CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 65,563 COMMITMENTS 12,862 11,477 2,614 50,056 51,464 65,532 65,555 31 8 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 1,270) 471 1,672 43 746 -445 1,260 1,270 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.6 17.5 4.0 76.3 78.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 18 6 7 19 14 40 24 NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 42,945 COMMITMENTS 5,343 24,174 800 36,802 17,971 42,945 42,945 0 0 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 800) 200 301 0 600 499 800 800 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.4 56.3 1.9 85.7 41.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 5 8 1 10 7 16 15 NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063A4 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 45,816 COMMITMENTS 7,611 35,541 25 38,180 10,250 45,816 45,816 0 0 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 2,150) 125 1,825 25 2,000 300 2,150 2,150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.6 77.6 0.1 83.3 22.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 9 1 12 7 15 16 PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AD OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 30,031 COMMITMENTS 3,570 16,538 200 26,261 13,293 30,031 30,031 0 0 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 371) 0 15 100 271 256 371 371 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.9 55.1 0.7 87.4 44.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 5 6 2 7 10 14 16 PJM TRI-RECs CLASS 1 Vin 2020 - ICE FUTURES ENERGY DIV Code-0063AN OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 33,245 COMMITMENTS 6,720 6,622 0 26,525 26,623 33,245 33,245 0 0 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 0) -300 -750 0 300 750 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.2 19.9 0.0 79.8 80.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 5 3 0 11 3 16 6 RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-0063AR OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 31,235 COMMITMENTS 5,222 3,438 500 25,513 27,297 31,235 31,235 0 0 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: -125) 0 -50 0 -125 -75 -125 -125 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.7 11.0 1.6 81.7 87.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 5 2 1 13 6 19 8 CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 21,908 COMMITMENTS 5,880 2,935 930 15,098 18,043 21,908 21,908 0 0 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 319) 64 -7 335 127 162 526 490 -207 -172 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.8 13.4 4.2 68.9 82.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 7 6 3 11 13 19 21 PJM TRI-RECs CLASS 1 Vin 2021 - ICE FUTURES ENERGY DIV Code-0063B1 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 33,920 COMMITMENTS 13,859 5,263 0 20,061 28,657 33,920 33,920 0 0 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 3,328) 0 175 0 3,328 3,153 3,328 3,328 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.9 15.5 0.0 59.1 84.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 6 3 0 12 2 18 5 NJ SRECS VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063BD OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 30,570 COMMITMENTS 8,930 19,500 0 21,640 11,070 30,570 30,570 0 0 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 1,200) 600 800 0 600 400 1,200 1,200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.2 63.8 0.0 70.8 36.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 5 6 0 7 6 12 12 RGGI VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063CD OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 43,602 COMMITMENTS 3,333 3,042 692 39,577 39,869 43,602 43,602 0 0 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 69) 0 51 0 69 18 69 69 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.6 7.0 1.6 90.8 91.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 5 4 2 16 16 21 22 USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 31,609 COMMITMENTS 4,725 200 3,939 22,871 27,370 31,535 31,509 74 100 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 2,663) 595 -20 -562 2,640 3,255 2,673 2,673 -10 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.9 0.6 12.5 72.4 86.6 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 6 1 5 26 26 32 32 3% FUEL OIL USGC VS. 3.5%FUEL OIL FOB ROTTERDAM BARGES - ICE FUTURES Code-02141C OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 24,767 COMMITMENTS 280 9,389 710 23,285 14,489 24,275 24,588 492 179 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 822) -10 514 10 822 268 822 792 0 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 37.9 2.9 94.0 58.5 98.0 99.3 2.0 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 3 3 25 15 30 19 NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 5,388,089 COMMITMENTS 352,592 64,423 517,534 4475535 4790352 5345661 5372309 42,428 15,780 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: -16,514) -80,168 -8,647 -56,458 114,127 42,534 -22,499 -22,571 5,985 6,057 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.5 1.2 9.6 83.1 88.9 99.2 99.7 0.8 