NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 38,316 COMMITMENTS 7,510 24,841 45 30,761 13,430 38,316 38,316 0 0 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -1,494) 0 -1,435 0 -1,494 -59 -1,494 -1,494 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.6 64.8 0.1 80.3 35.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 10 1 12 7 16 17 CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 19,807 COMMITMENTS 723 2,693 0 19,044 17,098 19,767 19,791 40 16 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -8,157) -2,050 -1,627 -219 -5,904 -6,327 -8,173 -8,173 16 16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 13.6 0.0 96.1 86.3 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 3 0 7 10 11 13 CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 59,994 COMMITMENTS 8,701 10,826 2,550 48,723 46,618 59,973 59,994 21 0 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -12,169) 1,737 -442 -3,818 -10,102 -7,909 -12,183 -12,169 14 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.5 18.0 4.2 81.2 77.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 12 6 8 15 13 31 23 NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 46,147 COMMITMENTS 9,088 23,118 717 36,342 22,312 46,147 46,147 0 0 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -250) 45 -1,270 -45 -250 1,065 -250 -250 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.7 50.1 1.6 78.8 48.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 9 1 10 6 14 16 NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063A4 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 40,762 COMMITMENTS 8,232 28,500 0 32,530 12,262 40,762 40,762 0 0 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -435) -335 1,365 0 -100 -1,800 -435 -435 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.2 69.9 0.0 79.8 30.1 100.0 100.0 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 2018 - ICE FUTURES ENERGY DIV Code-0063AB OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 29,678 COMMITMENTS 9,300 14,748 0 20,378 14,930 29,678 29,678 0 0 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -2,519) 200 -1,600 -200 -2,519 -719 -2,519 -2,519 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.3 49.7 0.0 68.7 50.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 4 0 12 8 15 12 PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AD OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 32,576 COMMITMENTS 7,620 17,725 100 24,856 14,751 32,576 32,576 0 0 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -6) 0 0 0 -6 -6 -6 -6 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.4 54.4 0.3 76.3 45.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 7 1 9 9 14 16 PJM TRI-RECs CLASS 1 Vin 2020 - ICE FUTURES ENERGY DIV Code-0063AN OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 21,995 COMMITMENTS 5,920 4,155 0 16,075 17,840 21,995 21,995 0 0 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.9 18.9 0.0 73.1 81.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 5 4 0 9 5 14 9 RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-0063AR OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 27,072 COMMITMENTS 5,497 5,275 0 21,575 21,797 27,072 27,072 0 0 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.3 19.5 0.0 79.7 80.5 100.0 100.0 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 14,900 COMMITMENTS 8,450 1,950 0 6,450 12,950 14,900 14,900 0 0 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 56.7 13.1 0.0 43.3 86.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 6 2 0 8 4 14 6 NJ SRECS VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063BD OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 25,140 COMMITMENTS 7,150 16,290 0 17,990 8,850 25,140 25,140 0 0 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -300) -750 0 0 450 -300 -300 -300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.4 64.8 0.0 71.6 35.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 8 0 8 5 11 13 RGGI VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063CD OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 23,837 COMMITMENTS 2,933 3,040 891 20,012 19,906 23,837 23,837 0 0 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -5,861) 620 2,275 -3,043 -3,438 -5,083 -5,861 -5,851 0 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.3 12.8 3.7 84.0 83.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 4 2 19 11 22 16 USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 16,044 COMMITMENTS 2,792 1,111 1,620 11,382 13,193 15,794 15,924 250 120 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -5,973) -1,727 857 -1,055 -3,164 -5,733 -5,946 -5,931 -27 -42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.4 6.9 10.1 70.9 82.2 98.4 99.3 1.6 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 3 5 18 23 25 28 3% FUEL OIL USGC VS. 3.5%FUEL OIL FOB ROTTERDAM BARGES - ICE FUTURES Code-02141C OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 21,896 COMMITMENTS 1,005 4,951 1,816 18,796 14,989 21,617 21,756 279 140 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -5,684) -1,305 -2,426 -11 -4,455 -3,361 -5,771 -5,798 87 114 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 22.6 8.3 85.8 68.5 98.7 99.4 1.3 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 3 