CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2 FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 47,012 COMMITMENTS 13,543 10,382 880 32,567 35,750 46,990 47,012 22 0 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: -1,338) -110 -530 80 -1,283 -888 -1,313 -1,338 -25 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.8 22.1 1.9 69.3 76.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 10 4 2 14 12 25 17 NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3 FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 44,421 COMMITMENTS 6,919 26,584 0 37,502 17,837 44,421 44,421 0 0 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 0) 0 200 0 0 -200 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.6 59.8 0.0 84.4 40.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 8 0 10 8 13 16 NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063A4 FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 52,126 COMMITMENTS 10,961 37,584 0 41,165 14,542 52,126 52,126 0 0 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 0) 0 150 0 0 -150 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.0 72.1 0.0 79.0 27.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 10 0 12 8 14 18 PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AD FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 35,526 COMMITMENTS 5,120 19,450 100 30,306 15,976 35,526 35,526 0 0 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 100) -100 0 0 200 100 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.4 54.7 0.3 85.3 45.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 6 6 1 6 12 13 18 PJM TRI-RECs CLASS 1 Vin 2020 - ICE FUTURES ENERGY DIV Code-0063AN FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 30,670 COMMITMENTS 7,820 8,925 0 22,850 21,745 30,670 30,670 0 0 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 700) 0 650 0 700 50 700 700 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.5 29.1 0.0 74.5 70.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 5 0 8 7 12 12 CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 47,761 COMMITMENTS 14,325 10,138 5,607 27,809 32,006 47,741 47,751 20 10 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 106) 890 1,420 -220 -504 -1,094 166 106 -60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.0 21.2 11.7 58.2 67.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 11 9 4 17 15 32 25 PJM TRI-RECs CLASS 1 Vin 2021 - ICE FUTURES ENERGY DIV Code-0063B1 FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 28,693 COMMITMENTS 12,114 3,750 0 16,579 24,943 28,693 28,693 0 0 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.2 13.1 0.0 57.8 86.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 5 2 0 10 4 15 6 NJ SRECS VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063BD FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 38,129 COMMITMENTS 9,480 28,361 0 28,640 9,768 38,120 38,129 9 0 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.9 74.4 0.0 75.1 25.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 7 0 8 6 11 13 NJ SRECS VINTAGE 2022 - ICE FUTURES ENERGY DIV Code-0063BF FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 12,016 COMMITMENTS 2,800 4,591 0 9,216 7,425 12,016 12,016 0 0 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: -100) -200 0 0 100 -100 -100 -100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.3 38.2 0.0 76.7 61.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 5 2 0 9 5 14 7 RGGI VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063CD FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 34,798 COMMITMENTS 3,950 446 0 30,846 34,352 34,796 34,798 2 0 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: -1,898) 0 -1,900 0 -1,900 2 -1,900 -1,898 2 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 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 8 16 10 RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063CL FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 10,261 COMMITMENTS 1,088 77 73 9,100 10,111 10,261 10,261 0 0 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.6 0.8 0.7 88.7 98.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 2 1 12 9 17 11 USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 39,940 COMMITMENTS 7,834 82 3,384 28,265 36,108 39,483 39,574 457 366 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 2,692) -1 0 603 1,803 1,779 2,405 2,382 287 310 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.6 0.2 8.5 70.8 90.4 98.9 99.1 1.1 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 6 2 7 25 25 34 32 3% FUEL OIL USGC VS. 3.5%FUEL OIL FOB ROTTERDAM BARGES - ICE FUTURES Code-02141C FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 39,669 COMMITMENTS 1,962 8,841 2,619 34,269 27,995 38,850 39,455 819 214 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 787) -222 -170 104 905 793 787 727 0 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 22.3 6.6 86.4 70.6 97.9 99.5 2.1 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 5 4 5 29 22 38 27 USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- BBL OPEN INTEREST: 4,919 COMMITMENTS 383 313 628 3,803 3,953 4,814 4,894 105 25 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.8 6.4 12.8 77.3 80.4 97.9 99.5 2.1 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 3 3 9 12 13 17 NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391 FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 5,187,757 COMMITMENTS 305,534 94,504 422,920 4397322 4644635 5125776 5162059 61,981 25,698 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 171,889) 70,064 -5,737 20,928 54,597 142,750 145,589 157,941 26,300 13,948 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 1.8 8.2 84.8 89.5 98.8 99.5 1.