CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2 FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 43,759 COMMITMENTS 10,032 9,282 1,640 32,064 32,837 43,736 43,759 23 0 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: -69) -75 0 300 -294 -369 -69 -69 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.9 21.2 3.7 73.3 75.0 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 12 4 4 19 11 34 17 NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3 FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 42,271 COMMITMENTS 5,319 25,184 0 36,952 17,087 42,271 42,271 0 0 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 50) 0 0 0 50 50 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.6 59.6 0.0 87.4 40.4 100.0 100.0 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 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 54,091 COMMITMENTS 13,061 37,334 0 41,030 16,757 54,091 54,091 0 0 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: -35) 0 0 0 -35 -35 -35 -35 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.1 69.0 0.0 75.9 31.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 9 0 11 9 13 18 PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AD FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 37,194 COMMITMENTS 8,690 17,967 100 28,404 19,127 37,194 37,194 0 0 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 0) -100 0 0 100 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.4 48.3 0.3 76.4 51.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 5 6 1 6 12 12 18 MASS RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AM FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 3,802 COMMITMENTS 471 2,202 0 3,331 1,600 3,802 3,802 0 0 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.4 57.9 0.0 87.6 42.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 6 0 6 6 8 12 PJM TRI-RECs CLASS 1 Vin 2020 - ICE FUTURES ENERGY DIV Code-0063AN FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 31,471 COMMITMENTS 5,513 14,375 0 25,958 17,096 31,471 31,471 0 0 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 500) 0 100 0 500 400 500 500 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.5 45.7 0.0 82.5 54.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 5 0 8 6 12 11 MASS RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AQ FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 6,700 COMMITMENTS 1,913 1,675 0 4,781 5,025 6,694 6,700 6 0 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.6 25.0 0.0 71.4 75.0 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 5 0 7 6 10 11 CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 97,025 COMMITMENTS 46,831 17,785 12,666 36,943 66,414 96,440 96,865 585 160 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 8,969) 9,044 1,900 -3,507 3,426 10,926 8,963 9,319 6 -350 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.3 18.3 13.1 38.1 68.5 99.4 99.8 0.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 25 9 8 24 21 53 34 PJM TRI-RECs CLASS 1 Vin 2021 - ICE FUTURES ENERGY DIV Code-0063B1 FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 26,325 COMMITMENTS 8,033 3,750 0 18,292 22,575 26,325 26,325 0 0 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 1,000) 100 0 0 900 1,000 1,000 1,000 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.5 14.2 0.0 69.5 85.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 6 2 0 11 4 17 6 NJ SRECS VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063BD FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 43,739 COMMITMENTS 14,270 33,045 0 29,469 10,694 43,739 43,739 0 0 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.6 75.6 0.0 67.4 24.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 5 7 0 9 7 14 14 NJ SRECS VINTAGE 2022 - ICE FUTURES ENERGY DIV Code-0063BF FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 20,730 COMMITMENTS 7,891 16,332 0 12,839 4,375 20,730 20,707 0 23 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.1 78.8 0.0 61.9 21.1 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 3 0 10 5 14 8 MASS RECs CLASS 1 Vin 2020 - ICE FUTURES ENERGY DIV Code-0063BY FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 4,430 COMMITMENTS 625 1,225 0 3,805 3,205 4,430 4,430 0 0 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: -50) 0 0 0 -50 -50 -50 -50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.1 27.7 0.0 85.9 72.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 5 0 8 6 10 11 CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 30,252 COMMITMENTS 9,570 4,533 2,325 18,035 21,764 29,930 28,622 322 1,630 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 2,512) 1,165 75 0 1,025 2,137 2,190 2,212 322 300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.6 15.0 7.7 59.6 71.9 98.9 94.6 1.1 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 10 4 2 14 13 26 18 RGGI VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063CD FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 34,866 COMMITMENTS 4,240 446 0 30,626 34,420 34,866 34,866 0 0 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 1.3 0.0 87.8 98.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 2 0 13 6 16 8 CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 16,206 COMMITMENTS 6,795 2,175 4,725 4,686 9,306 16,206 16,206 0 0 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: -88) 0 0 0 -88 -88 -88 -88 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.9 13.4 29.2 28.9 57.