NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV                       Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       38,316
COMMITMENTS
   7,510   24,666      145   30,661   13,505   38,316   38,316        0        0

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:          0)
       0     -175      100     -100       75        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.6     64.4      0.4     80.0     35.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3       11        2       12        7       17       18                  
 
 
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV               Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       19,842
COMMITMENTS
     823    3,443        0   18,979   16,383   19,802   19,826       40       16

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:         35)
     100      750        0      -65     -715       35       35        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.1     17.4      0.0     95.7     82.6     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5        3        0        7       10       12       13                  
 
 
CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV               Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       60,722
COMMITMENTS
   8,652   10,321    3,415   48,635   46,986   60,701   60,722       21        0

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:        728)
     -49     -506      865      -88      368      728      728        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.2     17.0      5.6     80.1     77.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      12        6        9       15       13       31       24                  
 
 
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV                       Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       46,172
COMMITMENTS
   9,043   22,948      787   36,342   22,437   46,172   46,172        0        0

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:         25)
     -45     -170       70        0      125       25       25        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.6     49.7      1.7     78.7     48.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       5        9        1       10        7       15       17                  
 
 
NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV                       Code-0063A4
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       41,662
COMMITMENTS
   8,232   29,300        0   33,430   12,362   41,662   41,662        0        0

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:        900)
       0      800        0      900      100      900      900        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.8     70.3      0.0     80.2     29.7    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 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       29,422
COMMITMENTS
   9,300   14,248        0   20,122   15,174   29,422   29,422        0        0

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:       -256)
       0     -500        0     -256      244     -256     -256        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.6     48.4      0.0     68.4     51.6    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 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       32,570
COMMITMENTS
   7,620   17,725      100   24,850   14,745   32,570   32,570        0        0

CHANGES FROM 07/03/18 (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 07/10/18          |
--------------------------------------------------------------| 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 07/03/18 (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 07/10/18          |
--------------------------------------------------------------| 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 07/03/18 (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 07/10/18          |
--------------------------------------------------------------| 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 07/03/18 (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 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       25,140
COMMITMENTS
   7,250   16,190        0   17,890    8,950   25,140   25,140        0        0

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:          0)
     100     -100        0     -100      100        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.8     64.4      0.0     71.2     35.6    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 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       23,867
COMMITMENTS
   3,033    3,038      789   20,045   20,040   23,867   23,867        0        0

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:         30)
     100       -2     -103       33      134       30       30        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.7     12.7      3.3     84.0     84.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        4        2       18       13       21       18                  
 
 
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV                          Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       16,194
COMMITMENTS
   2,817      981    1,750   11,377   13,343   15,944   16,074      250      120

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:        150)
      25     -130      130       -5      150      150      150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.4      6.1     10.8     70.3     82.4     98.5     99.3      1.5      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 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       21,874
COMMITMENTS
   1,005    4,836    1,816   18,749   15,057   21,570   21,709      304      165

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:        -22)
       0     -115        0      -47       68      -47      -47       25       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.6     22.1      8.3     85.7     68.8     98.6     99.2      1.4      0.8

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 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    5,266,201
COMMITMENTS
 414,713   79,017  623,595  4190052  4552582  5228360  5255194   37,841   11,007

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:     34,268)
 -40,438  -13,409   21,787   55,814   26,813   37,163   35,191   -2,895     -923

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.9      1.5     11.8     79.6     86.4     99.3     99.8      0.7      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      216)
      50       19       49      135      110      198      165                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      754,272
COMMITMENTS
  29,379   52,649  360,134  359,142  339,417  748,655  752,200    5,616    2,071

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:     33,263)
    -785   -4,684   26,241    7,816   11,672   33,272   33,229       -8       34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.9      7.0     47.7     47.6     45.0     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      17        9       21       49       49       74       71                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      258,624
COMMITMENTS
       0    6,081        0  248,197  247,714  248,197  253,795   10,427    4,829

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:    -11,489)
       0     -838   -1,214   -8,886   -7,980  -10,100  -10,032   -1,389   -1,457

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.4      0.0     96.0     95.8     96.0     98.1      4.0      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        3        0       29       25       29       28                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      113,700
COMMITMENTS
   2,404        0    4,959  102,595  103,969  109,958  108,928    3,742    4,772

