1 1.0 86.7 79.8 97.3 98.9 2.7 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 3 1 14 10 17 13 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 50,807 COMMITMENTS 1,915 4,220 1,545 46,758 45,042 50,218 50,807 589 0 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 870) 125 1,180 -250 995 -60 870 870 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 8.3 3.0 92.0 88.7 98.8 100.0 1.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 1 3 20 16 24 19 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 49,486 COMMITMENTS 2,310 5,070 1,175 45,466 43,241 48,951 49,486 535 0 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 1,310) 150 1,205 -50 1,210 155 1,310 1,310 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 10.2 2.4 91.9 87.4 98.9 100.0 1.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 1 3 21 16 25 19 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 118,758 COMMITMENTS 8,492 2,671 5,499 104,525 110,448 118,516 118,618 242 140 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 559) 1,110 535 -455 -96 479 559 559 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 2.2 4.6 88.0 93.0 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 8 7 10 33 33 45 46 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 352 MWh OPEN INTEREST: 142,748 COMMITMENTS 12,935 7,374 3,715 125,756 131,659 142,406 142,748 342 0 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 887) 995 150 -240 117 977 872 887 15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 5.2 2.6 88.1 92.2 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 10 7 9 36 32 48 46 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 271,278 COMMITMENTS 27,045 33,634 17,140 226,595 220,420 270,780 271,194 498 84 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 8,406) 187 1,867 682 7,598 5,926 8,467 8,475 -61 -69 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.0 12.4 6.3 83.5 81.3 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 23 15 20 40 45 71 72 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 33,189 COMMITMENTS 2,968 690 280 29,785 32,219 33,033 33,189 156 0 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 715) -40 80 200 555 435 715 715 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 2.1 0.8 89.7 97.1 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 3 1 22 9 27 12 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 31,501 COMMITMENTS 1,473 1,280 940 28,890 29,281 31,303 31,501 198 0 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 715) -90 30 250 555 435 715 715 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 4.1 3.0 91.7 93.0 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 4 3 21 10 27 14 ARGUS FAR EAST SWAP PROPANE - ICE FUTURES ENERGY DIV Code-066413 FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 metric tonnes OPEN INTEREST: 4,088 COMMITMENTS 107 211 28 3,189 2,816 3,324 3,055 764 1,033 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 188) -2 15 0 74 171 72 186 116 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 5.2 0.7 78.0 68.9 81.3 74.7 18.7 25.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 2 2 19 19 22 22 ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416 FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 39,022 COMMITMENTS 2,490 2,021 911 35,111 35,870 38,512 38,802 510 220 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 473) 130 45 107 236 321 473 473 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 5.2 2.3 90.0 91.9 98.7 99.4 1.3 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 5 5 5 27 29 35 36 NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 16,648 COMMITMENTS 1,425 206 122 14,834 15,575 16,381 15,903 267 745 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 563) 120 0 25 408 538 553 563 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.6 1.2 0.7 89.1 93.6 98.4 95.5 1.6 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 2 2 23 24 26 27 BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 12,231 COMMITMENTS 108 408 400 11,417 11,157 11,925 11,965 306 266 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 1,145) -314 41 156 1,564 988 1,406 1,185 -261 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 3.3 3.3 93.3 91.2 97.5 97.8 2.5 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 2 4 5 26 33 32 38 PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 19,822 COMMITMENTS 429 1,691 327 18,986 17,559 19,742 19,577 80 245 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 497) 305 137 105 87 325 497 567 0 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 8.5 1.6 95.8 88.6 99.6 98.8 0.4 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 3 6 6 21 32 29 40 PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 70,290 COMMITMENTS 5,850 3,426 4,355 59,786 61,754 69,991 69,535 299 755 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 720) -361 165 92 944 542 675 799 45 -79 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.3 4.9 6.2 85.1 87.9 99.6 98.9 0.4 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 18 13 21 60 57 87 82 CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 BARRELS OPEN INTEREST: 37,261 COMMITMENTS 2,710 0 0 34,536 37,256 37,246 37,256 15 5 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 9) 255 0 0 -246 4 9 4 0 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 0.0 0.0 92.7 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 0 0 27 24 30 24 ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 11,050 COMMITMENTS 1,475 0 710 8,770 10,305 10,955 11,015 95 35 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: -2,990) -645 0 0 -2,345 -2,970 -2,990 -2,970 0 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.3 0.0 6.4 79.4 93.3 99.1 99.7 0.9 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 0 2 18 19 21 21 ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 203,342 COMMITMENTS 0 0 0 196,606 189,526 196,606 189,526 6,736 13,816 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: -5,096) 0 0 0 -4,034 -3,355 -4,034 -3,355 -1,062 -1,741 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.7 93.2 96.7 93.2 3.3 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 13 13 13 13 GASOLINE CRK-RBOB/BRENT 1st - ICE FUTURES ENERGY DIV Code-111415 FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 Barrels OPEN INTEREST: 15,486 COMMITMENTS 1,806 1,211 1,568 6,267 9,581 9,641 12,360 5,845 3,126 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 379) 290 -688 -204 -1,111 -266 -1,025 -1,158 1,404 1,537 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.7 7.8 10.1 40.5 61.9 62.3 79.8 37.7 20.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 3 5 10 11 16 17
Updated August 3, 2018