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 6 1 4 5 7 15 12 RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063CL FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 18,584 COMMITMENTS 5,595 250 300 12,679 18,034 18,574 18,584 10 0 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 1,655) 700 0 225 730 1,430 1,655 1,655 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.1 1.3 1.6 68.2 97.0 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 9 1 2 17 12 27 14 USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 48,735 COMMITMENTS 7,909 119 4,960 35,703 43,480 48,572 48,559 163 176 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 2,513) -47 -90 411 2,158 2,061 2,522 2,382 -9 131 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.2 0.2 10.2 73.3 89.2 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 7 1 4 26 26 33 31 FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 41,977 COMMITMENTS 856 12,901 2,227 38,123 26,677 41,206 41,805 771 172 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 373) 0 275 300 73 -202 373 373 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 30.7 5.3 90.8 63.6 98.2 99.6 1.8 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 2 6 5 30 21 36 28 NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391 FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 5,138,363 COMMITMENTS 252,244 181,264 353,889 4487911 4570506 5094044 5105659 44,319 32,704 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 86,239) 23,339 -12,195 -10,018 67,577 101,636 80,898 79,423 5,341 6,816 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 3.5 6.9 87.3 88.9 99.1 99.4 0.9 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236) 42 34 58 147 121 215 188 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 172,029 COMMITMENTS 15,775 41,538 26,921 119,986 93,048 162,682 161,507 9,347 10,522 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 23,692) -415 17,288 -1,424 18,511 -311 16,672 15,553 7,020 8,139 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 24.1 15.6 69.7 54.1 94.6 93.9 5.4 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 11 10 13 32 26 48 44 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 276,265 COMMITMENTS 410 5,006 365 256,815 266,660 257,590 272,031 18,675 4,234 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 2,062) 247 -86 -154 2,775 1,963 2,868 1,723 -806 339 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 1.8 0.1 93.0 96.5 93.2 98.5 6.8 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 1 2 31 23 33 26 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 153,701 COMMITMENTS 3,011 6,953 969 144,950 140,769 148,930 148,691 4,771 5,010 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 3,067) 1,078 808 65 1,594 2,040 2,737 2,913 330 154 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 4.5 0.6 94.3 91.6 96.9 96.7 3.1 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 4 3 4 31 29 37 34 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 346,015 COMMITMENTS 444 3,348 1,323 336,289 335,021 338,056 339,692 7,959 6,323 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 4,702) 442 535 -580 5,173 4,339 5,035 4,294 -333 408 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 1.0 0.4 97.2 96.8 97.7 98.2 2.3 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 2 3 3 37 27 40 32 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 750,366 COMMITMENTS 1,712 8,626 4,671 736,428 734,949 742,811 748,246 7,555 2,120 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 1,904) 0 -117 148 1,331 3,240 1,479 3,271 425 -1,367 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 1.1 0.6 98.1 97.9 99.0 99.7 1.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 1 3 3 38 26 42 29 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 396,679 COMMITMENTS 4,380 0 483 378,483 387,110 383,346 387,593 13,333 9,086 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 5,565) 1,952 0 0 4,223 4,799 6,175 4,799 -610 766 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.0 0.1 95.4 97.6 96.6 97.7 3.4 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 5 0 2 45 41 50 43 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 507,608 COMMITMENTS 12,867 840 569 485,360 503,432 498,796 504,841 8,812 2,767 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 9,157) 995 0 273 7,714 9,348 8,982 9,621 175 -464 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 0.2 0.1 95.6 99.2 98.3 99.5 1.7 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 6 1 1 49 40 55 42 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 345,335 COMMITMENTS 480 4,436 527 339,318 334,723 340,325 339,686 5,010 5,649 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 18,792) 0 592 258 18,285 17,165 18,543 18,015 249 777 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 1.3 0.2 98.3 96.9 98.5 98.4 1.5 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 1 4 2 39 33 42 37 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 104,115 COMMITMENTS 1,542 0 640 97,917 100,072 100,099 100,712 4,016 3,403 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 1,928) -706 0 152 2,637 1,652 2,083 1,804 -155 124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 0.0 0.6 94.0 96.1 96.1 96.7 3.9 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 0 2 22 24 24 26 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 38,194 COMMITMENTS 0 0 0 36,357 36,453 36,357 36,453 1,837 1,741 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 3,930) 0 0 0 4,456 3,994 4,456 3,994 -526 -64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 95.2 95.4 95.2 95.4 4.8 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 0 0 21 14 21 14 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 265,946 COMMITMENTS 0 436 918 260,624 258,894 261,542 260,248 4,404 5,698 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: -3,019) -38 436 52 -2,713 -2,519 -2,699 -2,031 -320 -988 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.2 0.3 98.0 97.3 98.3 97.9 1.7 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 0 2 2 26 27 28 29 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 174,509 COMMITMENTS 0 0 0 158,748 170,953 158,748 170,953 15,761 3,556 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: -29) 