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234) 52 20 50 150 119 217 176 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 119,863 COMMITMENTS 12,211 26,750 23,176 83,275 68,385 118,662 118,311 1,201 1,552 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: -21,313) -32,539 -16,079 6,022 4,906 -11,250 -21,611 -21,307 298 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 22.3 19.3 69.5 57.1 99.0 98.7 1.0 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 8 11 9 29 25 41 41 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 279,353 COMMITMENTS 1,071 5,286 236 269,231 270,516 270,538 276,038 8,815 3,315 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: -602) 247 280 205 -1,148 -307 -696 178 94 -780 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 1.9 0.1 96.4 96.8 96.8 98.8 3.2 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 2 2 32 23 36 26 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 137,636 COMMITMENTS 5,723 546 90 124,993 130,116 130,806 130,752 6,830 6,884 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 4,448) 2,375 -30 74 1,971 4,220 4,420 4,264 28 184 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 0.4 0.1 90.8 94.5 95.0 95.0 5.0 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 1 1 25 26 28 28 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 337,641 COMMITMENTS 8,066 463 1,516 318,088 331,835 327,670 333,814 9,971 3,827 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 9,214) 465 463 367 4,845 8,257 5,677 9,087 3,537 127 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 0.1 0.4 94.2 98.3 97.0 98.9 3.0 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 5 2 4 29 29 36 33 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 795,382 COMMITMENTS 3,366 6,282 10,801 770,758 775,311 784,925 792,394 10,457 2,988 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 3,909) 435 0 421 2,667 3,522 3,523 3,943 386 -34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.8 1.4 96.9 97.5 98.7 99.6 1.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 3 1 3 37 20 41 23 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 392,939 COMMITMENTS 1,209 248 0 376,372 382,728 377,581 382,976 15,358 9,963 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 4,347) 1,209 248 0 1,514 2,053 2,723 2,301 1,624 2,046 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.1 0.0 95.8 97.4 96.1 97.5 3.9 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 2 1 0 39 37 41 38 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 488,099 COMMITMENTS 641 716 764 472,924 482,072 474,329 483,552 13,770 4,547 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 17,387) 231 0 -877 18,097 19,244 17,451 18,367 -64 -980 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.1 0.2 96.9 98.8 97.2 99.1 2.8 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 2 1 2 42 39 45 41 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 305,110 COMMITMENTS 459 1,428 536 296,418 295,939 297,413 297,903 7,697 7,207 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 7,302) 459 -2,803 536 6,895 5,666 7,890 3,399 -588 3,903 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.5 0.2 97.2 97.0 97.5 97.6 2.5 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 2 3 3 38 32 42 36 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 103,168 COMMITMENTS 1,497 1,639 434 95,172 94,520 97,103 96,593 6,065 6,575 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 242) -187 399 93 290 -115 196 377 46 -135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 1.6 0.4 92.2 91.6 94.1 93.6 5.9 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 2 1 19 20 20 23 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 36,472 COMMITMENTS 0 0 0 33,972 34,650 33,972 34,650 2,500 1,822 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 4,415) 0 0 0 4,363 3,727 4,363 3,727 52 688 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 93.1 95.0 93.1 95.0 6.9 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 0 0 19 18 19 18 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 277,154 COMMITMENTS 294 1,220 275 268,002 270,925 268,571 272,420 8,583 4,734 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 4,988) -140 -278 122 9,461 5,350 9,443 5,194 -4,455 -206 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.4 0.1 96.7 97.8 96.9 98.3 3.1 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 1 1 22 26 24 28 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 186,958 COMMITMENTS 210 1,712 354 178,748 181,509 179,312 183,575 7,646 3,383 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 10,347) 207 0 -30 10,594 10,165 10,771 10,135 -424 212 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.9 0.2 95.6 97.1 95.9 98.2 4.1 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 1 1 30 24 31 26 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 224,991 COMMITMENTS 0 0 0 221,750 223,611 221,750 223,611 3,241 1,380 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 553) 0 0 0 768 429 768 429 -215 124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.6 99.4 98.6 99.4 1.4 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 0 0 20 21 20 21 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2 FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 24,445 COMMITMENTS 0 248 0 22,378 