2 26 18 32 21 NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 5,231,933 COMMITMENTS 455,151 92,426 601,808 4134238 4525769 5191197 5220003 40,736 11,930 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -178,676) -55,469 -9,570 15,159 -140,987 -185,301 -181,297 -179,712 2,621 1,036 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.7 1.8 11.5 79.0 86.5 99.2 99.8 0.8 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211) 47 18 50 131 114 193 168 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 721,008 COMMITMENTS 30,165 57,333 333,893 351,326 327,746 715,383 718,971 5,625 2,037 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -42,330) -7,108 -4,845 -13,386 -14,335 -8,453 -34,828 -26,684 -7,502 -15,646 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.2 8.0 46.3 48.7 45.5 99.2 99.7 0.8 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 18 8 20 49 48 74 69 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 270,113 COMMITMENTS 0 6,919 1,214 257,083 255,694 258,297 263,827 11,816 6,286 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -4,420) -423 1,425 977 -6,022 -8,579 -5,468 -6,177 1,048 1,757 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.6 0.4 95.2 94.7 95.6 97.7 4.4 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 0 4 2 29 26 31 30 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 123,502 COMMITMENTS 4,412 31 5,721 109,007 110,647 119,140 116,399 4,362 7,103 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 2,914) -305 -249 -841 3,534 1,123 2,388 33 526 2,881 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.6 0.0 4.6 88.3 89.6 96.5 94.2 3.5 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 1 4 23 25 27 29 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 383,417 COMMITMENTS 1,898 7,648 2,863 368,686 363,474 373,447 373,985 9,970 9,432 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 12,982) -385 152 -125 13,022 11,858 12,512 11,885 470 1,097 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 2.0 0.7 96.2 94.8 97.4 97.5 2.6 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 3 4 3 30 30 33 37 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 903,397 COMMITMENTS 3,705 7,008 9,204 874,838 865,760 887,747 881,972 15,650 21,425 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 17,044) -972 0 -137 14,041 -631 12,932 -768 4,112 17,812 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 0.8 1.0 96.8 95.8 98.3 97.6 1.7 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 3 1 2 44 29 48 31 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 467,032 COMMITMENTS 2,324 2,936 211 433,617 456,208 436,152 459,355 30,880 7,677 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 6,371) 155 0 0 1,436 4,841 1,591 4,841 4,780 1,530 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 0.6 0.0 92.8 97.7 93.4 98.4 6.6 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 3 1 2 39 42 43 44 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 532,786 COMMITMENTS 6,211 1,965 1,049 508,882 520,997 516,142 524,011 16,644 8,775 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 719) -689 -115 190 -2,448 -1,392 -2,947 -1,317 3,666 2,036 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 0.4 0.2 95.5 97.8 96.9 98.4 3.1 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 4 4 5 38 43 46 48 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 313,769 COMMITMENTS 0 7,244 213 298,290 298,987 298,503 306,444 15,266 7,325 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 4,173) 0 1,860 62 -2,231 1,821 -2,169 3,743 6,342 430 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.3 0.1 95.1 95.3 95.1 97.7 4.9 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 0 5 2 41 36 43 41 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 109,089 COMMITMENTS 1,578 3,606 4,110 95,486 97,411 101,174 105,127 7,915 3,962 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 8,479) 462 -1,268 2,215 1,841 7,101 4,518 8,048 3,961 431 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 3.3 3.8 87.5 89.3 92.7 96.4 7.3 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 1 1 25 23 27 24 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 57,029 COMMITMENTS 0 676 0 51,577 54,362 51,577 55,038 5,452 1,991 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 404) 0 0 0 -4,099 -1,219 -4,099 -1,219 4,503 1,623 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.2 0.0 90.4 95.3 90.4 96.5 9.6 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 2 0 19 17 19 19 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 205,683 COMMITMENTS 799 2,471 1,325 194,187 195,041 196,311 198,837 9,372 6,846 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 2,849) 799 -36 -276 196 1,094 719 782 2,130 2,067 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 1.2 0.6 94.4 94.8 95.4 96.7 4.6 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 2 19 20 21 22 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 186,119 COMMITMENTS 0 3,222 0 173,927 170,959 173,927 174,181 12,192 11,938 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 9,636) 0 0 0 8,918 7,383 8,918 7,383 718 2,253 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.7 0.0 93.4 91.9 93.4 93.6 6.6 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 2 0 26 23 26 25 