CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 46,223 COMMITMENTS 11,729 10,185 1,050 33,429 34,988 46,208 46,223 15 0 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: -28,014) -1,792 -1,400 -8,185 -18,014 -18,421 -27,991 -28,006 -23 -8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.4 22.0 2.3 72.3 75.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 9 2 1 16 13 25 16 NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 42,496 COMMITMENTS 4,994 24,256 800 36,702 17,440 42,496 42,496 0 0 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: -225) -25 -100 0 -200 -125 -225 -225 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.8 57.1 1.9 86.4 41.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 7 1 9 7 13 14 NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063A4 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 47,091 COMMITMENTS 7,611 36,223 75 39,405 10,793 47,091 47,091 0 0 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 25) 0 -212 25 0 212 25 25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.2 76.9 0.2 83.7 22.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 10 1 12 7 15 17 PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AD OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 30,756 COMMITMENTS 3,970 18,381 200 26,586 12,175 30,756 30,756 0 0 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: -8) 0 0 0 -8 -8 -8 -8 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.9 59.8 0.7 86.4 39.6 100.0 100.0 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 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 31,995 COMMITMENTS 6,820 7,847 0 25,175 24,148 31,995 31,995 0 0 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.3 24.5 0.0 78.7 75.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 5 4 0 10 4 15 8 CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 30,486 COMMITMENTS 11,627 8,583 934 17,925 20,969 30,486 30,486 0 0 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: -1,092) -10 376 -509 -573 -959 -1,092 -1,092 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.1 28.2 3.1 58.8 68.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 9 7 3 13 12 23 21 PJM TRI-RECs CLASS 1 Vin 2021 - ICE FUTURES ENERGY DIV Code-0063B1 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 31,137 COMMITMENTS 13,809 4,963 0 17,328 26,174 31,137 31,137 0 0 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: -1) 0 0 0 -1 -1 -1 -1 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.3 15.9 0.0 55.7 84.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 6 3 0 9 4 15 7 NJ SRECS VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063BD OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 31,870 COMMITMENTS 8,280 21,287 0 23,590 10,583 31,870 31,870 0 0 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 0) 0 87 0 0 -87 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.0 66.8 0.0 74.0 33.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 6 0 8 5 12 11 RGGI VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063CD OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 34,664 COMMITMENTS 3,950 446 0 30,714 34,218 34,664 34,664 0 0 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: -25,981) -400 -2,896 -20 -25,561 -23,065 -25,981 -25,981 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.4 1.3 0.0 88.6 98.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 2 0 13 7 16 9 USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 33,569 COMMITMENTS 5,893 0 3,615 23,871 29,699 33,379 33,314 190 255 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 1,157) 253 0 344 552 813 1,149 1,157 8 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.6 0.0 10.8 71.1 88.5 99.4 99.2 0.6 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 6 0 4 23 22 29 26 3% FUEL OIL USGC VS. 3.5%FUEL OIL FOB ROTTERDAM BARGES - ICE FUTURES Code-02141C OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 31,969 COMMITMENTS 825 8,183 1,610 28,600 22,015 31,035 31,808 934 161 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 2,361) 0 397 68 2,053 1,896 2,121 2,361 240 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 25.6 5.0 89.5 68.9 97.1 99.5 2.9 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 4 4 27 16 33 21 NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 4,984,605 COMMITMENTS 230,209 59,657 534,877 4178237 4381374 4943323 4975908 41,282 8,697 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: -270,223) -8,366 -2,422 -33,908 -230,901 -235,191 -273,175 -271,521 2,952 1,298 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 1.2 10.7 83.8 87.9 99.2 99.8 0.8 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207) 31 27 47 136 109 190 161 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 850,607 COMMITMENTS 44,671 63,599 336,939 467,121 447,409 848,731 847,947 1,876 2,660 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: -311,743) -12,505 -8,915 -201,242 -97,855 -101,336 -311,602 -311,493 -141 -250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.3 7.5 39.6 54.9 52.6 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 13 13 20 51 50 75 72 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 260,522 COMMITMENTS 0 5,006 0 250,502 249,858 250,502 254,864 10,020 5,658 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 2,225) 0 0 0 2,335 2,204 2,335 2,204 -110 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.9 0.0 96.2 95.9 96.2 97.8 3.8 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 1 0 28 25 28 26 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 135,426 COMMITMENTS 8,202 0 31 121,215 126,647 