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:     -9,802)
  -2,008      -31     -762   -6,412   -6,678   -9,182   -7,471     -620   -2,331

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.1      0.0      4.4     90.2     91.4     96.7     95.8      3.3      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        0        2       23       25       25       27                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      366,830
COMMITMENTS
   2,113    6,830    2,465  353,473  352,273  358,051  361,568    8,779    5,262

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:    -16,587)
     215     -818     -398  -15,213  -11,201  -15,396  -12,417   -1,191   -4,170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      1.9      0.7     96.4     96.0     97.6     98.6      2.4      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        4        3       28       30       31       37                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      866,390
COMMITMENTS
   4,067    6,946    8,931  843,106  847,358  856,104  863,235   10,286    3,155

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:    -37,007)
     362      -62     -273  -31,732  -18,402  -31,643  -18,737   -5,364  -18,270

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      0.8      1.0     97.3     97.8     98.8     99.6      1.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       3        1        2       44       28       48       30                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      442,986
COMMITMENTS
       0    2,866      154  417,117  432,225  417,271  435,245   25,715    7,741

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:    -24,046)
  -2,324      -70      -57  -16,500  -23,983  -18,881  -24,110   -5,165       64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.6      0.0     94.2     97.6     94.2     98.3      5.8      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       0        1        1       39       42       40       43                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      506,625
COMMITMENTS
   4,944    1,756      797  488,850  497,976  494,591  500,529   12,034    6,096

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:    -26,161)
  -1,267     -209     -252  -20,032  -23,021  -21,551  -23,482   -4,610   -2,679

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      0.3      0.2     96.5     98.3     97.6     98.8      2.4      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       4        2        4       36       40       42       44                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      295,543
COMMITMENTS
     744    4,084       31  287,118  285,434  287,893  289,549    7,650    5,994

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:    -18,226)
     744   -3,160     -182  -11,172  -13,553  -10,610  -16,895   -7,616   -1,331

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      1.4      0.0     97.1     96.6     97.4     98.0      2.6      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       1        2        1       41       36       42       39                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      100,902
COMMITMENTS
   1,454    2,972    3,844   90,786   89,869   96,084   96,685    4,818    4,217

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:     -8,187)
    -124     -634     -266   -4,700   -7,542   -5,090   -8,442   -3,097      255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      2.9      3.8     90.0     89.1     95.2     95.8      4.8      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        1        1       28       22       30       23                  
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       43,595
COMMITMENTS
       0      496        0   42,301   42,758   42,301   43,254    1,294      341

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:    -13,434)
       0     -180        0   -9,276  -11,604   -9,276  -11,784   -4,158   -1,650

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.1      0.0     97.0     98.1     97.0     99.2      3.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        2        0       16       13       16       15                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      193,483
COMMITMENTS
       0      736    1,773  181,127  186,185  182,900  188,694   10,583    4,789

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:    -12,200)
    -799   -1,735      448  -13,060   -8,856  -13,411  -10,143    1,211   -2,057

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.4      0.9     93.6     96.2     94.5     97.5      5.5      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        2       17       19       19       21                  
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      179,730
COMMITMENTS
       0    3,071        0  168,504  168,030  168,504  171,101   11,226    8,629

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:     -6,389)
       0     -151        0   -5,423   -2,929   -5,423   -3,080     -966   -3,309

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.7      0.0     93.8     93.5     93.8     95.2      6.2      4.8

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 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      192,674
COMMITMENTS
       0        0        0  185,275  187,450  185,275  187,450    7,399    5,224

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:     -7,010)
       0        0        0   -5,615   -5,433   -5,615   -5,433   -1,395   -1,577

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     96.2     97.3     96.2     97.3      3.8      2.7

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 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       21,745
COMMITMENTS
   5,921    1,573        0   13,536   19,986   19,457   21,559    2,288      186

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:    -14,595)
    -191     -415      -30  -13,640  -10,250  -13,861  -10,695     -734   -3,900

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.2      7.2      0.0     62.2     91.9     89.5     99.1     10.5      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        0       13       15       14       17                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      560,577
COMMITMENTS
  17,731   20,285    3,922  532,347  530,017  554,000  554,224    6,577    6,353

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:    -34,694)
  -2,075   -4,564   -1,566  -20,242  -11,558  -23,883  -17,688  -10,811  -17,006