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230) 48 21 63 144 117 215 183 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 1,527,830 COMMITMENTS 85,157 146,734 730,205 707,847 646,812 1523208 1523750 4,622 4,080 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 330,216) 24,245 25,993 168,938 136,442 134,172 329,626 329,104 590 1,112 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.6 9.6 47.8 46.3 42.3 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 18 13 24 59 57 87 84 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 269,861 COMMITMENTS 519 5,831 30 258,931 258,780 259,480 264,641 10,381 5,220 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 365) 56 0 30 1,370 307 1,456 337 -1,091 28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 2.2 0.0 95.9 95.9 96.2 98.1 3.8 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 2 1 28 26 29 29 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 133,986 COMMITMENTS 8,151 0 0 121,238 124,474 129,389 124,474 4,597 9,512 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 1,845) -131 0 0 2,625 8,362 2,494 8,362 -649 -6,517 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.1 0.0 0.0 90.5 92.9 96.6 92.9 3.4 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 0 0 30 26 34 26 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 308,906 COMMITMENTS 1,879 0 885 294,061 301,516 296,825 302,401 12,081 6,505 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 2,193) 75 -656 -9 2,399 4,184 2,465 3,519 -272 -1,326 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 0.0 0.3 95.2 97.6 96.1 97.9 3.9 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 3 0 2 29 32 32 34 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 821,375 COMMITMENTS 5,500 7,232 9,722 795,324 800,336 810,546 817,290 10,829 4,085 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: -8,337) 2,394 337 385 -10,784 -8,562 -8,005 -7,840 -332 -497 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 0.9 1.2 96.8 97.4 98.7 99.5 1.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 2 3 4 40 24 45 28 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 419,313 COMMITMENTS 279 1,923 0 405,910 410,596 406,189 412,519 13,124 6,794 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 5,308) -211 0 0 6,218 4,334 6,007 4,334 -699 974 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 0.5 0.0 96.8 97.9 96.9 98.4 3.1 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 1 2 0 43 43 44 45 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 544,489 COMMITMENTS 3,108 930 549 529,623 538,456 533,280 539,935 11,209 4,554 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 5,054) -2,105 -123 7 8,311 4,984 6,213 4,868 -1,159 186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 0.2 0.1 97.3 98.9 97.9 99.2 2.1 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 3 1 2 38 43 42 45 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 295,898 COMMITMENTS 0 749 63 288,147 287,022 288,210 287,834 7,688 8,064 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: -2,812) 0 366 -558 -2,807 -4,335 -3,365 -4,527 553 1,715 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.3 0.0 97.4 97.0 97.4 97.3 2.6 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 0 2 2 39 34 41 36 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 109,303 COMMITMENTS 498 0 592 102,831 104,876 103,921 105,468 5,382 3,835 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 1,929) 203 0 -98 2,097 2,229 2,202 2,131 -273 -202 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 0.0 0.5 94.1 95.9 95.1 96.5 4.9 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 0 1 25 24 26 25 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 45,006 COMMITMENTS 0 390 0 43,227 43,160 43,227 43,550 1,779 1,456 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 2,857) 0 0 0 2,793 2,609 2,793 2,609 64 248 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.9 0.0 96.0 95.9 96.0 96.8 4.0 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 1 0 19 15 19 16 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 249,000 COMMITMENTS 212 0 839 241,187 242,901 242,238 243,740 6,762 5,260 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 943) -866 0 365 4,168 2,701 3,667 3,066 -2,724 -2,123 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 0.0 0.3 96.9 97.6 97.3 97.9 2.7 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 0 1 20 24 21 25 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 156,309 COMMITMENTS 0 1,712 0 149,057 147,998 149,057 149,710 7,252 6,599 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 783) -1,047 -1,579 -429 2,969 2,030 1,493 22 -710 761 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.1 0.0 95.4 94.7 95.4 95.8 4.6 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 1 0 27 20 27 21 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 241,713 COMMITMENTS 0 0 0 238,884 239,303 238,884 239,303 2,829 2,410 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: -676) 0 0 0 -800 -1,532 -800 -1,532 124 856 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 98.8 99.0 98.8 99.0 1.2 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 18 16 18 16 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 