129,448 126,678 5,978 8,748 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 373) 276 0 -28 -24 345 224 317 149 56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.1 0.0 0.0 89.5 93.5 95.6 93.5 4.4 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 5 0 1 30 24 35 25 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 296,566 COMMITMENTS 701 0 0 279,614 289,718 280,315 289,718 16,251 6,848 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 1,305) -427 0 0 1,595 1,492 1,168 1,492 137 -187 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 0.0 0.0 94.3 97.7 94.5 97.7 5.5 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 0 0 28 27 30 27 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 791,841 COMMITMENTS 6,971 6,518 10,642 765,197 773,072 782,810 790,232 9,031 1,609 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 38) 28 0 -140 150 178 38 38 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 0.8 1.3 96.6 97.6 98.9 99.8 1.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 5 1 4 39 22 45 26 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 412,904 COMMITMENTS 1,237 0 31 394,755 409,187 396,023 409,218 16,881 3,686 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 2,243) -930 0 0 2,850 2,163 1,920 2,163 323 80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 0.0 0.0 95.6 99.1 95.9 99.1 4.1 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 2 0 1 43 45 45 46 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 551,769 COMMITMENTS 11,592 716 248 529,400 546,215 541,240 547,179 10,529 4,590 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 7,534) 2,063 0 96 5,244 7,156 7,403 7,252 131 282 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 0.1 0.0 95.9 99.0 98.1 99.2 1.9 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 5 1 3 40 42 46 45 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 316,563 COMMITMENTS 0 0 0 308,628 312,573 308,628 312,573 7,935 3,990 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 749) 0 0 0 962 966 962 966 -213 -217 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 97.5 98.7 97.5 98.7 2.5 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 0 0 0 36 33 36 33 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 112,493 COMMITMENTS 242 967 820 105,100 106,104 106,162 107,891 6,331 4,602 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 604) -295 402 40 707 131 452 573 152 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 0.9 0.7 93.4 94.3 94.4 95.9 5.6 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 1 2 23 21 25 23 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 45,438 COMMITMENTS 682 310 0 41,642 43,993 42,324 44,303 3,114 1,135 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 186) -279 0 0 248 217 -31 217 217 -31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 0.7 0.0 91.6 96.8 93.1 97.5 6.9 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 1 0 21 16 22 17 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 250,438 COMMITMENTS 652 0 570 243,270 246,141 244,492 246,711 5,946 3,727 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 1,500) 0 0 0 991 1,106 991 1,106 509 394 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 0.0 0.2 97.1 98.3 97.6 98.5 2.4 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 0 1 25 27 26 28 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 158,588 COMMITMENTS 0 1,712 0 149,558 150,942 149,558 152,654 9,030 5,934 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 124) 0 0 0 248 124 248 124 -124 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.1 0.0 94.3 95.2 94.3 96.3 5.7 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 1 0 25 21 25 22 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 231,189 COMMITMENTS 0 0 0 228,149 229,725 228,149 229,725 3,040 1,464 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 2,510) 0 0 0 1,623 2,727 1,623 2,727 887 -217 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 98.7 99.4 98.7 99.4 1.3 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 0 0 19 19 19 19 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 28,518 COMMITMENTS 465 589 0 27,433 27,495 27,898 28,084 620 434 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 279) 0 -62 0 403 -31 403 -93 -124 372 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 2.1 0.0 96.2 96.4 97.8 98.5 2.2 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 1 0 20 18 21 19 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 555,663 COMMITMENTS 12,289 7,950 1,122 535,391 541,550 548,802 550,622 6,861 5,041 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 2,888) -454 3,348 183 6,860 979 6,589 4,510 -3,701 -1,622 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 1.4 0.2 96.4 97.5 98.8 99.1 1.2 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 5 2 1 57 48 63 50 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 200,622 COMMITMENTS 0 1,613 119 194,090 191,542 194,209 193,274 6,413 7,348 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 3,397) 0 -477 -581 3,298 4,176 2,717 3,118 680 279 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.8 0.1 96.7 95.5 96.8 96.3 3.2 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 0 4 1 27 28 28 32 EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 32,256 COMMITMENTS 0 527 31 30,932 30,997 30,963 31,555 1,293 701 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 0) 0 31 0 0 0 0 31 0 -31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.6 0.1 95.9 96.1 96.0 97.8 4.0 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 2 1 13 12 14 14 EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 