23,362 22,378 23,610 2,067 835 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 6,603) 0 248 0 6,064 7,348 6,064 7,596 539 -993 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.0 0.0 91.5 95.6 91.5 96.6 8.5 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 1 0 20 20 20 21 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 628,214 COMMITMENTS 12,048 4,010 2,639 605,131 611,427 619,818 618,076 8,396 10,138 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 16,051) -50 499 378 17,470 13,824 17,798 14,701 -1,747 1,350 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 0.6 0.4 96.3 97.3 98.7 98.4 1.3 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 5 2 4 54 44 60 49 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 213,953 COMMITMENTS 0 9,200 0 207,331 197,685 207,331 206,885 6,622 7,068 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: -652) -276 -1,014 -344 -750 890 -1,370 -468 718 -184 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.3 0.0 96.9 92.4 96.9 96.7 3.1 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 0 3 0 27 28 27 31 EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6 FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 35,041 COMMITMENTS 0 0 0 34,137 33,287 34,137 33,287 904 1,754 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.4 95.0 97.4 95.0 2.6 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 15 9 15 9 EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8 FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 82,522 COMMITMENTS 0 544 0 79,678 77,317 79,678 77,861 2,844 4,661 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 962) 0 544 0 1,076 -548 1,076 -4 -114 966 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.7 0.0 96.6 93.7 96.6 94.4 3.4 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 0 19 18 19 19 HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 177,790 COMMITMENTS 5,766 961 0 170,542 173,728 176,308 174,689 1,482 3,101 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 30,886) 5,456 713 0 25,175 29,866 30,631 30,579 255 307 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 0.5 0.0 95.9 97.7 99.2 98.3 0.8 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 4 2 0 27 35 31 37 HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 173,712 COMMITMENTS 9,390 4,537 1,220 158,248 165,836 168,858 171,593 4,854 2,119 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 35,231) 4,376 135 1,080 29,545 33,821 35,001 35,036 230 195 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 2.6 0.7 91.1 95.5 97.2 98.8 2.8 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 7 5 2 37 46 44 53 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 194,497 COMMITMENTS 1,148 420 0 191,513 192,408 192,661 192,828 1,836 1,669 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 5,766) 0 -248 0 6,433 5,661 6,433 5,413 -667 353 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.2 0.0 98.5 98.9 99.1 99.1 0.9 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 1 0 25 22 26 23 MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- MMBTU OPEN INTEREST: 31,008 COMMITMENTS 311 1,674 0 28,924 29,070 29,235 30,744 1,773 264 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 9,866) 31 434 0 9,742 9,485 9,773 9,919 93 -53 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 5.4 0.0 93.3 93.8 94.3 99.1 5.7 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 0 14 20 15 21 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 311,269 COMMITMENTS 193 2,720 573 303,957 297,904 304,723 301,197 6,546 10,072 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 8,906) 193 312 270 8,149 5,934 8,612 6,516 294 2,390 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.9 0.2 97.7 95.7 97.9 96.8 2.1 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 1 2 2 32 40 34 43 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 112,580 COMMITMENTS 0 52 640 103,277 98,769 103,917 99,461 8,663 13,119 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 1,510) 0 52 640 1,813 -1,370 2,453 -678 -943 2,188 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.6 91.7 87.7 92.3 88.3 7.7 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 1 22 17 23 18 NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 203,265 COMMITMENTS 0 434 0 198,716 197,540 198,716 197,974 4,549 5,291 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 3,333) 0 434 0 3,361 2,681 3,361 3,115 -28 218 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.2 0.0 97.8 97.2 97.8 97.4 2.2 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 0 1 0 24 29 24 30 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 195,926 COMMITMENTS 0 0 0 180,914 191,690 180,914 191,690 15,012 4,236 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 2,048) 0 0 0 326 1,940 326 1,940 1,722 108 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 92.3 97.8 92.3 97.8 7.7 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 0 0 22 17 22 17 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 74,490 COMMITMENTS 0 0 0 69,210 69,446 69,210 69,446 5,280 5,044 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: -407) 0 0 0 -1,931 -1,473 -1,931 -1,473 1,524 1,066 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 92.9 93.2 92.9 93.2 7.1 6.8 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 FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 31,886 COMMITMENTS 781 0 31 30,028 31,302 30,840 31,333 1,046 553 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 3,420) -499 0 3 3,904 3,172 3,408 