22,039 COMMITMENTS 2,070 372 0 17,923 19,528 19,993 19,900 2,046 2,139 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 5,259) 0 372 0 4,297 3,892 4,297 4,264 962 995 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.4 1.7 0.0 81.3 88.6 90.7 90.3 9.3 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 1 0 19 23 21 24 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 567,398 COMMITMENTS 15,579 8,398 1,250 539,872 549,777 556,701 559,425 10,697 7,973 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 12,152) 1,642 -176 -131 10,820 10,964 12,331 10,657 -179 1,495 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 1.5 0.2 95.1 96.9 98.1 98.6 1.9 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 4 1 2 57 51 62 53 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 219,915 COMMITMENTS 0 2,702 1,075 212,297 208,581 213,372 212,358 6,543 7,557 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 3,067) -235 -870 -39 2,919 2,296 2,645 1,387 422 1,680 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.2 0.5 96.5 94.8 97.0 96.6 3.0 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 0 4 3 28 28 31 32 EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 32,472 COMMITMENTS 0 395 0 30,553 31,560 30,553 31,955 1,919 517 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.2 0.0 94.1 97.2 94.1 98.4 5.9 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 11 13 11 14 EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 72,999 COMMITMENTS 0 0 0 69,933 68,148 69,933 68,148 3,066 4,851 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 2,870) 0 0 0 2,897 3,022 2,897 3,022 -27 -152 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 95.8 93.4 95.8 93.4 4.2 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 0 0 23 20 23 20 HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 198,743 COMMITMENTS 4,222 968 0 190,645 194,611 194,867 195,579 3,876 3,164 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 6,637) 961 0 0 5,760 6,569 6,721 6,569 -84 68 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 0.5 0.0 95.9 97.9 98.0 98.4 2.0 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 3 1 0 27 26 30 27 HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 204,894 COMMITMENTS 11,362 25,958 60 189,851 176,762 201,273 202,780 3,621 2,114 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 5,800) 901 0 60 4,772 6,154 5,733 6,214 67 -414 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 12.7 0.0 92.7 86.3 98.2 99.0 1.8 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 5 8 1 36 31 41 40 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 202,295 COMMITMENTS 510 248 0 200,062 200,747 200,572 200,995 1,723 1,300 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 775) 0 248 0 1,439 403 1,439 651 -664 124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 0.1 0.0 98.9 99.2 99.1 99.4 0.9 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 1 0 24 20 25 21 MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- MMBTU OPEN INTEREST: 27,991 COMMITMENTS 0 0 0 26,657 27,841 26,657 27,841 1,334 150 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 2,542) 0 0 0 2,232 2,542 2,232 2,542 310 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 95.2 99.5 95.2 99.5 4.8 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 11 14 11 14 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 279,936 COMMITMENTS 928 0 642 271,915 266,752 273,485 267,394 6,451 12,542 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 10,806) 928 0 642 9,190 10,068 10,760 10,710 46 96 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 0.0 0.2 97.1 95.3 97.7 95.5 2.3 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 1 0 1 34 38 35 39 NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 96,624 COMMITMENTS 0 0 0 95,837 95,832 95,837 95,832 787 792 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 99.2 99.2 99.2 99.2 0.8 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 12 17 12 17 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 118,676 COMMITMENTS 324 0 600 104,414 105,391 105,338 105,991 13,338 12,685 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 736) -474 0 -25 1,663 32 1,164 7 -428 729 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 0.0 0.5 88.0 88.8 88.8 89.3 11.2 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 0 1 19 18 20 19 NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 212,645 COMMITMENTS 912 0 222 205,853 208,094 206,987 208,316 5,658 4,329 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 8,530) -184 0 95 7,837 8,485 7,748 8,580 782 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 0.0 0.1 96.8 97.9 97.3 98.0 2.7 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 0 1 21 27 22 28 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 205,583 COMMITMENTS 0 0 0 191,461 199,392 191,461 199,392 14,122 6,191 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 3,720) 0 0 0 4,015 5,324 4,015 5,324 -295 -1,604 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 93.1 97.0 93.1 97.0 6.9 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 0 0 24 18 24 18 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 83,125 COMMITMENTS 0 0 0 75,265 82,099 75,265 82,099 7,860 1,026 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 1,340) 0 0 0 2,117 1,534 2,117 1,534 -777 -194 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 90.5 98.8 90.5 98.8 9.5 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 22 22 22 22 NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 40,025 COMMITMENTS 750 0 0 38,772 40,025 39,522 40,025 503 0 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 5,917) 434 0 0 5,264 5,917 5,698 5,917 219 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 0.0 0.0 96.9 100.0 98.7 100.0 1.