0 0 0 -106 -497 -106 -497 77 468 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 91.0 98.0 91.0 98.0 9.0 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 0 0 26 21 26 21 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 273,907 COMMITMENTS 0 0 0 270,551 270,940 270,551 270,940 3,356 2,967 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 4,173) 0 0 0 4,203 3,867 4,203 3,867 -30 306 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.8 98.9 98.8 98.9 1.2 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 0 0 21 20 21 20 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2 FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 30,165 COMMITMENTS 1,876 0 0 26,431 29,888 28,307 29,888 1,858 277 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 3,150) 690 0 0 1,860 3,150 2,550 3,150 600 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 0.0 0.0 87.6 99.1 93.8 99.1 6.2 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 0 0 19 22 21 22 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 586,336 COMMITMENTS 15,818 10,133 1,718 558,890 565,566 576,426 577,417 9,910 8,919 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 13,327) -942 1,334 332 15,107 11,722 14,497 13,388 -1,170 -61 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 1.7 0.3 95.3 96.5 98.3 98.5 1.7 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 3 4 3 54 44 59 50 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 214,572 COMMITMENTS 536 612 1,431 207,088 205,854 209,055 207,897 5,517 6,675 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 4,893) 120 185 -30 4,486 5,158 4,576 5,313 317 -420 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.3 0.7 96.5 95.9 97.4 96.9 2.6 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 1 2 27 31 29 33 EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8 FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 98,850 COMMITMENTS 0 240 0 96,675 91,170 96,675 91,410 2,175 7,440 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 321) 0 240 0 231 -10 231 230 90 91 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.2 0.0 97.8 92.2 97.8 92.5 2.2 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 1 0 22 21 22 22 HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 194,958 COMMITMENTS 1,710 4,170 0 192,498 188,631 194,208 192,801 750 2,157 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 21,270) 1,710 4,170 0 20,667 17,226 22,377 21,396 -1,107 -126 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 2.1 0.0 98.7 96.8 99.6 98.9 0.4 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 1 3 0 30 33 31 36 HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 215,056 COMMITMENTS 2,946 16,291 0 207,504 197,938 210,450 214,229 4,606 827 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 22,530) 1,830 4,170 0 20,739 20,140 22,569 24,310 -39 -1,780 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 7.6 0.0 96.5 92.0 97.9 99.6 2.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 2 6 0 41 39 43 45 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 164,723 COMMITMENTS 0 788 0 163,222 162,989 163,222 163,777 1,501 946 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 4,128) 0 95 0 4,038 4,077 4,038 4,172 90 -44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.5 0.0 99.1 98.9 99.1 99.4 0.9 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 0 2 0 19 28 19 30 MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- MMBTU OPEN INTEREST: 32,402 COMMITMENTS 0 651 0 31,549 31,328 31,549 31,979 853 423 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 1,320) 0 0 0 900 1,110 900 1,110 420 210 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.0 0.0 97.4 96.7 97.4 98.7 2.6 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 0 15 14 15 15 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 270,976 COMMITMENTS 100 0 686 265,303 261,410 266,089 262,096 4,887 8,880 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 1,083) 37 -1,408 543 453 1,847 1,033 982 50 101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.3 97.9 96.5 98.2 96.7 1.8 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 2 0 2 37 35 39 37 NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 96,224 COMMITMENTS 0 0 0 95,431 95,857 95,431 95,857 793 367 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 570) 0 0 0 390 696 390 696 180 -126 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.2 99.6 99.2 99.6 0.8 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 14 13 14 13 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 117,201 COMMITMENTS 0 0 0 108,745 108,297 108,745 108,297 8,456 8,904 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 1,448) 0 0 0 1,189 2,131 1,189 2,131 259 -683 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 92.8 92.4 92.8 92.4 7.2 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 21 20 21 20 NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 200,262 COMMITMENTS 0 3,583 261 195,566 193,553 195,827 197,397 4,435 2,865 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 2,757) 0 1,234 0 2,061 1,768 2,061 3,002 696 -245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.8 0.1 97.7 96.6 97.8 98.6 2.2 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 0 4 1 27 28 28 32 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 191,366 COMMITMENTS 0 1,827 0 176,139 184,132 176,139 185,959 15,227 5,407 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 1,630) 0 366 0 1,545 1,695 1,545 2,061 85 -431 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.0 0.0 92.0 96.2 92.0 97.2 8.0 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 2 0 22 19 22 21 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 79,645 COMMITMENTS 0 0 0 74,434 75,946 74,434 75,946 5,211 3,699 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 708) 0 0 0 764 556 764 556 -56 152 