3,175 12 245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 0.0 0.1 94.2 98.2 96.7 98.3 3.3 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 0 1 15 11 17 12 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 175,186 COMMITMENTS 3,775 0 92 168,008 168,540 171,875 168,632 3,311 6,554 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: -300) 409 -397 -389 -1,095 338 -1,075 -448 775 148 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 0.0 0.1 95.9 96.2 98.1 96.3 1.9 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 0 1 14 18 16 19 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 182,014 COMMITMENTS 72 0 889 170,543 167,647 171,504 168,536 10,510 13,478 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 6,631) 72 -918 858 6,804 5,551 7,734 5,491 -1,103 1,140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.5 93.7 92.1 94.2 92.6 5.8 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 0 1 30 29 31 30 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 56,841 COMMITMENTS 252 558 0 54,969 55,457 55,221 56,015 1,620 826 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 5,482) 0 558 0 5,479 5,381 5,479 5,939 3 -457 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 1.0 0.0 96.7 97.6 97.1 98.5 2.9 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 1 0 16 20 17 21 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 240,242 COMMITMENTS 217 4,485 207 234,809 230,180 235,233 234,872 5,009 5,370 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 2,188) 217 172 -1 267 1,797 483 1,968 1,705 220 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 1.9 0.1 97.7 95.8 97.9 97.8 2.1 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 1 3 1 35 35 37 38 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 145,279 COMMITMENTS 0 887 578 140,506 138,244 141,084 139,709 4,195 5,570 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: -230) 0 -1,462 366 -2,754 -703 -2,388 -1,799 2,158 1,569 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.6 0.4 96.7 95.2 97.1 96.2 2.9 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 2 1 18 24 19 26 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 135,330 COMMITMENTS 0 0 0 129,229 132,081 129,229 132,081 6,101 3,249 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 620) 0 0 0 620 620 620 620 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 95.5 97.6 95.5 97.6 4.5 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 0 0 21 18 21 18 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4 FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 44,971 COMMITMENTS 637 1,874 0 40,231 39,255 40,868 41,129 4,103 3,842 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 5,764) 385 1,392 0 5,392 3,848 5,777 5,240 -13 524 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 4.2 0.0 89.5 87.3 90.9 91.5 9.1 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 1 0 13 15 15 16 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 260,960 COMMITMENTS 31 0 827 241,870 257,995 242,728 258,822 18,232 2,138 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 3,318) -206 0 30 4,388 3,163 4,212 3,193 -894 125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.3 92.7 98.9 93.0 99.2 7.0 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 0 1 28 18 29 19 TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 94,939 COMMITMENTS 591 8,774 923 88,466 82,531 89,980 92,228 4,959 2,711 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 3,478) 0 0 0 3,112 3,385 3,112 3,385 366 93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 9.2 1.0 93.2 86.9 94.8 97.1 5.2 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 1 20 17 21 19 REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 189,453 COMMITMENTS 1,520 0 0 183,194 187,555 184,714 187,555 4,739 1,898 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: -4,431) 0 0 0 -3,911 -1,131 -3,911 -1,131 -520 -3,300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 0.0 0.0 96.7 99.0 97.5 99.0 2.5 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 0 0 22 19 23 19 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 22,200 COMMITMENTS 6,472 400 0 15,262 20,824 21,734 21,224 466 976 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.2 1.8 0.0 68.7 93.8 97.9 95.6 2.1 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 9 5 0 20 19 29 24 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 47,159 COMMITMENTS 6,075 1,350 394 40,430 45,410 46,899 47,154 260 5 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 529) 75 -37 44 290 517 409 524 120 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.9 2.9 0.8 85.7 96.3 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 7 4 3 23 22 31 28 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 24,281 COMMITMENTS 3,750 603 725 19,806 22,953 24,281 24,281 0 0 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 280) -100 50 25 355 205 280 280 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.4 2.5 3.0 81.6 94.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 5 2 3 19 17 24 22 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 152,962 COMMITMENTS 10,881 1,729 6,775 135,078 144,393 152,734 152,897 228 65 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 1,097) 235 -238 155 707 1,180 1,097 1,097 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.1 1.1 4.4 88.3 94.4 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 7 6 7 33 37 44 46 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 55,792 COMMITMENTS 0 5,208 712 54,945 49,857 55,657 55,777 135 15 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 1,425) -75 -475 575 915 1,325 1,415 1,425 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 9.3 1.3 98.5 89.4 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 10 7 20 21 27 31 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 28,342 COMMITMENTS 0 125 0 28,342 28,217 28,342 28,342 0 0 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.4 0.0 100.0 99.