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 0 0 10 16 12 16 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 180,841 COMMITMENTS 4,505 0 0 172,493 174,769 176,998 174,769 3,843 6,072 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 964) -525 -25 -834 1,985 1,814 626 955 338 9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 0.0 0.0 95.4 96.6 97.9 96.6 2.1 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 0 0 20 18 21 18 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 165,377 COMMITMENTS 501 0 963 154,031 156,736 155,495 157,699 9,882 7,678 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 6,047) 501 -1,061 963 6,556 6,925 8,020 6,827 -1,973 -780 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 0.0 0.6 93.1 94.8 94.0 95.4 6.0 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 2 0 1 32 30 34 31 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 44,880 COMMITMENTS 0 0 0 43,766 44,576 43,766 44,576 1,114 304 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 1,364) 0 0 0 1,364 1,240 1,364 1,240 0 124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 97.5 99.3 97.5 99.3 2.5 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 14 17 14 17 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 235,969 COMMITMENTS 0 1,809 593 225,839 230,791 226,432 233,193 9,537 2,776 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 1,731) -363 -122 -64 690 3,782 263 3,596 1,468 -1,865 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.8 0.3 95.7 97.8 96.0 98.8 4.0 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 0 1 1 33 33 34 34 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 154,845 COMMITMENTS 0 829 1,431 150,487 149,916 151,918 152,176 2,927 2,669 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 1,145) -217 634 343 881 -305 1,007 672 138 473 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.5 0.9 97.2 96.8 98.1 98.3 1.9 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 0 2 2 25 29 27 31 TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CV OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 27,579 COMMITMENTS 0 0 0 26,455 24,939 26,455 24,939 1,124 2,640 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 95.9 90.4 95.9 90.4 4.1 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 14 10 14 10 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 132,593 COMMITMENTS 0 0 0 127,296 128,113 127,296 128,113 5,297 4,480 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 1,287) 0 0 0 1,349 1,011 1,349 1,011 -62 276 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 96.0 96.6 96.0 96.6 4.0 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 0 0 27 20 27 20 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 63,451 COMMITMENTS 404 0 258 57,952 59,240 58,614 59,498 4,837 3,953 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 954) -114 0 58 1,134 709 1,078 767 -124 187 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 0.0 0.4 91.3 93.4 92.4 93.8 7.6 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 1 15 14 16 15 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 50,954 COMMITMENTS 1,395 0 0 46,649 50,498 48,044 50,498 2,910 456 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 2,573) 434 0 0 2,445 2,449 2,879 2,449 -306 124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 0.0 0.0 91.6 99.1 94.3 99.1 5.7 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 0 0 13 16 16 16 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 213,811 COMMITMENTS 0 0 0 193,462 212,416 193,462 212,416 20,349 1,395 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 2,545) 0 0 0 1,856 2,545 1,856 2,545 689 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 90.5 99.3 90.5 99.3 9.5 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 0 0 27 18 27 18 TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 114,371 COMMITMENTS 8,159 8,774 1,032 97,845 102,568 107,036 112,374 7,335 1,997 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 1,896) 239 0 0 1,688 1,896 1,927 1,896 -31 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.1 7.7 0.9 85.6 89.7 93.6 98.3 6.4 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 1 19 18 20 20 REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 191,061 COMMITMENTS 0 0 0 187,088 188,787 187,088 188,787 3,973 2,274 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 2,321) 0 0 0 674 1,319 674 1,319 1,647 1,002 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 97.9 98.8 97.9 98.8 2.1 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 0 0 19 17 19 17 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 