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.2      3.6      0.7     95.0     94.5     98.8     98.9      1.2      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
       7        6        7       49       50       60       59                  
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      242,705
COMMITMENTS
       0    5,044      463  235,482  232,166  235,945  237,673    6,760    5,032

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:    -11,526)
       0     -448     -287  -12,421   -8,055  -12,708   -8,790    1,182   -2,736

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.1      0.2     97.0     95.7     97.2     97.9      2.8      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       0        4        1       28       30       29       34                  
 
 
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV             Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       39,766
COMMITMENTS
     523        0        0   38,686   38,748   39,209   38,748      557    1,018

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:     -5,957)
    -480   -1,863        0   -3,590   -1,397   -4,070   -3,260   -1,887   -2,697

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      0.0      0.0     97.3     97.4     98.6     97.4      1.4      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        0       15       14       16       14                  
 
 
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       82,174
COMMITMENTS
       0      710        0   75,142   74,116   75,142   74,826    7,032    7,348

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:     -8,084)
    -450     -867     -521   -7,052   -5,235   -8,023   -6,623      -61   -1,461

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.9      0.0     91.4     90.2     91.4     91.1      8.6      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       17       13       17       14                  
 
 
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      139,661
COMMITMENTS
   1,840    1,288        0  130,418  136,192  132,258  137,480    7,403    2,181

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:    -58,374)
 -17,670   -6,727        0  -33,258  -41,919  -50,928  -48,646   -7,446   -9,728

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      0.9      0.0     93.4     97.5     94.7     98.4      5.3      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        0       15       15       16       16                  
 
 
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV      Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      156,123
COMMITMENTS
  19,572    8,370        0  133,035  146,823  152,607  155,193    3,516      930

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:    -48,533)
  -6,390   -2,879        0  -35,347  -35,754  -41,737  -38,633   -6,796   -9,900

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.5      5.4      0.0     85.2     94.0     97.7     99.4      2.3      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       5        6        0       26       32       31       38                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      170,928
COMMITMENTS
     992        0        0  168,271  169,028  169,263  169,028    1,665    1,900

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:    -16,018)
  -1,055     -570      -31  -10,781  -14,530  -11,867  -15,131   -4,151     -887

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      0.0      0.0     98.4     98.9     99.0     98.9      1.0      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        0        0       21       20       22       20                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      269,229
COMMITMENTS
     798        0    1,194  264,303  258,063  266,295  259,257    2,934    9,972

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:     -8,526)
      17        0      -31   -5,398   -7,146   -5,412   -7,177   -3,114   -1,349

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      0.0      0.4     98.2     95.9     98.9     96.3      1.1      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        0        2       35       31       37       33                  
 
 
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV     Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       13,127
COMMITMENTS
       0      372        0   11,707   12,476   11,707   12,848    1,420      279

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:     -3,990)
       0      150     -150   -2,554   -3,544   -2,704   -3,544   -1,286     -446

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.8      0.0     89.2     95.0     89.2     97.9     10.8      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       11       10       11       11                  
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      103,831
COMMITMENTS
     974        0      651   86,488   89,021   88,113   89,672   15,718   14,159

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:     -5,123)
     155        0     -214   -3,836   -7,332   -3,895   -7,546   -1,228    2,423

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      0.0      0.6     83.3     85.7     84.9     86.4     15.1     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        1       17       19       18       20                  
 
 
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV          Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      162,428
COMMITMENTS
     810        0      930  158,226  156,206  159,966  157,136    2,462    5,292

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:    -11,362)
     262     -495     -262   -9,254   -8,878   -9,254   -9,635   -2,108   -1,727

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      0.0      0.6     97.4     96.2     98.5     96.7      1.5      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        0        1       22       26       23       27                  
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      154,703
COMMITMENTS
      50        0      582  148,614  148,279  149,246  148,861    5,457    5,842

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:    -10,514)
    -231     -501      -90   -7,654   -8,258   -7,975   -8,849   -2,539   -1,665

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.4     96.1     95.8     96.5     96.2      3.5      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        1       23       15       24       16                  
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      105,132
COMMITMENTS
       0        0        0   96,054   99,586   96,054   99,586    9,078    5,546

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:     -6,914)
       0        0        0   -6,025   -6,356   -6,025   -6,356     -889     -558