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 199,684 COMMITMENTS 0 0 0 190,890 192,883 190,890 192,883 8,794 6,801 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -2,429) 0 0 0 -4,455 -4,575 -4,455 -4,575 2,026 2,146 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 95.6 96.6 95.6 96.6 4.4 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 16 16 16 16 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 36,340 COMMITMENTS 6,112 1,988 30 27,176 30,236 33,318 32,254 3,022 4,086 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 435) -31 -7 -210 -103 -2,833 -344 -3,050 779 3,485 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.8 5.5 0.1 74.8 83.2 91.7 88.8 8.3 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 2 1 17 18 21 20 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 595,271 COMMITMENTS 19,806 24,849 5,488 552,589 541,575 577,883 571,912 17,388 23,359 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 10,705) 1,214 1,865 119 -612 -9,636 721 -7,652 9,984 18,357 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 4.2 0.9 92.8 91.0 97.1 96.1 2.9 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 5 8 7 51 50 62 59 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 254,231 COMMITMENTS 0 5,492 750 247,903 240,221 248,653 246,463 5,578 7,768 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 667) 0 -928 -31 162 349 131 -610 536 1,277 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.2 0.3 97.5 94.5 97.8 96.9 2.2 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 0 6 2 29 30 31 36 EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 45,723 COMMITMENTS 1,003 1,863 0 42,276 40,145 43,279 42,008 2,444 3,715 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 2,294) -31 0 0 405 -80 374 -80 1,920 2,374 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 4.1 0.0 92.5 87.8 94.7 91.9 5.3 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 2 0 19 14 20 16 EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 90,258 COMMITMENTS 450 1,577 521 82,194 79,351 83,165 81,449 7,093 8,809 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 2,572) 0 1 0 313 898 313 899 2,259 1,673 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 1.7 0.6 91.1 87.9 92.1 90.2 7.9 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 2 2 18 13 20 16 HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 198,035 COMMITMENTS 19,510 8,015 0 163,676 178,111 183,186 186,126 14,849 11,909 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 13,918) 2,821 -1,209 0 244 5,641 3,065 4,432 10,853 9,486 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.9 4.0 0.0 82.7 89.9 92.5 94.0 7.5 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 5 4 0 25 31 30 35 HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 204,656 COMMITMENTS 25,962 11,249 0 168,382 182,577 194,344 193,826 10,312 10,830 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 14,817) 3,063 -2,190 -30 5,427 7,149 8,460 4,929 6,357 9,888 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.7 5.5 0.0 82.3 89.2 95.0 94.7 5.0 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 5 6 0 35 36 40 42 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 186,946 COMMITMENTS 2,047 570 31 179,052 183,558 181,130 184,159 5,816 2,787 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 1,972) 0 -957 31 -2,499 1,787 -2,468 861 4,440 1,111 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 0.3 0.0 95.8 98.2 96.9 98.5 3.1 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 2 2 1 25 23 28 25 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 277,755 COMMITMENTS 781 0 1,225 269,701 265,209 271,707 266,434 6,048 11,321 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 7,898) 78 -515 376 4,944 9,015 5,398 8,876 2,500 -978 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 0.0 0.4 97.1 95.5 97.8 95.9 2.2 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 2 0 2 36 31 38 33 NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 17,117 COMMITMENTS 0 222 150 14,261 16,020 14,411 16,392 2,706 725 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 0) 0 -248 0 -868 8 -868 -240 868 240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.3 0.9 83.3 93.6 84.2 95.8 15.8 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 1 13 12 14 13 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 108,954 COMMITMENTS 819 0 865 90,324 96,353 92,008 97,218 16,946 11,736 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 3,936) -152 0 61 2,215 3,213 2,124 3,274 1,812 662 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 0.0 0.8 82.9 88.4 84.4 89.2 15.6 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 1 17 20 18 21 NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 173,790 COMMITMENTS 548 495 1,192 167,480 165,084 169,220 166,771 4,570 7,019 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 5,316) 0 0 0 3,681 5,460 3,681 5,460 1,635 -144 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 0.3 0.7 96.4 95.0 97.4 96.0 2.6 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 1 1 22 27 23 29 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 165,217 COMMITMENTS 281 501 672 156,268 156,537 157,221 157,710 7,996 7,507 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 1,989) -8,077 -487 -189 9,138 