55,178 COMMITMENTS 8,721 1,527 8,791 36,688 44,388 54,200 54,706 978 472 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 2,298) 462 140 839 1,015 1,276 2,317 2,256 -18 43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.8 2.8 15.9 66.5 80.4 98.2 99.1 1.8 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 9 9 15 30 32 46 49 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 45,594 COMMITMENTS 6,945 1,075 527 38,053 43,991 45,524 45,593 70 1 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 1,943) -216 -200 131 2,025 2,012 1,940 1,943 3 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.2 2.4 1.2 83.5 96.5 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 6 3 3 21 26 27 32 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 24,393 COMMITMENTS 5,150 200 125 18,989 24,028 24,264 24,353 129 40 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 933) 450 50 0 483 883 933 933 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.1 0.8 0.5 77.8 98.5 99.5 99.8 0.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 7 1 1 16 17 23 19 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 153,670 COMMITMENTS 5,107 4,572 5,053 143,269 143,763 153,429 153,388 241 282 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: -1,167) 795 -34 53 -2,015 -1,066 -1,167 -1,047 0 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 3.0 3.3 93.2 93.6 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 8 5 5 38 36 49 43 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 44,888 COMMITMENTS 477 5,084 1,193 43,158 38,566 44,828 44,843 60 45 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 3,311) 177 -300 290 2,856 3,306 3,323 3,296 -12 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 11.3 2.7 96.1 85.9 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 7 4 5 16 19 26 25 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 27,415 COMMITMENTS 150 250 0 27,225 27,165 27,375 27,415 40 0 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: -85) 0 0 0 -85 -85 -85 -85 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 0.9 0.0 99.3 99.1 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 2 0 11 12 12 14 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 46,446 COMMITMENTS 2,035 700 280 43,956 45,366 46,271 46,346 175 100 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 160) 45 0 -20 70 175 95 155 65 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.4 1.5 0.6 94.6 97.7 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 4 1 1 28 28 32 30 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 71,797 COMMITMENTS 13,305 1,330 530 57,530 69,932 71,365 71,792 432 5 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 405) 280 100 -50 175 350 405 400 0 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.5 1.9 0.7 80.1 97.4 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 7 3 4 31 29 38 36 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 79,039 COMMITMENTS 5,147 120 1,340 72,270 77,033 78,757 78,493 282 546 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 315) 0 0 0 315 300 315 300 0 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.5 0.2 1.7 91.4 97.5 99.6 99.3 0.4 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 6 1 2 24 26 30 29 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 112,039 COMMITMENTS 7,021 120 800 103,884 110,553 111,705 111,473 334 566 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 255) 0 0 0 255 255 255 255 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.3 0.1 0.7 92.7 98.7 99.7 99.5 0.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 8 1 1 30 29 38 31 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 40,795 COMMITMENTS 395 30 100 40,180 40,535 40,675 40,665 120 130 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 170) 0 0 0 170 170 170 170 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 0.1 0.2 98.5 99.4 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 1 1 24 18 28 19 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 27,246 COMMITMENTS 532 0 170 26,504 27,038 27,206 27,208 40 38 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 867) -108 0 120 855 709 867 829 0 38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 0.0 0.6 97.3 99.2 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 0 2 21 23 23 25 ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 8,100 COMMITMENTS 1,000 200 0 7,100 7,900 8,100 8,100 0 0 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.3 2.5 0.0 87.7 97.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 1 0 14 9 17 10 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 55,670 COMMITMENTS 5,056 2,519 3,035 47,270 50,044 55,362 55,598 308 72 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 901) -1,236 62 55 2,063 731 883 848 18 53 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.1 4.5 5.5 84.9 89.9 99.4 99.9 0.