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     91.4     94.7     91.4     94.7      8.6      5.3

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 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       46,182
COMMITMENTS
     248    1,240        0   44,333   43,954   44,581   45,194    1,601      988

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:     -5,800)
     248     -232     -248   -2,258   -4,908   -2,258   -5,388   -3,542     -412

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      2.7      0.0     96.0     95.2     96.5     97.9      3.5      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        0       11       15       12       16                  
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      188,106
COMMITMENTS
   2,055      671      364  183,583  175,669  186,002  176,704    2,104   11,402

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:    -14,430)
    -778        0        0  -11,608  -12,455  -12,386  -12,455   -2,044   -1,975

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      0.4      0.2     97.6     93.4     98.9     93.9      1.1      6.1

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 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      160,123
COMMITMENTS
       0    1,131      950  148,106  152,591  149,056  154,672   11,067    5,451

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:    -11,642)
       0   -1,142     -214   -7,402   -8,411   -7,616   -9,767   -4,026   -1,875

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.7      0.6     92.5     95.3     93.1     96.6      6.9      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       0        2        2       33       30       35       32                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       23,528
COMMITMENTS
   1,116        0        0   20,394   23,094   21,510   23,094    2,018      434

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:     -6,620)
    -240        0        0   -4,820   -5,659   -5,060   -5,659   -1,560     -961

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.7      0.0      0.0     86.7     98.2     91.4     98.2      8.6      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        0        0       11       10       14       10                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      228,411
COMMITMENTS
     310      455    1,303  218,259  218,113  219,872  219,871    8,539    8,540

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:    -15,885)
    -620     -714     -547  -12,332  -11,813  -13,499  -13,074   -2,386   -2,811

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      0.2      0.6     95.6     95.5     96.3     96.3      3.7      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        1        1       33       27       35       28                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:      153,453
COMMITMENTS
       0      620    1,405  148,967  146,593  150,372  148,618    3,081    4,835

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:     -6,743)
       0      369      -67   -5,902   -4,844   -5,969   -4,542     -774   -2,201

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.4      0.9     97.1     95.5     98.0     96.8      2.0      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        1        1       23       23       24       24                  
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      146,454
COMMITMENTS
       0        0        0  140,836  138,429  140,836  138,429    5,618    8,025

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:     -9,462)
       0        0        0   -8,436   -5,308   -8,436   -5,308   -1,026   -4,154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     96.2     94.5     96.2     94.5      3.8      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       21       17       21       17                  
 
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       63,956
COMMITMENTS
   2,168      397       62   54,036   61,515   56,266   61,974    7,690    1,982

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:     -3,097)
    -440     -522       61     -995   -2,437   -1,374   -2,898   -1,723     -199

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.4      0.6      0.1     84.5     96.2     88.0     96.9     12.0      3.1

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 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       38,648
COMMITMENTS
       0      805        0   34,673   36,576   34,673   37,381    3,975    1,267

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:    -12,180)
       0        0        0   -9,512   -8,105   -9,512   -8,105   -2,668   -4,075

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.1      0.0     89.7     94.6     89.7     96.7     10.3      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        0       16       16       16       17                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:      142,042
COMMITMENTS
   2,215        0        0  118,771  134,851  120,986  134,851   21,056    7,191

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:     -9,246)
      60     -341        0   -4,931   -7,442   -4,871   -7,783   -4,375   -1,463

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6      0.0      0.0     83.6     94.9     85.2     94.9     14.8      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        0       19       14       20       14                  
 
 
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV                         Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       86,365
COMMITMENTS
   7,935    5,992      605   73,852   76,847   82,392   83,444    3,973    2,921

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:    -11,772)
    -881        0        0   -9,400  -12,427  -10,281  -12,427   -1,491      655

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.2      6.9      0.7     85.5     89.0     95.4     96.6      4.6      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        1       21       17       23       19                  
 
 
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV                            Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:      169,900
COMMITMENTS
   4,580        0        0  163,555  167,666  168,135  167,666    1,765    2,234

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:    -13,878)
     214        0        0  -10,701   -7,978  -10,487   -7,978   -3,391   -5,900

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.7      0.0      0.0     96.3     98.7     99.0     98.7      1.0      1.3