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 9 15 9 16 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 65,666 COMMITMENTS 15,365 6,036 1,044 49,083 58,476 65,492 65,556 174 110 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 124) 75 -112 112 -99 124 88 124 36 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.4 9.2 1.6 74.7 89.1 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 2 1 25 25 29 27 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 84,849 COMMITMENTS 24,139 3,767 3,268 57,082 77,750 84,489 84,785 360 64 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 595) -135 -504 98 637 1,001 600 595 -5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.4 4.4 3.9 67.3 91.6 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 7 4 5 27 28 36 35 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 81,836 COMMITMENTS 4,312 255 1,430 75,359 80,027 81,101 81,712 735 124 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 1,080) -550 0 600 1,020 480 1,070 1,080 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 0.3 1.7 92.1 97.8 99.1 99.8 0.9 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 4 2 2 25 26 30 29 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 116,635 COMMITMENTS 6,016 130 1,805 107,978 114,611 115,799 116,546 836 89 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 2,446) 0 50 800 1,636 1,601 2,436 2,451 10 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 0.1 1.5 92.6 98.3 99.3 99.9 0.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 5 2 2 27 28 33 31 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 45,783 COMMITMENTS 75 50 0 45,573 45,238 45,648 45,288 135 495 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 605) 0 0 0 595 425 595 425 10 180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.1 0.0 99.5 98.8 99.7 98.9 0.3 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 1 0 20 18 21 19 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 22,358 COMMITMENTS 316 0 45 21,802 22,293 22,163 22,338 195 20 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: -120) 0 0 0 50 -120 50 -120 -170 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 0.0 0.2 97.5 99.7 99.1 99.9 0.9 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 1 21 20 22 21 ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 12,955 COMMITMENTS 975 0 50 11,930 12,905 12,955 12,955 0 0 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: -175) -50 0 -250 125 75 -175 -175 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 0.0 0.4 92.1 99.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 0 1 16 11 19 12 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 68,471 COMMITMENTS 4,883 5,516 3,593 59,746 59,345 68,222 68,454 249 17 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 1,013) 303 42 -24 746 995 1,025 1,013 -12 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.1 8.1 5.2 87.3 86.7 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 10 6 13 30 30 46 43 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 16,702 COMMITMENTS 1,300 1,245 310 14,786 14,871 16,396 16,426 306 276 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 256) -10 240 -290 556 306 256 256 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.8 7.5 1.9 88.5 89.0 98.2 98.3 1.8 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 4 2 16 18 19 22 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 57,743 COMMITMENTS 415 50 120 57,162 57,319 57,697 57,489 46 254 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 6) 0 0 0 -14 5 -14 5 20 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.1 0.2 99.0 99.3 99.9 99.6 0.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 1 1 23 22 26 24 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 35,770 COMMITMENTS 2,797 119 135 32,181 35,438 35,113 35,692 657 78 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: -638) 495 -15 25 -928 -663 -408 -653 -230 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.8 0.3 0.4 90.0 99.1 98.2 99.8 1.8 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 7 2 3 23 23 32 26 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 69,402 COMMITMENTS 3,894 250 7 65,008 68,807 68,909 69,064 493 338 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 1,080) 50 0 0 1,025 1,080 1,075 1,080 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 0.4 0.0 93.7 99.1 99.3 99.5 0.7 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 1 1 23 18 26 20 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 74,536 COMMITMENTS 4,394 1,750 10 69,254 72,776 73,658 74,536 878 0 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 1,151) 65 0 0 1,081 1,151 1,146 1,151 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 2.3 0.0 92.9 97.6 98.8 100.0 1.2 0.0 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 FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 90,390 COMMITMENTS 0 504 700 89,562 89,185 90,262 90,389 128 1 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 1,785) 0 -45 240 1,545 1,590 1,785 1,785 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.6 0.8 99.1 98.7 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 0 5 3 22 25 25 30 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 112,902 COMMITMENTS 830 3,860 1,089 110,747 107,937 112,666 112,886 236 16 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 2,049) -10 -535 336 1,698 2,248 2,024 2,049 25 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 3.4 1.0 98.1 95.6 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 2 10 5 27 31 33 42 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 49,505 COMMITMENTS 0 550 50 49,455 48,905 49,505 49,505 0 0 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 235) 0 50 0 235 185 235 235 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.1 0.1 99.9 98.