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 10 3 9 31 29 44 38 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 10,317 COMMITMENTS 950 900 1,150 7,904 7,943 10,004 9,993 313 324 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: -347) 0 0 0 -344 -347 -344 -347 -3 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.2 8.7 11.1 76.6 77.0 97.0 96.9 3.0 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 2 3 14 17 18 20 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 53,153 COMMITMENTS 655 0 120 52,353 52,843 53,128 52,963 25 190 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 265) 55 0 0 230 265 285 265 -20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 0.0 0.2 98.5 99.4 100.0 99.6 0.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 4 0 1 23 20 27 21 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 43,704 COMMITMENTS 2,100 270 340 40,784 43,089 43,224 43,699 480 5 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 931) 5 120 5 931 806 941 931 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 0.6 0.8 93.3 98.6 98.9 100.0 1.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 2 3 21 25 25 29 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 68,545 COMMITMENTS 4,573 300 175 63,104 67,392 67,852 67,867 693 678 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 885) 250 -100 0 635 985 885 885 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.7 0.4 0.3 92.1 98.3 99.0 99.0 1.0 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 1 1 24 19 28 21 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 74,122 COMMITMENTS 5,346 1,800 225 67,758 71,757 73,329 73,782 793 340 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 680) 260 -100 0 420 780 680 680 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.2 2.4 0.3 91.4 96.8 98.9 99.5 1.1 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 1 1 25 18 28 20 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 91,486 COMMITMENTS 45 2,820 5 91,297 88,651 91,347 91,476 139 10 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 945) 0 454 -111 1,036 602 925 945 20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.1 0.0 99.8 96.9 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 2 1 27 27 28 30 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 120,575 COMMITMENTS 1,289 3,092 1,128 117,763 116,231 120,180 120,451 395 124 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 1,673) -20 -364 -386 2,079 2,338 1,673 1,589 0 84 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 2.6 0.9 97.7 96.4 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 6 6 7 25 30 35 39 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 51,515 COMMITMENTS 25 675 250 51,240 50,590 51,515 51,515 0 0 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 2,805) -150 250 125 2,830 2,430 2,805 2,805 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.3 0.5 99.5 98.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 5 3 16 17 19 23 CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 25MWh OPEN INTEREST: 39,921 COMMITMENTS 0 450 0 39,921 39,471 39,921 39,921 0 0 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.1 0.0 100.0 98.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 0 11 11 11 13 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 50,676 COMMITMENTS 1,050 1,170 905 47,811 48,445 49,766 50,520 910 156 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: -82) 0 -15 15 -82 -143 -67 -143 -15 61 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 2.3 1.8 94.3 95.6 98.2 99.7 1.8 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 3 2 20 19 24 22 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 57,664 COMMITMENTS 21,755 1,656 455 34,797 55,427 57,007 57,538 657 126 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: -54) 50 -10 5 -106 -148 -51 -153 -3 99 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.7 2.9 0.8 60.3 96.1 98.9 99.8 1.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 5 2 2 23 24 29 27 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 35,708 COMMITMENTS 180 0 300 35,002 35,340 35,482 35,640 226 68 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 135) 0 0 0 130 155 130 155 5 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 0.0 0.8 98.0 99.0 99.4 99.8 0.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 1 16 15 17 16 NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 32,589 COMMITMENTS 0 410 0 32,314 32,144 32,314 32,554 275 35 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 305) 0 0 0 300 325 300 325 5 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.3 0.0 99.2 98.6 99.2 99.9 0.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 0 18 13 18 14 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 34,342 COMMITMENTS 142 810 450 33,570 32,942 34,162 34,202 180 140 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 236) 0 -100 100 146 235 246 235 -10 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 2.4 1.3 97.8 95.9 99.5 99.6 0.5 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 2 2 24 21 27 23 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 23,646 COMMITMENTS 310 0 465 22,524 22,985 23,299 23,450 347 196 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: -140) 5 0 0 -145 -140 -140 -140 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 0.0 2.0 95.3 97.2 98.5 99.2 1.5 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 0 2 18 19 21 21 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 45,661 COMMITMENTS 