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 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:       58,849
COMMITMENTS
   9,291    2,674    4,800   43,710   50,940   57,801   58,415    1,048      434

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:     -3,549)
    -554     -525     -147   -2,106   -1,734   -2,807   -2,406     -742   -1,142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.8      4.5      8.2     74.3     86.6     98.2     99.3      1.8      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      10        7       13       31       30       46       45                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       44,165
COMMITMENTS
   3,225    1,415      329   40,600   42,401   44,155   44,145       10       20

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:        374)
      75        4       -4      303      374      374      374        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.3      3.2      0.7     91.9     96.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       7        5        3       25       19       33       26                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:       21,137
COMMITMENTS
   1,020      775      580   19,537   19,782   21,137   21,137        0        0

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:        175)
       0      -50        0      175      225      175      175        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.8      3.7      2.7     92.4     93.6    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 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:      160,789
COMMITMENTS
   9,320   19,728    3,857  147,385  136,893  160,562  160,478      227      311

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:     -5,464)
     -43     -374     -177     -959   -1,383   -1,179   -1,934   -4,285   -3,530

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.8     12.3      2.4     91.7     85.1     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       7        5        4       35       35       45       41                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       49,017
COMMITMENTS
     892    6,510      618   47,387   41,889   48,897   49,017      120        0

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:     -4,289)
     224     -150     -273   -4,169   -3,866   -4,217   -4,289      -72        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8     13.3      1.3     96.7     85.5     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       5        8        6       18       19       26       30                  
 
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:       31,900
COMMITMENTS
     325       50        0   31,575   31,850   31,900   31,900        0        0

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:       -900)
      25        0      -25     -900     -875     -900     -900        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      0.2      0.0     99.0     99.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        1        0       11       12       14       13                  
 
 
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV                    Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       47,125
COMMITMENTS
   4,670    1,100      460   41,820   45,405   46,950   46,965      175      160

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:     -1,740)
    -235     -250        0   -1,489     -975   -1,724   -1,225      -16     -515

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.9      2.3      1.0     88.7     96.4     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        2        1       26       26       29       29                  
 
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       73,781
COMMITMENTS
  12,245    3,340    1,265   59,927   69,131   73,437   73,736      344       45

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:     -4,249)
     -29     -215     -526   -3,269   -2,652   -3,824   -3,393     -425     -856

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.6      4.5      1.7     81.2     93.7     99.5     99.9      0.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       5        5        4       30       28       37       36                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       72,723
COMMITMENTS
   2,625      885    1,180   68,408   70,437   72,213   72,502      510      221

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:     -2,167)
    -115      -80      -75   -1,252   -1,552   -1,442   -1,707     -725     -460

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.6      1.2      1.6     94.1     96.9     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       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 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      107,813
COMMITMENTS
   4,380      160      950  101,800  106,581  107,130  107,691      683      122

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:     -3,560)
    -180      -10        0   -1,925   -3,432   -2,105   -3,442   -1,455     -118

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.1      0.1      0.9     94.4     98.9     99.4     99.9      0.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       6        1        1       27       28       33       30                  
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       29,090
COMMITMENTS
     675        0        0   28,395   28,785   29,070   28,785       20      305

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:     -1,530)
     -50     -130      -20   -1,480   -1,460   -1,550   -1,610       20       80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.3      0.0      0.0     97.6     99.0     99.9     99.0      0.1      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        0        0       22       16       25       16                  
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       28,620
COMMITMENTS
   1,135      300        0   27,255   27,925   28,390   28,225      230      395

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:       -710)
    -120        0        0     -550     -710     -670     -710      -40        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.0      1.0      0.0     95.2     97.6     99.2     98.6      0.8      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        0       18       18       20       19                  
 
 
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV               Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       10,730
COMMITMENTS
     700      650        0   10,030   10,080   10,730   10,730        0        0

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:       -900)
    -175        0      -50     -675     -850     -900     -900        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.5      6.1      0.0     93.5     93.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        2        0       14        8       17       10                  
 
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                 Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       51,661
COMMITMENTS
  13,433      792    3,067   34,720   47,384   51,221   51,243      440      418

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:     -1,806)
     -11     -112     -159   -1,632   -1,514   -1,802   -1,785       -4      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.0      1.5      5.9     67.2     91.7     99.1     99.2      0.9      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      14        5       10       27       26       43       39                  
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       39,444
COMMITMENTS
   1,100      700        0   38,284   38,704   39,384   39,404       60       40