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 4 1 15 13 16 17 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 54,573 COMMITMENTS 1,400 611 458 51,701 53,411 53,559 54,480 1,014 93 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 191) 0 22 -21 222 180 201 181 -10 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 1.1 0.8 94.7 97.9 98.1 99.8 1.9 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 1 2 23 20 27 22 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 57,411 COMMITMENTS 20,156 680 75 36,234 56,393 56,465 57,148 946 263 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 106) -10 12 -2 123 58 111 68 -5 38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.1 1.2 0.1 63.1 98.2 98.4 99.5 1.6 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 1 2 22 24 27 26 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 33,938 COMMITMENTS 185 50 280 33,336 33,507 33,801 33,837 137 101 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 32) 0 0 0 33 8 33 8 -1 24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.1 0.8 98.2 98.7 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 1 18 14 19 16 NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 30,420 COMMITMENTS 0 0 0 30,335 30,290 30,335 30,290 85 130 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 365) 0 0 0 365 365 365 365 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.7 99.6 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 19 13 19 13 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 31,016 COMMITMENTS 534 1,070 298 30,026 29,632 30,858 31,000 158 16 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 854) 12 -308 298 537 863 847 853 7 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 3.4 1.0 96.8 95.5 99.5 99.9 0.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 4 2 2 20 24 25 27 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 23,487 COMMITMENTS 25 175 100 23,235 23,197 23,360 23,472 127 15 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 590) 25 -100 0 555 690 580 590 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.7 0.4 98.9 98.8 99.5 99.9 0.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 2 1 19 21 21 23 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 47,148 COMMITMENTS 1,247 1,481 865 44,881 44,793 46,993 47,139 155 9 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 443) 300 140 -240 378 547 438 447 5 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 3.1 1.8 95.2 95.0 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 5 3 4 23 28 29 34 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 38,816 COMMITMENTS 1,356 175 300 37,140 38,335 38,796 38,810 20 6 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 183) 20 0 10 428 173 458 183 -275 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 0.5 0.8 95.7 98.8 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 4 2 2 25 23 29 27 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 17,802 COMMITMENTS 950 0 0 16,689 17,802 17,639 17,802 163 0 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 2,156) 6 0 0 2,150 2,156 2,156 2,156 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 0.0 0.0 93.7 100.0 99.1 100.0 0.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 5 0 0 17 11 22 11 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 17,891 COMMITMENTS 2,461 275 440 14,990 17,176 17,891 17,891 0 0 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: -560) -1,400 50 90 750 -700 -560 -560 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.8 1.5 2.5 83.8 96.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 3 2 15 11 18 15 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,054 COMMITMENTS 1,724 975 775 16,555 17,304 19,054 19,054 0 0 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: -510) -1,700 50 140 1,050 -700 -510 -510 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.0 5.1 4.1 86.9 90.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 3 2 15 12 18 16 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 22,004 COMMITMENTS 2,955 3,005 610 18,140 18,344 21,705 21,959 299 45 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: -50) 0 200 0 -50 -250 -50 -50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.4 13.7 2.8 82.4 83.4 98.6 99.8 1.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 1 2 14 13 18 16 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 20,815 COMMITMENTS 3,080 2,955 525 16,914 17,299 20,519 20,779 296 36 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: -50) -210 200 0 160 -250 -50 -50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.8 14.2 2.5 81.3 83.1 98.6 99.8 1.