415 1,307 1,026 44,175 43,312 45,615 45,644 46 17 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 523) -125 42 109 538 441 523 592 0 -69 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 2.9 2.2 96.7 94.9 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 4 4 27 26 34 31 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 39,368 COMMITMENTS 1,290 285 130 37,768 38,943 39,188 39,358 180 10 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 16) -60 0 40 36 -24 16 16 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 0.7 0.3 95.9 98.9 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 2 1 24 21 26 24 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 19,165 COMMITMENTS 2,370 0 0 16,585 19,159 18,955 19,159 210 6 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: -2,186) -50 0 0 -2,136 -2,186 -2,186 -2,186 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.4 0.0 0.0 86.5 100.0 98.9 100.0 1.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 0 0 14 12 17 12 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 20,280 COMMITMENTS 4,201 550 530 15,534 19,200 20,265 20,280 15 0 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 625) 300 0 0 325 625 625 625 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.7 2.7 2.6 76.6 94.7 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 5 1 1 15 9 20 11 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 20,640 COMMITMENTS 3,554 1,275 580 16,436 18,785 20,570 20,640 70 0 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 625) 300 0 0 325 625 625 625 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.2 6.2 2.8 79.6 91.0 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 2 2 15 11 19 14 PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Any Multiple of 800 800MWhs OPEN INTEREST: 395,650 COMMITMENTS 561 26,390 43,684 351,364 325,576 395,609 395,650 41 0 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 13,517) 393 2,443 4,274 8,849 6,799 13,517 13,517 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 6.7 11.0 88.8 82.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 3 4 16 16 21 21 PJM COMED ZONE DAY AHEAD LMP OFF-PEAK MONTHLY - ICE FUTURES ENERGY DICode-0643CM OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 15,880 COMMITMENTS 930 100 0 14,290 15,780 15,220 15,880 660 0 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.9 0.6 0.0 90.0 99.4 95.8 100.0 4.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 0 14 13 15 14 PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CN OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 20,330 COMMITMENTS 930 100 0 19,260 20,230 20,190 20,330 140 0 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 0.5 0.0 94.7 99.5 99.3 100.0 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 0 14 15 15 16 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 26,164 COMMITMENTS 3,005 3,655 1,155 21,719 21,345 25,879 26,155 285 9 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: -80) -225 -225 255 -110 -110 -80 -80 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.5 14.0 4.4 83.0 81.6 98.9 100.0 1.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 3 3 13 15 17 21 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 23,504 COMMITMENTS 2,360 3,680 1,210 19,675 18,610 23,245 23,500 259 4 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: -120) -225 -225 255 -150 -150 -120 -120 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.0 15.7 5.1 83.7 79.2 98.9 100.0 1.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 3 3 13 13 17 19 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 52,286 COMMITMENTS 325 165 2,600 48,888 49,511 51,813 52,276 473 10 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 297) 0 -355 80 220 570 300 295 -3 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 0.3 5.0 93.5 94.7 99.1 100.0 0.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 2 3 20 16 24 19 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 51,891 COMMITMENTS 1,075 895 2,435 48,143 48,561 51,653 51,891 238 0 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 375) 475 20 -220 120 575 375 375 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 1.7 4.7 92.8 93.6 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 1 3 22 18 26 21 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 113,191 COMMITMENTS 9,409 10,781 3,127 100,380 99,203 112,916 113,111 275 80 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 850) -205 849 -144 1,200 145 851 850 -1 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.3 9.5 2.8 88.7 87.6 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 8 5 9 35 31 47 42 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 352 MWh OPEN INTEREST: 128,134 COMMITMENTS 11,229 15,243 2,447 114,121 110,364 127,797 128,054 337 80 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 875) -205 925 -175 1,255 125 875 875 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.8 11.9 1.9 89.1 86.1 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 7 7 7 40 36 49 48 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 301,441 COMMITMENTS 20,795 25,954 34,443 245,482 241,015 300,720 301,412 721 29 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 