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:     -1,940)
     -75     -200      -25   -1,900   -1,700   -2,000   -1,925       60      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.8      1.8      0.0     97.1     98.1     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       7        1        0       23       21       30       22                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       44,893
COMMITMENTS
   3,865    1,838      475   39,710   42,340   44,050   44,653      843      240

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:       -688)
    -130      -29      -95     -664     -804     -889     -928      201      240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.6      4.1      1.1     88.5     94.3     98.1     99.5      1.9      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        8        2       23       21       29       29                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       47,709
COMMITMENTS
   2,915      300      515   43,661   46,271   47,091   47,086      618      623

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:     -3,327)
     125      -25      -45   -1,620     -216   -1,540     -286   -1,787   -3,041

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.1      0.6      1.1     91.5     97.0     98.7     98.7      1.3      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        1        1       21       14       25       16                  
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       55,314
COMMITMENTS
   3,795    2,650      475   50,466   51,571   54,736   54,696      578      618

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:     -4,037)
     255     -150      -75   -2,320     -926   -2,140   -1,151   -1,897   -2,886

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.9      4.8      0.9     91.2     93.2     99.0     98.9      1.0      1.1

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 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       77,745
COMMITMENTS
      94    1,388      644   76,894   75,713   77,632   77,745      113        0

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:     -4,468)
    -177      663     -329   -3,952   -4,802   -4,458   -4,468      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      1.8      0.8     98.9     97.4     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        3        1       27       28       29       31                  
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:      115,130
COMMITMENTS
   3,185    4,923    1,761  109,975  108,426  114,921  115,110      209       20

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:     -8,432)
     764     -169     -662   -8,522   -7,601   -8,420   -8,432      -12        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.8      4.3      1.5     95.5     94.2     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        8        5       26       30       34       39                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       54,450
COMMITMENTS
     200      225        0   54,238   54,225   54,438   54,450       12        0

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:       -250)
       0        0      -25     -237     -225     -262     -250       12        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      0.4      0.0     99.6     99.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        0       11       13       12       15                  
 
 
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       38,584
COMMITMENTS
   2,410    2,400      500   34,599   35,614   37,509   38,514    1,075       70

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:     -1,979)
    -255     -125        0   -1,035   -1,184   -1,290   -1,309     -689     -670

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.2      6.2      1.3     89.7     92.3     97.2     99.8      2.8      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        3        2       18       17       22       21                  
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       41,960
COMMITMENTS
   6,581    5,050      615   34,208   36,281   41,404   41,946      556       14

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:     -2,444)
  -1,165        0       95     -771   -1,779   -1,841   -1,684     -603     -760

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.7     12.0      1.5     81.5     86.5     98.7    100.0      1.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       7        3        2       22       21       29       26                  
 
 
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       37,699
COMMITMENTS
       0    1,435      500   36,924   35,061   37,424   36,996      275      703

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:     -2,226)
       0     -426      298   -1,391   -1,062   -1,093   -1,190   -1,133   -1,036

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.8      1.3     97.9     93.0     99.3     98.1      0.7      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        5        2       14       14       16       19                  
 
 
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       30,157
COMMITMENTS
       0      990        0   30,157   28,472   30,157   29,462        0      695

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:     -2,497)
       0     -300        0   -1,725     -890   -1,725   -1,190     -772   -1,307

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.3      0.0    100.0     94.4    100.0     97.7      0.0      2.3

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 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       33,074
COMMITMENTS
     792    1,970       10   31,975   30,849   32,777   32,829      297      245

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:     -2,332)
     -63      -25      -10   -1,368   -1,670   -1,441   -1,705     -891     -627

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.4      6.0      0.0     96.7     93.3     99.1     99.3      0.9      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        2        1       22       22       25       25                  
 
 
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       22,326
COMMITMENTS
     430      160      110   21,434   21,996   21,974   22,266      352       60

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:     -1,503)
     -70        0        0     -553     -353     -623     -353     -880   -1,150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.9      0.7      0.5     96.0     98.5     98.4     99.7      1.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        1        1       18       19       21       20                  
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       49,960
COMMITMENTS
     403    6,811      293   49,084   42,799   49,780   49,903      180       57