70,635 COMMITMENTS 0 0 0 66,939 65,849 66,939 65,849 3,696 4,786 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: -29) 0 -228 -12 -247 88 -259 -152 230 123 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 94.8 93.2 94.8 93.2 5.2 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 0 0 21 19 21 19 HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 199,361 COMMITMENTS 15,289 2,580 0 183,458 193,617 198,747 196,197 614 3,164 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 6,247) 2,232 1,736 0 4,133 5,023 6,365 6,759 -118 -512 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.7 1.3 0.0 92.0 97.1 99.7 98.4 0.3 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 8 4 0 34 34 42 38 HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 192,423 COMMITMENTS 22,940 5,556 403 165,713 185,112 189,056 191,071 3,367 1,352 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 6,448) 1,519 2,604 31 5,301 3,813 6,851 6,448 -403 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.9 2.9 0.2 86.1 96.2 98.3 99.3 1.7 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 8 5 2 47 45 55 52 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 203,356 COMMITMENTS 1,488 534 217 200,212 201,348 201,917 202,099 1,439 1,257 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: -290) -31 31 217 -476 -600 -290 -352 0 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 0.3 0.1 98.5 99.0 99.3 99.4 0.7 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 2 2 2 27 28 30 31 MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- MMBTU OPEN INTEREST: 28,349 COMMITMENTS 0 0 0 25,930 27,357 25,930 27,357 2,419 992 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 0) 0 0 0 -93 0 -93 0 93 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 91.5 96.5 91.5 96.5 8.5 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 11 12 11 12 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 288,045 COMMITMENTS 0 4,111 533 281,727 273,465 282,260 278,109 5,785 9,936 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 3,719) 0 1,101 0 3,474 2,522 3,474 3,623 245 96 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.4 0.2 97.8 94.9 98.0 96.6 2.0 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 0 2 1 36 34 37 36 NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 113,996 COMMITMENTS 0 0 0 113,134 113,314 113,134 113,314 862 682 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: -155) 0 0 0 -155 -31 -155 -31 0 -124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 99.2 99.4 99.2 99.4 0.8 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 13 19 13 19 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 116,631 COMMITMENTS 1,420 425 684 104,547 105,594 106,651 106,703 9,980 9,928 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 690) -60 0 336 1,452 2,161 1,728 2,497 -1,038 -1,807 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 0.4 0.6 89.6 90.5 91.4 91.5 8.6 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 1 21 18 22 20 NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 216,505 COMMITMENTS 0 530 28 210,294 211,222 210,322 211,780 6,183 4,725 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 3,644) 0 -62 0 3,644 3,706 3,644 3,644 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.2 0.0 97.1 97.6 97.1 97.8 2.9 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 2 1 22 28 23 30 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 206,673 COMMITMENTS 0 0 0 200,310 201,823 200,310 201,823 6,363 4,850 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 658) 0 0 0 568 487 568 487 90 171 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 96.9 97.7 96.9 97.7 3.1 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 0 0 23 20 23 20 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 79,165 COMMITMENTS 0 0 0 73,090 72,378 73,090 72,378 6,075 6,787 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 12) 0 0 0 12 12 12 12 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 92.3 91.4 92.3 91.4 7.7 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 20 20 20 20 NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 41,061 COMMITMENTS 1,519 0 0 38,984 40,813 40,503 40,813 558 248 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 0.0 0.0 94.9 99.4 98.6 99.4 1.4 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 0 0 9 12 11 12 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 174,306 COMMITMENTS 4,958 0 31 166,681 168,929 171,670 168,960 2,636 5,346 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 253) 112 -220 -28 231 98 315 -150 -62 403 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 0.0 0.0 95.6 96.9 98.5 96.9 1.5 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 0 1 17 19 19 20 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 165,328 COMMITMENTS 0 0 0 155,384 154,310 155,384 154,310 9,944 11,018 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: -425) 0 0 0 -377 -1,720 -377 -1,720 -48 1,295 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 94.0 93.3 94.0 93.3 6.0 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 0 0 0 31 27 31 27 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 53,141 COMMITMENTS 0 0 0 52,037 51,371 52,037 51,371 1,104 1,770 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 372) 0 0 0 186 310 186 310 186 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 97.9 96.7 97.9 96.7 2.1 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 16 18 16 18 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 242,479 COMMITMENTS 1,472 373 809 235,141 238,604 237,422 239,786 5,057 2,693 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 