651 872 -25 1,117 2,014 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 0.3 0.4 94.6 94.7 95.2 95.5 4.8 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 2 23 14 25 16 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 112,046 COMMITMENTS 0 0 0 102,079 105,942 102,079 105,942 9,967 6,104 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 1,026) 0 0 0 1,068 5,208 1,068 5,208 -42 -4,182 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 91.1 94.6 91.1 94.6 8.9 5.4 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 51,982 COMMITMENTS 0 1,472 248 46,591 48,862 46,839 50,582 5,143 1,400 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 0) 0 0 0 -2,670 -540 -2,670 -540 2,670 540 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.8 0.5 89.6 94.0 90.1 97.3 9.9 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 2 1 16 17 17 19 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 202,536 COMMITMENTS 2,833 671 364 195,191 188,124 198,388 189,159 4,148 13,377 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 996) -4 0 0 -1,089 -446 -1,093 -446 2,089 1,442 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 0.3 0.2 96.4 92.9 98.0 93.4 2.0 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 1 2 22 18 25 20 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 171,765 COMMITMENTS 0 2,273 1,164 155,508 161,002 156,672 164,439 15,093 7,326 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 3,463) 0 -948 206 -1,506 2,335 -1,300 1,593 4,763 1,870 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.3 0.7 90.5 93.7 91.2 95.7 8.8 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 0 4 3 35 31 38 35 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 30,148 COMMITMENTS 1,356 0 0 25,214 28,753 26,570 28,753 3,578 1,395 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 496) 558 0 0 -1,320 133 -762 133 1,258 363 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.5 0.0 0.0 83.6 95.4 88.1 95.4 11.9 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 0 0 14 11 18 11 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 244,296 COMMITMENTS 930 1,169 1,850 230,591 229,926 233,371 232,945 10,925 11,351 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 6,183) 0 -558 242 2,857 3,549 3,099 3,233 3,084 2,950 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 0.5 0.8 94.4 94.1 95.5 95.4 4.5 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 2 2 2 34 29 38 31 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 160,196 COMMITMENTS 0 251 1,472 154,869 151,437 156,341 153,160 3,855 7,036 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 8,197) -90 251 -339 8,414 6,349 7,985 6,261 212 1,936 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.2 0.9 96.7 94.5 97.6 95.6 2.4 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 1 1 23 24 24 25 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 155,916 COMMITMENTS 0 0 0 149,272 143,737 149,272 143,737 6,644 12,179 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 3,641) 0 0 0 1,124 -1,198 1,124 -1,198 2,517 4,839 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 95.7 92.2 95.7 92.2 4.3 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 23 17 23 17 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 67,053 COMMITMENTS 2,608 919 1 55,031 63,952 57,640 64,872 9,413 2,181 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 914) 0 57 0 21 21 21 78 893 836 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.9 1.4 0.0 82.1 95.4 86.0 96.7 14.0 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 1 17 15 19 16 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 50,828 COMMITMENTS 0 805 0 44,185 44,681 44,185 45,486 6,643 5,342 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 899) 0 -538 0 -3,663 -2,471 -3,663 -3,009 4,562 3,908 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.6 0.0 86.9 87.9 86.9 89.5 13.1 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 1 0 19 18 19 19 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 151,288 COMMITMENTS 2,155 341 0 123,702 142,293 125,857 142,634 25,431 8,654 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 463) -110 341 0 -3,232 -876 -3,342 -535 3,805 998 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 0.2 0.0 81.8 94.1 83.2 94.3 16.8 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 0 20 14 21 15 TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 98,137 COMMITMENTS 8,816 5,992 605 83,252 89,274 92,673 95,871 5,464 2,266 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 2,443) 378 0 0 614 2,102 992 2,102 1,451 341 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.0 6.1 0.6 84.8 91.0 94.4 97.7 5.6 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 1 1 25 20 28 22 REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 183,778 COMMITMENTS 4,366 0 0 174,256 175,644 178,622 175,644 5,156 8,134 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -2,221) -713 0 0 -4,226 -7,284 -4,939 -7,284 2,718 5,063 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 0.0 0.0 94.8 95.6 97.2 95.6 2.8 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 0 14 16 15 16 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 62,398 COMMITMENTS 9,844 3,200 4,947 45,816 52,674 60,608 60,821 1,790 1,577 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -1,499) 180 -175 -203 -2,164 -2,189 -2,187 -2,567 688 1,068 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.8 5.1 7.9 73.4 84.4 97.1 97.5 2.9 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 9 7 11 31 30 45 43 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 43,791 COMMITMENTS 3,150 1,410 334 40,297 42,027 43,781 43,771 10 20 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -6,086) -501 317 -691 -4,894 -5,712 -6,086 -6,086 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.2 3.2 0.8 92.0 96.