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:     -2,128)
    -233     -562      -66   -1,307     -550   -1,605   -1,177     -523     -951

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8     13.6      0.6     98.2     85.7     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       5        3        4       27       26       34       31                  
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       40,639
COMMITMENTS
       0    3,095       65   40,188   37,431   40,253   40,591      386       48

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:     -1,157)
     -40      340      -95     -504     -607     -639     -362     -518     -795

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      7.6      0.2     98.9     92.1     99.1     99.9      0.9      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        3        1       24       20       25       23                  
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       21,222
COMMITMENTS
   2,475      483      125   18,311   20,596   20,911   21,204      311       18

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:        125)
       0     -125      125        0      125      125      125        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.7      2.3      0.6     86.3     97.1     98.5     99.9      1.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        2        1       13       14       16       16                  
 
 
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV     Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,535
COMMITMENTS
     835    1,375        0   16,640   16,160   17,475   17,535       60        0

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:     -1,055)
     -35      125        0     -480     -475     -515     -350     -540     -705

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.8      7.8      0.0     94.9     92.2     99.7    100.0      0.3      0.0

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 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       20,040
COMMITMENTS
     600    4,200      100   19,175   15,740   19,875   20,040      165        0

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:     -1,350)
    -105     -475       50     -590     -475     -645     -900     -705     -450

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.0     21.0      0.5     95.7     78.5     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        3        2       17       10       20       13                  
 
 
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV                          Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs                          OPEN INTEREST:      250,381
COMMITMENTS
   3,696   11,959   20,060  226,499  218,363  250,254  250,381      127        0

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:     -4,261)
   1,081     -153   -1,275   -2,891   -2,497   -3,085   -3,925   -1,176     -336

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      4.8      8.0     90.5     87.2     99.9    100.0      0.1      0.0

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 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       22,520
COMMITMENTS
     810        0        0   21,490   22,520   22,300   22,520      220        0

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:     -1,120)
     -30        0        0     -525     -470     -555     -470     -565     -650

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.6      0.0      0.0     95.4    100.0     99.0    100.0      1.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       12       14       13       14                  
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       22,595
COMMITMENTS
     745       25      250   21,343   22,320   22,338   22,595      257        0

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:          0)
      75        0        0       50      685      125      685     -125     -685

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.3      0.1      1.1     94.5     98.8     98.9    100.0      1.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        1        3       14       12       18       15                  
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,105
COMMITMENTS
     645       25      250   16,595   17,830   17,490   18,105      615        0

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:        235)
      75        0        0      245      855      320      855      -85     -620

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.6      0.1      1.4     91.7     98.5     96.6    100.0      3.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        1        3       12       11       16       14                  
 
 
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        7,240
COMMITMENTS
     600    1,250       75    6,365    5,835    7,040    7,160      200       80

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:       -420)
       0      -75        0     -305     -315     -305     -390     -115      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.3     17.3      1.0     87.9     80.6     97.2     98.9      2.8      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        1       13       10       15       12                  
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       45,302
COMMITMENTS
     875    3,785      580   43,328   40,937   44,783   45,302      519        0

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:     -1,699)
    -175   -1,185       25      530      487      380     -673   -2,079   -1,026

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.9      8.4      1.3     95.6     90.4     98.9    100.0      1.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        3        2       20       16       23       19                  
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       43,996
COMMITMENTS
     875    3,735      630   41,974   39,631   43,479   43,996      517        0

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:     -1,816)
    -175   -1,185       25      490      520      340     -640   -2,156   -1,176

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0      8.5      1.4     95.4     90.1     98.8    100.0      1.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        3        2       21       16       24       19                  
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      113,366
COMMITMENTS
   7,472    1,258    5,022  100,632  106,946  113,126  113,226      240      140

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:     -6,309)
  -1,497     -651      237   -3,546     -941   -4,806   -1,355   -1,503   -4,954

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.6      1.1      4.4     88.8     94.3     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       9        4       10       32       32       44       43                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
352 MWh                                              OPEN INTEREST:      132,554
COMMITMENTS
  12,645    5,549    2,430  117,159  124,575  132,234  132,554      320        0

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:     -7,209)
  -1,567     -270      357   -4,077   -2,099   -5,287   -2,012   -1,922   -5,197