3,447) 368 373 147 3,294 2,995 3,809 3,515 -362 -68 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 0.2 0.3 97.0 98.4 97.9 98.9 2.1 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 1 1 1 36 36 37 38 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 149,824 COMMITMENTS 0 4,027 693 146,332 142,304 147,025 147,024 2,799 2,800 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 1,343) 0 -27 27 1,222 1,405 1,249 1,405 94 -62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.7 0.5 97.7 95.0 98.1 98.1 1.9 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 0 2 2 25 28 27 30 TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CV OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 29,876 COMMITMENTS 620 0 0 27,687 27,288 28,307 27,288 1,569 2,588 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 372) 155 0 0 217 310 372 310 0 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 0.0 0.0 92.7 91.3 94.7 91.3 5.3 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 13 10 14 10 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 142,044 COMMITMENTS 0 0 0 135,610 137,900 135,610 137,900 6,434 4,144 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 124) 0 0 0 124 124 124 124 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 95.5 97.1 95.5 97.1 4.5 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 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 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 62,220 COMMITMENTS 1,070 0 29 55,072 58,750 56,171 58,779 6,049 3,441 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: -92) 0 0 0 -92 -92 -92 -92 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 0.0 0.0 88.5 94.4 90.3 94.5 9.7 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 1 14 14 15 15 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 47,134 COMMITMENTS 589 0 0 43,223 44,743 43,812 44,743 3,322 2,391 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 341) 93 0 0 -124 527 -31 527 372 -186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 0.0 0.0 91.7 94.9 93.0 94.9 7.0 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 0 0 13 16 15 16 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 252,914 COMMITMENTS 0 0 0 231,773 250,920 231,773 250,920 21,141 1,994 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 1,932) 0 -247 -797 1,873 2,515 1,076 1,471 856 461 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 91.6 99.2 91.6 99.2 8.4 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 0 0 28 18 28 18 TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 108,914 COMMITMENTS 4,804 8,774 1,183 97,325 95,624 103,312 105,581 5,602 3,333 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: -68) -366 0 0 360 -1,590 -6 -1,590 -62 1,522 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.4 8.1 1.1 89.4 87.8 94.9 96.9 5.1 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 1 21 16 22 18 REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 183,573 COMMITMENTS 0 0 0 181,361 180,176 181,361 180,176 2,212 3,397 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: -260) 0 0 0 -260 -260 -260 -260 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 98.8 98.1 98.8 98.1 1.2 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 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 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 41,246 COMMITMENTS 7,326 1,055 5,223 27,783 34,566 40,331 40,844 915 402 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: -3,468) -282 199 -1,083 -2,121 -2,595 -3,486 -3,479 18 11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.8 2.6 12.7 67.4 83.8 97.8 99.0 2.2 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 12 6 14 29 30 45 46 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 43,577 COMMITMENTS 6,486 1,030 372 36,509 42,175 43,367 43,577 210 0 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 57) -244 0 39 112 18 -93 57 150 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.9 2.4 0.9 83.8 96.8 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 7 4 3 21 23 28 30 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 23,703 COMMITMENTS 5,000 140 0 18,279 23,018 23,279 23,158 424 545 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 50) -175 0 0 -65 -475 -240 -475 290 525 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.1 0.6 0.0 77.1 97.1 98.2 97.7 1.8 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 5 1 0 14 18 19 19 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 146,157 COMMITMENTS 3,873 3,489 5,528 136,236 136,902 145,637 145,919 520 238 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: -642) -525 3 175 -558 -820 -908 -642 266 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 2.4 3.8 93.2 93.7 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 4 4 5 37 37 45 42 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 46,997 COMMITMENTS 475 5,739 749 45,708 40,494 46,932 46,982 65 15 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 1,077) -25 219 2 1,115 856 1,092 1,077 -15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 12.2 1.6 97.3 86.2 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 5 5 4 16 21 24 27 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 27,334 COMMITMENTS 158 0 42 27,112 27,292 27,312 27,334 22 0 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 375) 0 0 0 375 375 375 375 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 0.0 0.2 99.2 99.8 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 0 1 10 13 12 14 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 50,918 COMMITMENTS 3,975 650 120 46,643 