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 6 6 3 25 19 32 27 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 20,962 COMMITMENTS 1,020 825 580 19,362 19,557 20,962 20,962 0 0 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -3,300) -150 -100 -75 -3,075 -3,125 -3,300 -3,300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.9 3.9 2.8 92.4 93.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 1 17 17 19 19 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 166,253 COMMITMENTS 9,363 20,102 4,034 148,344 138,276 161,741 162,412 4,512 3,841 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 737) -580 -1,066 75 -3,023 -1,859 -3,528 -2,850 4,265 3,587 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.6 12.1 2.4 89.2 83.2 97.3 97.7 2.7 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 7 5 6 36 35 46 43 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 53,306 COMMITMENTS 668 6,660 891 51,556 45,755 53,114 53,306 192 0 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -176) -24 -175 -131 -93 130 -248 -176 72 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 12.5 1.7 96.7 85.8 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 8 5 19 19 26 29 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 32,800 COMMITMENTS 300 50 25 32,475 32,725 32,800 32,800 0 0 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 280) 0 0 0 280 280 280 280 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 0.2 0.1 99.0 99.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 1 1 13 13 16 15 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 48,865 COMMITMENTS 4,905 1,350 460 43,309 46,380 48,674 48,190 191 675 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 325) 105 0 -105 310 -75 310 -180 15 505 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.0 2.8 0.9 88.6 94.9 99.6 98.6 0.4 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 3 1 25 26 28 30 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 78,030 COMMITMENTS 12,274 3,555 1,791 63,196 71,783 77,261 77,129 769 901 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -1,093) -730 -300 405 -1,252 -1,930 -1,577 -1,825 484 732 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.7 4.6 2.3 81.0 92.0 99.0 98.8 1.0 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 6 5 5 30 29 38 38 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 74,890 COMMITMENTS 2,740 965 1,255 69,660 71,989 73,655 74,209 1,235 681 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 146) 0 -80 0 -613 -190 -613 -270 759 416 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 1.3 1.7 93.0 96.1 98.4 99.1 1.6 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 4 3 24 25 30 29 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 111,373 COMMITMENTS 4,560 170 950 103,725 110,013 109,235 111,133 2,138 240 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 2,864) 250 0 -65 1,184 2,839 1,369 2,774 1,495 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.1 0.2 0.9 93.1 98.8 98.1 99.8 1.9 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 6 1 1 27 28 33 30 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 30,620 COMMITMENTS 725 130 20 29,875 30,245 30,620 30,395 0 225 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 115) 300 0 0 -185 115 115 115 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 0.4 0.1 97.6 98.8 100.0 99.3 0.0 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 2 1 22 17 26 19 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 29,330 COMMITMENTS 1,255 300 0 27,805 28,635 29,060 28,935 270 395 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 65) 10 0 0 55 65 65 65 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.3 1.0 0.0 94.8 97.6 99.1 98.7 0.9 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 1 0 19 18 21 19 ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 11,630 COMMITMENTS 875 650 50 10,705 10,930 11,630 11,630 0 0 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.5 5.6 0.4 92.0 94.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 4 2 1 16 8 20 11 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 53,467 COMMITMENTS 13,444 904 3,226 36,352 48,898 53,023 53,028 444 439 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 3,992) 946 -4 -257 3,322 4,344 4,011 4,082 -19 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.1 1.7 6.0 68.0 91.5 99.2 99.2 0.8 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 15 5 11 28 29 45 43 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 10,350 COMMITMENTS 150 570 850 8,972 8,490 9,972 9,910 378 440 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 285) 0 0 0 285 285 285 285 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 5.5 8.2 86.7 82.0 96.3 95.7 3.7 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 2 3 14 14 17 17 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 41,384 COMMITMENTS 1,175 900 25 40,184 40,404 41,384 41,329 0 55 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 320) 500 -25 25 -205 320 320 320 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 2.2 0.1 97.1 97.6 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 7 2 1 28 24 35 27 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 45,581 COMMITMENTS 3,995 1,867 570 40,374 43,144 44,939 45,581 642 0 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 2,595) 230 246 0 2,365 2,349 2,595 2,595 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.8 4.1 1.3 88.6 94.7 98.6 100.0 1.