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 4 1 2 14 11 18 14 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 53,507 COMMITMENTS 3,335 885 2,905 47,065 49,702 53,305 53,492 202 15 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: -10) 0 -10 0 -10 0 -10 -10 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 1.7 5.4 88.0 92.9 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 4 4 21 14 26 19 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 52,990 COMMITMENTS 3,695 1,635 2,470 46,597 48,870 52,762 52,975 228 15 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 0) 0 -10 0 0 10 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 3.1 4.7 87.9 92.2 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 4 4 21 14 26 19 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 132,870 COMMITMENTS 12,051 15,399 530 120,175 116,901 132,756 132,830 114 40 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 1,412) 190 -1,535 55 1,167 2,892 1,412 1,412 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 11.6 0.4 90.4 88.0 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 7 5 3 33 26 41 33 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 352 MWh OPEN INTEREST: 137,952 COMMITMENTS 8,468 16,125 1,882 127,422 119,884 137,772 137,891 180 61 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 1,457) 290 -1,750 -25 1,203 3,231 1,468 1,456 -11 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 11.7 1.4 92.4 86.9 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 5 7 7 39 30 48 40 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 258,565 COMMITMENTS 23,911 33,141 13,306 220,810 211,878 258,027 258,325 538 240 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 3,390) 3,126 1,409 184 157 1,764 3,467 3,357 -77 33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 12.8 5.1 85.4 81.9 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 18 16 20 41 44 68 71 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 26,866 COMMITMENTS 6,610 90 220 20,016 26,556 26,846 26,866 20 0 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.6 0.3 0.8 74.5 98.8 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 5 1 3 18 9 24 12 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 25,891 COMMITMENTS 6,203 1,325 210 19,447 24,356 25,860 25,891 31 0 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.0 5.1 0.8 75.1 94.1 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 5 1 2 16 9 21 12 ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413 FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 metric tonnes OPEN INTEREST: 3,082 COMMITMENTS 83 94 165 2,263 2,159 2,511 2,418 571 664 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 34) 14 26 -16 34 -50 32 -40 2 74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 3.0 5.4 73.4 70.1 81.5 78.5 18.5 21.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 3 18 17 21 20 ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416 FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 36,485 COMMITMENTS 4,012 1,654 1,290 31,018 33,430 36,320 36,374 165 111 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 4,250) 270 -12 250 3,720 4,012 4,240 4,250 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.0 4.5 3.5 85.0 91.6 99.5 99.7 0.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 4 3 5 33 35 40 40 NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 15,451 COMMITMENTS 669 0 60 14,396 15,004 15,125 15,064 326 387 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 645) 0 0 0 645 1,258 645 1,258 0 -613 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 0.0 0.4 93.2 97.1 97.9 97.5 2.1 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 0 2 18 25 20 27 BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 12,456 COMMITMENTS 379 489 558 11,072 11,049 12,009 12,096 447 360 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 1,505) 28 232 66 1,596 1,266 1,690 1,564 -185 -59 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 3.9 4.5 88.9 88.7 96.4 97.1 3.6 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 2 4 3 34 32 39 36 PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 25,052 COMMITMENTS 360 1,569 214 24,421 22,935 24,995 24,718 57 334 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 853) 255 180 -156 754 1,088 853 1,112 0 -259 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 6.3 0.9 97.5 91.5 99.8 98.7 0.2 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 2 7 3 29 30 33 38 PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 59,881 COMMITMENTS 1,897 3,851 3,488 54,060 51,823 59,445 59,162 436 719 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 1,603) 287 1,220 159 1,019 1,423 1,465 2,802 138 -1,199 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 6.4 5.8 90.3 86.5 99.3 98.8 0.7 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 14 14 22 59 58 84 83 CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 BARRELS OPEN INTEREST: 42,299 COMMITMENTS 3,450 0 0 38,804 42,209 42,254 42,209 45 90 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 1,513) 0 0 0 1,483 1,528 1,483 1,528 30 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 0.0 0.0 91.7 99.8 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 0 0 22 15 23 15 ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R FUTURES ONLY POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 15,534 COMMITMENTS 180 340 715 13,764 14,379 14,659 15,434 875 100 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 610) -105 330 -25 -135 205 -265 510 875 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 2.2 4.6 88.6 92.6 94.4 99.4 5.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 2 2 21 18 25 20
Updated March 05, 2019