50,018 50,738 50,788 180 130 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 26) 0 0 0 15 26 15 26 11 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.8 1.3 0.2 91.6 98.2 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 1 1 27 28 30 30 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 73,268 COMMITMENTS 16,979 1,175 405 55,287 71,668 72,671 73,248 597 20 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: -31) 0 60 0 -42 -91 -42 -31 11 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.2 1.6 0.6 75.5 97.8 99.2 100.0 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 4 3 31 29 34 36 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 81,848 COMMITMENTS 4,377 110 1,010 76,249 80,187 81,636 81,307 212 541 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 15) 0 0 0 15 15 15 15 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.3 0.1 1.2 93.2 98.0 99.7 99.3 0.3 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 6 1 2 23 26 29 29 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 115,314 COMMITMENTS 5,426 110 970 108,639 113,933 115,035 115,013 279 301 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 100) 50 0 0 50 349 100 349 0 -249 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.7 0.1 0.8 94.2 98.8 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 7 1 1 29 28 36 30 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 43,560 COMMITMENTS 190 75 145 43,100 43,215 43,435 43,435 125 125 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 715) 0 0 0 715 715 715 715 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 0.2 0.3 98.9 99.2 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 1 2 21 19 25 21 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 27,624 COMMITMENTS 554 10 95 26,700 27,519 27,349 27,624 275 0 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: -85) -10 0 0 -75 -85 -85 -85 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 0.0 0.3 96.7 99.6 99.0 100.0 1.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 2 19 22 21 24 ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 7,700 COMMITMENTS 600 100 0 7,100 7,600 7,700 7,700 0 0 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.8 1.3 0.0 92.2 98.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 1 0 13 10 16 11 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 59,873 COMMITMENTS 4,627 1,630 3,762 51,056 54,472 59,445 59,864 428 9 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 1,053) 7 -1,671 555 501 2,169 1,063 1,053 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.7 2.7 6.3 85.3 91.0 99.3 100.0 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 10 5 8 31 31 45 40 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 11,577 COMMITMENTS 1,250 1,010 750 9,274 9,413 11,274 11,173 303 404 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 0) 0 -900 0 0 900 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.8 8.7 6.5 80.1 81.3 97.4 96.5 2.6 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 3 3 14 17 18 21 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 57,612 COMMITMENTS 565 100 120 56,907 57,207 57,592 57,427 20 185 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 1,066) 0 0 0 1,066 1,066 1,066 1,066 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 0.2 0.2 98.8 99.3 100.0 99.7 0.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 1 1 22 21 25 23 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 39,566 COMMITMENTS 2,525 505 285 36,067 38,760 38,877 39,550 689 16 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: -462) -70 45 45 -676 -568 -701 -478 239 16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.4 1.3 0.7 91.2 98.0 98.3 100.0 1.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 5 2 3 19 24 26 28 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 73,228 COMMITMENTS 4,720 300 7 67,863 72,248 72,590 72,555 638 673 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 1,155) 0 0 0 1,155 1,155 1,155 1,155 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.4 0.4 0.0 92.7 98.7 99.1 99.1 0.9 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 1 1 24 19 27 21 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 78,710 COMMITMENTS 4,656 1,800 35 73,226 76,565 77,917 78,400 793 310 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 1,095) 0 0 0 1,095 1,095 1,095 1,095 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.9 2.3 0.0 93.0 97.3 99.0 99.6 1.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 1 1 27 19 30 21 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 94,063 COMMITMENTS 45 837 310 93,568 92,901 93,923 94,048 140 15 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: -1,188) 0 40 0 -1,198 -1,228 -1,198 -1,188 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.9 0.3 99.5 98.8 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 2 2 24 28 26 31 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 121,328 COMMITMENTS 995 3,263 1,033 118,822 116,939 120,851 121,236 477 92 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: -1,054) -50 284 -164 -896 -1,192 -1,110 -1,072 56 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 2.7 0.9 97.9 96.4 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 2 9 5 23 32 29 42 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 51,815 COMMITMENTS 0 725 0 51,815 51,090 51,815 51,815 0 0 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 50) 0 0 0 50 50 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.4 0.0 100.0 98.