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 5 8 3 25 22 33 30 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 51,036 COMMITMENTS 2,790 325 560 45,281 46,487 48,631 47,372 2,405 3,664 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -235) -5 25 -25 -2,022 -3,171 -2,052 -3,171 1,817 2,936 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 0.6 1.1 88.7 91.1 95.3 92.8 4.7 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 2 1 21 14 25 16 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 59,351 COMMITMENTS 3,540 2,800 550 52,786 52,497 56,876 55,847 2,475 3,504 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -30) -225 0 0 -1,737 -2,806 -1,962 -2,806 1,932 2,776 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.0 4.7 0.9 88.9 88.5 95.8 94.1 4.2 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 1 1 21 15 24 17 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 82,213 COMMITMENTS 271 725 973 80,846 80,515 82,090 82,213 123 0 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 1,129) -42 -5 104 1,065 1,030 1,127 1,129 2 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 0.9 1.2 98.3 97.9 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 2 1 28 27 30 30 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 123,562 COMMITMENTS 2,421 5,092 2,423 118,497 116,026 123,341 123,542 221 20 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 2,356) -201 -179 433 2,123 2,092 2,355 2,346 1 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 4.1 2.0 95.9 93.9 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 5 8 5 26 29 35 38 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 54,700 COMMITMENTS 200 225 25 54,475 54,450 54,700 54,700 0 0 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 50) 0 0 0 50 50 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 0.4 0.0 99.6 99.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 3 1 13 15 15 18 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 40,563 COMMITMENTS 2,665 2,525 500 35,634 36,798 38,799 39,823 1,764 740 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -255) -115 100 0 -1,024 -1,030 -1,139 -930 884 675 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.6 6.2 1.2 87.8 90.7 95.7 98.2 4.3 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 3 2 20 18 24 22 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 44,404 COMMITMENTS 7,746 5,050 520 34,979 38,060 43,245 43,630 1,159 774 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 4) -326 0 0 -239 -746 -565 -746 569 750 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.4 11.4 1.2 78.8 85.7 97.4 98.3 2.6 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 8 3 2 23 21 31 26 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 39,925 COMMITMENTS 0 1,861 202 38,315 36,123 38,517 38,186 1,408 1,739 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 421) 0 -465 180 -1,068 -613 -888 -898 1,309 1,319 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.7 0.5 96.0 90.5 96.5 95.6 3.5 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 4 3 14 14 17 18 NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 32,654 COMMITMENTS 0 1,290 0 31,882 29,362 31,882 30,652 772 2,002 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 210) 0 -145 0 -502 -1,217 -502 -1,362 712 1,572 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.0 0.0 97.6 89.9 97.6 93.9 2.4 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 14 12 14 13 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 35,406 COMMITMENTS 855 1,995 20 33,343 32,519 34,218 34,534 1,188 872 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -517) 0 -50 -50 -1,289 -1,039 -1,339 -1,139 822 622 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 5.6 0.1 94.2 91.8 96.6 97.5 3.4 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 3 1 21 22 24 26 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 23,829 COMMITMENTS 500 160 110 21,987 22,349 22,597 22,619 1,232 1,210 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 660) 0 15 -15 -148 -490 -163 -490 823 1,150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 0.7 0.5 92.3 93.8 94.8 94.9 5.2 5.1 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 52,088 COMMITMENTS 636 7,373 358 50,391 43,348 51,385 51,080 703 1,008 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 448) -133 283 -169 142 -612 -160 -498 608 946 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 14.2 0.7 96.7 83.2 98.7 98.1 1.3 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 4 5 4 27 26 34 32 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 41,796 COMMITMENTS 40 2,755 160 40,692 38,038 40,892 40,953 904 843 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 40) 0 -205 0 -512 -550 -512 -755 552 795 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 6.6 0.4 97.4 91.0 97.8 98.0 2.2 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 3 2 24 19 26 23 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 21,097 COMMITMENTS 2,475 608 0 18,311 20,471 20,786 21,079 311 18 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -1,261) 25 51 -25 -1,304 -1,287 -1,304 -1,261 43 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.7 2.9 0.0 86.8 97.0 98.5 99.9 1.