1,225) -1,522 -1,360 1,308 1,417 1,383 1,203 1,330 22 -105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.9 8.6 11.4 81.4 80.0 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 22 13 25 43 43 77 70 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 31,517 COMMITMENTS 6,164 255 650 24,570 30,612 31,384 31,517 133 0 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: -70) -250 -25 155 25 -200 -70 -70 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.6 0.8 2.1 78.0 97.1 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 2 2 21 10 25 14 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 30,377 COMMITMENTS 5,680 1,535 765 23,777 28,077 30,222 30,377 155 0 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: -50) -250 -25 175 25 -200 -50 -50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.7 5.1 2.5 78.3 92.4 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 3 3 20 9 25 13 ARGUS FAR EAST SWAP PROPANE - ICE FUTURES ENERGY DIV Code-066413 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 metric tonnes OPEN INTEREST: 3,661 COMMITMENTS 53 74 215 2,650 2,598 2,918 2,887 743 774 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 209) -15 20 36 129 123 150 179 59 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 2.0 5.9 72.4 71.0 79.7 78.9 20.3 21.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 2 2 18 18 21 21 ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 36,757 COMMITMENTS 3,870 2,458 755 31,852 33,365 36,477 36,578 280 179 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 252) 240 145 -98 50 205 192 252 60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.5 6.7 2.1 86.7 90.8 99.2 99.5 0.8 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 5 4 4 33 33 40 39 NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 15,855 COMMITMENTS 1,208 225 121 14,308 14,951 15,637 15,297 218 558 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 370) -30 225 40 360 105 370 370 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.6 1.4 0.8 90.2 94.3 98.6 96.5 1.4 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 1 2 21 25 26 27 BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 10,650 COMMITMENTS 281 129 278 9,335 10,000 9,894 10,407 756 243 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 345) -43 -25 53 335 315 345 343 0 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 1.2 2.6 87.7 93.9 92.9 97.7 7.1 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 4 2 5 31 35 37 40 PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 20,467 COMMITMENTS 348 937 327 19,739 18,987 20,414 20,251 53 216 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 1,177) 57 0 3 1,112 1,154 1,172 1,157 5 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 4.6 1.6 96.4 92.8 99.7 98.9 0.3 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 4 5 2 24 30 28 37 PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 66,112 COMMITMENTS 2,917 4,611 3,710 58,988 57,286 65,615 65,607 497 505 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 1,123) 122 58 53 1,052 1,104 1,227 1,215 -104 -92 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.4 7.0 5.6 89.2 86.6 99.2 99.2 0.8 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 16 17 23 54 57 82 88 PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Metric Tonnes OPEN INTEREST: 1,898 COMMITMENTS 140 44 134 1,063 1,309 1,337 1,487 561 411 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.4 2.3 7.1 56.0 69.0 70.4 78.3 29.6 21.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 1 4 11 14 15 18 CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 BARRELS OPEN INTEREST: 28,833 COMMITMENTS 3,335 0 0 25,363 28,782 28,698 28,782 135 51 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: -4,820) -250 0 0 -4,705 -4,860 -4,955 -4,860 135 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.6 0.0 0.0 88.0 99.8 99.5 99.8 0.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 0 0 23 20 24 20 ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 11,900 COMMITMENTS 1,920 255 865 9,115 10,780 11,900 11,900 0 0 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 945) -150 120 -5 1,100 830 945 945 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.1 2.1 7.3 76.6 90.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 1 3 18 23 21 26 ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 214,283 COMMITMENTS 0 0 0 200,100 200,272 200,100 200,272 14,183 14,011 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: 629) 0 0 0 1,054 689 1,054 689 -425 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 93.4 93.5 93.4 93.5 6.6 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 16 15 16 15 GASOLINE CRK-RBOB/BRENT 1st - ICE FUTURES ENERGY DIV Code-111415 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Barrels OPEN INTEREST: 17,208 COMMITMENTS 3,025 1,537 2,949 7,193 11,786 13,167 16,272 4,041 936 CHANGES FROM 11/13/18 (CHANGE IN OPEN INTEREST: -366) -1,040 873 773 -1,001 -1,207 -1,268 439 902 -805 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.6 8.9 17.1 41.8 68.5 76.5 94.6 23.5 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 5 3 7 9 13 17 20
Updated November 23, 2018