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 4 0 15 14 15 18 CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 25MWh OPEN INTEREST: 41,049 COMMITMENTS 0 383 25 41,024 40,641 41,049 41,049 0 0 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.9 0.1 99.9 99.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 1 12 10 13 11 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 47,090 COMMITMENTS 650 1,253 525 44,887 45,213 46,062 46,991 1,028 99 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: -358) 0 0 0 -363 -351 -363 -351 5 -7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 2.7 1.1 95.3 96.0 97.8 99.8 2.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 2 21 20 24 22 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 56,117 COMMITMENTS 21,939 1,008 154 33,605 54,955 55,698 56,117 419 0 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 223) 14 0 0 209 223 223 223 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.1 1.8 0.3 59.9 97.9 99.3 100.0 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 5 2 2 23 26 29 29 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 36,964 COMMITMENTS 135 0 345 36,432 36,559 36,912 36,904 52 60 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: -25) 0 0 0 -25 -18 -25 -18 0 -7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 0.0 0.9 98.6 98.9 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 1 18 16 19 17 NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 33,817 COMMITMENTS 0 265 0 33,802 33,527 33,802 33,792 15 25 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 55) 0 0 0 280 55 280 55 -225 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.8 0.0 100.0 99.1 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 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 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 34,099 COMMITMENTS 186 1,151 400 33,321 32,492 33,907 34,043 192 56 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 175) -20 120 0 185 55 165 175 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 3.4 1.2 97.7 95.3 99.4 99.8 0.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 3 2 22 23 26 26 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 24,269 COMMITMENTS 200 100 450 23,470 23,674 24,120 24,224 149 45 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 50) -40 0 40 60 0 60 40 -10 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 0.4 1.9 96.7 97.5 99.4 99.8 0.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 1 2 18 19 21 22 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 47,323 COMMITMENTS 566 1,503 1,426 45,212 44,360 47,204 47,288 119 35 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 154) 6 117 4 152 33 162 154 -8 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 3.2 3.0 95.5 93.7 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 4 3 21 25 27 29 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 39,693 COMMITMENTS 1,227 160 100 38,326 39,360 39,653 39,620 40 73 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 63) -10 -65 25 278 60 293 20 -230 43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.1 0.4 0.3 96.6 99.2 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 2 2 21 21 24 24 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 17,580 COMMITMENTS 1,699 0 75 15,551 16,980 17,325 17,055 255 525 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 185) 14 0 0 109 -340 123 -340 62 525 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.7 0.0 0.4 88.5 96.6 98.5 97.0 1.5 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 0 1 15 14 18 15 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 17,881 COMMITMENTS 3,116 300 205 14,555 17,376 17,876 17,881 5 0 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.4 1.7 1.1 81.4 97.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 4 2 2 15 9 20 12 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,699 COMMITMENTS 2,509 1,050 525 15,620 17,124 18,654 18,699 45 0 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.4 5.6 2.8 83.5 91.6 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 2 2 15 11 19 14 PJM COMED ZONE DAY AHEAD LMP OFF-PEAK MONTHLY - ICE FUTURES ENERGY DICode-0643CM OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 16,565 COMMITMENTS 900 400 0 15,045 16,165 15,945 16,565 620 0 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.4 2.4 0.0 90.8 97.6 96.3 100.0 3.7 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 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 21,060 COMMITMENTS 900 400 0 20,040 20,660 20,940 21,060 120 0 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.3 1.9 0.0 95.2 98.1 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 0 14 14 15 15 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 25,789 COMMITMENTS 4,290 2,855 560 20,480 22,323 25,330 25,738 459 51 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 125) 50 50 0 75 75 125 125 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.6 11.1 2.2 79.4 86.6 98.2 99.8 1.8 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 1 4 13 15 18 20 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 23,524 COMMITMENTS 3,795 2,880 660 18,641 19,948 23,096 23,488 428 36 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 50) 50 50 0 0 0 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.1 12.2 2.8 79.2 84.8 98.2 99.8 1.8 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 2 4 13 13 18 18 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 49,284 COMMITMENTS 0 1,075 2,340 46,392 45,869 48,732 49,284 552 0 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.2 4.7 94.1 93.1 98.9 100.0 1.