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 2 0 13 14 15 16 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,590 COMMITMENTS 870 1,250 0 17,120 16,635 17,990 17,885 600 705 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 100) 0 0 0 -405 -605 -405 -605 505 705 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.7 6.7 0.0 92.1 89.5 96.8 96.2 3.2 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 3 0 14 10 16 13 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 21,390 COMMITMENTS 705 4,675 50 19,765 16,215 20,520 20,940 870 450 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -80) 0 -125 0 -760 -405 -760 -530 680 450 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 21.9 0.2 92.4 75.8 95.9 97.9 4.1 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 3 1 18 10 21 13 PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Any Multiple of 800 800MWhs OPEN INTEREST: 254,643 COMMITMENTS 2,615 12,112 21,335 229,390 220,860 253,339 254,306 1,303 336 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 3,643) 24 561 -648 3,112 3,394 2,488 3,307 1,155 336 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 4.8 8.4 90.1 86.7 99.5 99.9 0.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 2 3 15 16 19 19 PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CN OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 23,640 COMMITMENTS 840 0 0 22,015 22,990 22,855 22,990 785 650 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -25) 0 0 0 -575 -670 -575 -670 550 645 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.6 0.0 0.0 93.1 97.3 96.7 97.3 3.3 2.7 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 22,595 COMMITMENTS 670 25 250 21,293 21,635 22,213 21,910 382 685 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 170) -180 0 50 214 -565 84 -515 86 685 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.0 0.1 1.1 94.2 95.8 98.3 97.0 1.7 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 1 3 15 15 20 18 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 17,870 COMMITMENTS 570 25 250 16,350 16,975 17,170 17,250 700 620 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 70) -180 0 50 -273 -600 -403 -550 473 620 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 0.1 1.4 91.5 95.0 96.1 96.5 3.9 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 1 3 13 13 18 16 PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 10,965 COMMITMENTS 600 4,425 125 9,805 6,240 10,530 10,790 435 175 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 50) 0 50 0 -90 -90 -90 -40 140 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 40.4 1.1 89.4 56.9 96.0 98.4 4.0 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 3 1 13 10 15 13 PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 7,660 COMMITMENTS 600 1,325 75 6,670 6,150 7,345 7,550 315 110 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 75) 0 0 0 -15 50 -15 50 90 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.8 17.3 1.0 87.1 80.3 95.9 98.6 4.1 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 3 1 13 10 15 13 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 47,001 COMMITMENTS 1,050 4,970 555 42,798 40,450 44,403 45,975 2,598 1,026 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 400) -125 250 150 -1,676 -1,026 -1,651 -626 2,051 1,026 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 10.6 1.2 91.1 86.1 94.5 97.8 5.5 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 2 2 20 15 23 18 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 45,812 COMMITMENTS 1,050 4,920 605 41,484 39,111 43,139 44,636 2,673 1,176 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 290) -125 200 200 -1,909 -1,286 -1,834 -886 2,124 1,176 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 10.7 1.3 90.6 85.4 94.2 97.4 5.8 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 2 2 21 15 24 18 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 119,675 COMMITMENTS 8,969 1,909 4,785 104,178 107,887 117,932 114,581 1,743 5,094 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 1,218) 375 -625 600 -1,255 -3,696 -280 -3,721 1,498 4,939 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.5 1.6 4.0 87.1 90.1 98.5 95.7 1.5 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 10 4 8 32 32 45 41 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 352 MWh OPEN INTEREST: 139,763 COMMITMENTS 14,212 5,819 2,073 121,236 126,674 137,521 134,566 2,242 5,197 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 1,031) 607 510 -60 -1,433 -4,616 -886 -4,166 1,917 5,197 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.2 4.2 1.5 86.7 90.6 98.4 96.3 1.6 