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.5      4.2      1.8     88.4     94.0     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      11        4        9       37       31       49       43                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      267,339
COMMITMENTS
  24,901   33,966   20,412  221,539  212,955  266,852  267,333      487        5

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:    -11,889)
    -958   -1,127   -1,717   -3,978   -3,476   -6,653   -6,321   -5,236   -5,568

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.3     12.7      7.6     82.9     79.7     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      25       13       20       39       45       70       72                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       31,391
COMMITMENTS
   3,008      640        0   28,227   30,751   31,235   31,391      156        0

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:     -1,692)
      55       55      -35   -1,280     -190   -1,260     -170     -432   -1,522

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.6      2.0      0.0     89.9     98.0     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        3        0       21        8       25       11                  
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       29,664
COMMITMENTS
   1,563    1,280      610   27,293   27,774   29,466   29,664      198        0

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:     -1,667)
     130      140     -120   -1,265     -145   -1,255     -125     -412   -1,542

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.3      4.3      2.1     92.0     93.6     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        3        2       20        9       25       13                  
 
 
ARGUS FAR EAST SWAP PROPANE - ICE FUTURES ENERGY DIV                 Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000  metric tonnes                                  OPEN INTEREST:        3,672
COMMITMENTS
      96      179       22    2,814    2,413    2,932    2,614      740    1,058

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:        133)
       0       18        0       92       81       92       99       41       34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.6      4.9      0.6     76.6     65.7     79.8     71.2     20.2     28.8

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 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       36,194
COMMITMENTS
   3,812    1,481      692   31,180   33,801   35,684   35,974      510      220

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:        717)
      -8       37      160      565      520      717      717        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.5      4.1      1.9     86.1     93.4     98.6     99.4      1.4      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       6        5        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 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       14,890
COMMITMENTS
   1,120      751      185   13,528   13,409   14,833   14,345       57      545

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:        684)
     260       75        0      424      609      684      684        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.5      5.0      1.2     90.9     90.1     99.6     96.3      0.4      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        3        2       22       23       25       27                  
 
 
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV               Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       10,617
COMMITMENTS
     347      414      554    9,191    9,358   10,092   10,326      525      291

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:         90)
       4      -56       86       15       45      105       75      -15       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.3      3.9      5.2     86.6     88.1     95.1     97.3      4.9      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5        3        6       22       30       30       36                  
 
 
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV              Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       18,198
COMMITMENTS
      74    1,403      311   17,733   16,239   18,118   17,953       80      245

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:      1,110)
       0      150       25    1,085      935    1,110    1,110        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      7.7      1.7     97.4     89.2     99.6     98.7      0.4      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        6        3       18       27       22       34                  
 
 
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV              Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       68,215
COMMITMENTS
   6,566    6,119    4,224   57,240   57,197   68,029   67,540      186      675

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:      1,098)
      98      514       62    1,023      621    1,182    1,197      -84      -99

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.6      9.0      6.2     83.9     83.8     99.7     99.0      0.3      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      17       13       20       59       55       85       79                  
 
 
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV                 Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 BARRELS                                         OPEN INTEREST:       39,460
COMMITMENTS
   2,598        0       37   36,825   39,423   39,460   39,460        0        0

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:        -51)
      30        0        0      -81      -51      -51      -51        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.6      0.0      0.1     93.3     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 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       13,750
COMMITMENTS
   2,140       10      740   10,795   12,975   13,675   13,725       75       25

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:        385)
      60        0      155      170      230      385      385        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.6      0.1      5.4     78.5     94.4     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        1        3       19       21       24       24                  
 
 
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV               Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:      201,093
COMMITMENTS
       0        0        0  189,815  187,246  189,815  187,246   11,278   13,847

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:        385)
       0        0        0    1,375    1,565    1,375    1,565     -990   -1,180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     94.4     93.1     94.4     93.1      5.6      6.9

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 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 Barrels                                         OPEN INTEREST:       14,105
COMMITMENTS
   1,816    1,409    1,565    6,635    9,726   10,016   12,700    4,089    1,405

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:        210)
    -172      130      -15      447      220      260      335      -50     -125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.9     10.0     11.1     47.0     69.0     71.0     90.0     29.0     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        4        6        8       13       14       20                  



Updated July 13, 2018