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 4 4 20 17 24 21 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 49,091 COMMITMENTS 15 1,385 2,705 46,084 45,001 48,804 49,091 287 0 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.8 5.5 93.9 91.7 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 3 4 21 17 25 21 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 123,555 COMMITMENTS 11,592 10,677 693 111,002 112,120 123,287 123,490 268 65 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: -107) -250 -400 50 93 243 -107 -107 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.4 8.6 0.6 89.8 90.7 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 7 4 8 35 29 44 39 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 352 MWh OPEN INTEREST: 129,910 COMMITMENTS 8,222 13,073 1,438 119,910 115,334 129,570 129,845 340 65 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 569) -250 -710 140 659 1,139 549 569 20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.3 10.1 1.1 92.3 88.8 99.7 99.9 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 6 6 9 37 34 46 46 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 282,399 COMMITMENTS 18,130 24,977 23,810 239,535 233,456 281,474 282,242 925 157 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 1,744) 1,905 361 -333 438 1,585 2,010 1,613 -266 131 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.4 8.8 8.4 84.8 82.7 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 16 16 21 45 45 74 70 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 28,585 COMMITMENTS 5,800 205 250 22,414 28,130 28,464 28,585 121 0 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.3 0.7 0.9 78.4 98.4 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 5 1 3 21 10 26 14 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 27,510 COMMITMENTS 5,401 1,445 415 21,556 25,650 27,372 27,510 138 0 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.6 5.3 1.5 78.4 93.2 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 2 4 20 9 26 13 ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 metric tonnes OPEN INTEREST: 3,407 COMMITMENTS 104 213 199 2,489 2,291 2,792 2,703 615 704 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 1) 0 40 0 4 -27 4 13 -3 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.1 6.3 5.8 73.1 67.2 81.9 79.3 18.1 20.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 5 3 17 17 22 22 ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 38,323 COMMITMENTS 3,870 2,297 812 33,222 34,923 37,904 38,032 419 291 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 179) 0 44 -15 194 150 179 179 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.1 6.0 2.1 86.7 91.1 98.9 99.2 1.1 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 5 4 5 33 32 41 39 NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 17,586 COMMITMENTS 1,598 235 111 15,508 16,790 17,217 17,136 369 450 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 125) 131 0 0 -7 124 124 124 1 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.1 1.3 0.6 88.2 95.5 97.9 97.4 2.1 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 1 2 21 26 25 28 BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 11,541 COMMITMENTS 288 179 464 10,232 10,811 10,984 11,454 557 87 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 54) 50 -20 -45 49 119 54 54 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 1.6 4.0 88.7 93.7 95.2 99.2 4.8 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 4 1 4 31 40 36 44 PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 25,240 COMMITMENTS 25 1,774 236 24,908 23,074 25,169 25,084 71 156 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 1,096) 0 75 0 1,078 1,031 1,078 1,106 18 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 7.0 0.9 98.7 91.4 99.7 99.4 0.3 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 1 8 4 29 37 34 46 PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 60,643 COMMITMENTS 2,870 2,911 3,052 54,476 52,873 60,398 58,836 245 1,807 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 543) 322 -99 -116 324 757 530 542 13 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.7 4.8 5.0 89.8 87.2 99.6 97.0 0.4 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 17 12 19 56 62 81 86 PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Metric Tonnes OPEN INTEREST: 1,668 COMMITMENTS 121 28 125 1,038 1,013 1,284 1,166 384 502 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.3 1.7 7.5 62.2 60.7 77.0 69.9 23.0 30.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 2 3 10 13 14 17 CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 BARRELS OPEN INTEREST: 39,796 COMMITMENTS 4,610 0 0 35,021 39,661 39,631 39,661 165 135 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.6 0.0 0.0 88.0 99.7 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 0 0 24 17 25 17 ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 9,728 COMMITMENTS 570 165 580 8,398 8,943 9,548 9,688 180 40 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: -2,595) -1,130 -165 0 -1,465 -2,410 -2,595 -2,575 0 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.9 1.7 6.0 86.3 91.9 98.1 99.6 1.9 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 2 12 12 14 14 GASOLINE CRK-RBOB/BRENT 1st - ICE FUTURES ENERGY DIV Code-111415 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Barrels OPEN INTEREST: 14,906 COMMITMENTS 930 3,221 2,337 6,571 8,046 9,838 13,604 5,068 1,302 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 75) -166 144 -69 -481 0 -716 75 791 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.2 21.6 15.7 44.1 54.0 66.0 91.3 34.0 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 6 6 11 13 18 20
Updated February 5, 2019