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 12 4 9 36 31 49 43 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 279,228 COMMITMENTS 25,858 35,094 22,129 225,517 216,431 273,505 273,654 5,723 5,574 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 4,574) -758 -281 -55 162 -657 -651 -993 5,225 5,567 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.3 12.6 7.9 80.8 77.5 98.0 98.0 2.0 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 25 12 21 40 45 72 71 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 33,083 COMMITMENTS 2,953 585 35 29,507 30,941 32,495 31,561 588 1,522 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 850) 600 -40 -140 -25 -492 435 -672 415 1,522 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.9 1.8 0.1 89.2 93.5 98.2 95.4 1.8 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 4 2 21 8 26 12 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 31,331 COMMITMENTS 1,433 1,140 730 28,558 27,919 30,721 29,789 610 1,542 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 335) 0 560 35 -35 -1,802 0 -1,207 335 1,542 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 3.6 2.3 91.1 89.1 98.1 95.1 1.9 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 4 4 21 9 27 14 ARGUS FAR EAST SWAP PROPANE - ICE FUTURES ENERGY DIV Code-066413 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 metric tonnes OPEN INTEREST: 3,539 COMMITMENTS 96 161 22 2,722 2,332 2,840 2,515 699 1,024 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -616) -99 -153 -57 -456 -304 -612 -514 -4 -102 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 4.5 0.6 76.9 65.9 80.2 71.1 19.8 28.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 2 1 17 17 19 20 ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 35,477 COMMITMENTS 3,820 1,444 532 30,615 33,281 34,967 35,257 510 220 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -3,170) -95 88 -165 -3,050 -2,975 -3,310 -3,052 140 -118 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.8 4.1 1.5 86.3 93.8 98.6 99.4 1.4 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 7 4 6 24 28 34 35 NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 14,206 COMMITMENTS 860 676 185 13,104 12,800 14,149 13,661 57 545 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -2,009) 22 150 23 -2,032 -2,197 -1,987 -2,024 -22 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.1 4.8 1.3 92.2 90.1 99.6 96.2 0.4 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 3 2 21 23 24 27 BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 10,527 COMMITMENTS 343 470 468 9,176 9,313 9,987 10,251 540 276 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -799) -74 -267 48 -896 -566 -922 -785 123 -14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 4.5 4.4 87.2 88.5 94.9 97.4 5.1 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 4 4 5 22 29 29 35 PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 17,088 COMMITMENTS 74 1,253 286 16,648 15,304 17,008 16,843 80 245 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -1,793) -225 33 -111 -1,457 -1,780 -1,793 -1,858 0 65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 7.3 1.7 97.4 89.6 99.5 98.6 0.5 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 5 2 18 25 21 31 PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 67,117 COMMITMENTS 6,468 5,605 4,162 56,217 56,576 66,847 66,343 270 774 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -8,433) -808 368 -916 -6,856 -8,228 -8,580 -8,776 147 343 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.6 8.4 6.2 83.8 84.3 99.6 98.8 0.4 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 17 13 20 59 56 85 80 CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 BARRELS OPEN INTEREST: 39,511 COMMITMENTS 2,568 0 37 36,906 39,474 39,511 39,511 0 0 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 101) 30 0 0 71 101 101 101 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.5 0.0 0.1 93.4 99.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 0 1 25 24 27 25 ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 13,365 COMMITMENTS 2,080 10 585 10,625 12,745 13,290 13,340 75 25 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -2,895) -150 0 0 -1,765 -2,320 -1,915 -2,320 -980 -575 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.6 0.1 4.4 79.5 95.4 99.4 99.8 0.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 1 3 18 21 23 24 ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 200,708 COMMITMENTS 0 0 0 188,440 185,681 188,440 185,681 12,268 15,027 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -9,274) 0 0 0 -4,877 -3,985 -4,877 -3,985 -4,397 -5,289 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 93.9 92.5 93.9 92.5 6.1 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 14 13 14 13 GASOLINE CRK-RBOB/BRENT 1st - ICE FUTURES ENERGY DIV Code-111415 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Barrels OPEN INTEREST: 13,895 COMMITMENTS 1,988 1,279 1,580 6,188 9,506 9,756 12,365 4,139 1,530 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -3,672) -1,177 203 -130 -1,158 -2,860 -2,465 -2,787 -1,207 -885 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.3 9.2 11.4 44.5 68.4 70.2 89.0 29.8 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 4 5 8 13 14 19
Updated July 6, 2018