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 93.5 95.4 93.5 95.4 6.5 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 20 19 20 19 NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 41,675 COMMITMENTS 0 0 0 39,654 39,133 39,654 39,133 2,021 2,542 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 390) 0 0 0 65 60 65 60 325 330 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 95.2 93.9 95.2 93.9 4.8 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 0 0 16 14 16 14 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 185,577 COMMITMENTS 2,414 0 0 177,664 180,313 180,078 180,313 5,499 5,264 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 386) -35 0 -277 -583 188 -895 -89 1,281 475 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 0.0 0.0 95.7 97.2 97.0 97.2 3.0 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 0 15 17 16 17 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 186,531 COMMITMENTS 161 0 180 173,877 176,213 174,218 176,393 12,313 10,138 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: -3,144) 161 -295 25 -3,867 -2,857 -3,681 -3,127 537 -17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.0 0.1 93.2 94.5 93.4 94.6 6.6 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 1 0 1 30 32 31 33 PANHANDLE EASTERN- POOL GAS (INDEX) - ICE FUTURES ENERGY DIV Code-0233BM FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 23,818 COMMITMENTS 272 0 0 21,165 23,331 21,437 23,331 2,381 487 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: -150) 272 0 0 -450 -513 -178 -513 28 363 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.0 0.0 88.9 98.0 90.0 98.0 10.0 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 10 13 11 13 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 58,246 COMMITMENTS 0 240 0 57,242 56,627 57,242 56,867 1,004 1,379 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 2,310) 0 240 0 2,133 1,980 2,133 2,220 177 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.4 0.0 98.3 97.2 98.3 97.6 1.7 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 0 12 17 12 18 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 265,541 COMMITMENTS 0 5,344 694 259,184 256,772 259,878 262,810 5,663 2,731 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 2,922) 0 -916 -64 4,883 4,574 4,819 3,594 -1,897 -672 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.0 0.3 97.6 96.7 97.9 99.0 2.1 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 0 2 1 35 36 36 38 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 138,565 COMMITMENTS 0 585 310 134,875 134,544 135,185 135,439 3,380 3,126 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 31) 0 231 -263 -30 68 -293 36 324 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.4 0.2 97.3 97.1 97.6 97.7 2.4 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 1 1 22 26 23 27 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 157,720 COMMITMENTS 0 0 0 150,633 155,186 150,633 155,186 7,087 2,534 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 726) 0 0 0 360 546 360 546 366 180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 95.5 98.4 95.5 98.4 4.5 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 0 0 18 17 18 17 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4 FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 41,339 COMMITMENTS 0 0 0 39,937 39,251 39,937 39,251 1,402 2,088 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 3,467) 0 0 0 2,833 3,869 2,833 3,869 634 -402 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.6 94.9 96.6 94.9 3.4 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 0 0 14 18 14 18 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 270,809 COMMITMENTS 0 0 0 249,258 268,793 249,258 268,793 21,551 2,016 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 522) 0 0 0 770 372 770 372 -248 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 92.0 99.3 92.0 99.3 8.0 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 0 0 25 18 25 18 TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 95,210 COMMITMENTS 0 8,949 519 86,289 82,460 86,808 91,928 8,402 3,282 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 368) 0 -86 57 248 276 305 247 63 121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 9.4 0.5 90.6 86.6 91.2 96.6 8.8 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 2 1 19 20 20 22 REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 205,707 COMMITMENTS 1,976 0 0 200,831 202,272 202,807 202,272 2,900 3,435 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 2,593) 0 0 0 2,383 2,593 2,383 2,593 210 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.0 0.0 97.6 98.3 98.6 98.3 1.4 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 0 0 21 22 22 22 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 19,035 COMMITMENTS 5,517 918 0 13,025 17,777 18,542 18,695 493 340 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 0) 0 22 0 0 -22 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.0 4.8 0.0 68.4 93.4 97.4 98.2 2.6 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 6 6 0 19 21 25 27 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 41,941 COMMITMENTS 5,720 1,732 400 35,815 39,794 41,935 41,926 6 15 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 159) -25 153 -30 209 21 154 144 5 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.6 4.1 1.0 85.4 94.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 6 4 3 24 23 31 29 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 29,851 COMMITMENTS 3,148 0 727 25,837 29,106 29,712 29,833 139 18 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 795) -125 0 -25 945 820 795 795 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 0.0 2.4 86.6 97.5 99.5 99.9 0.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 7 0 4 16 19 23 23 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 152,106 COMMITMENTS 10,593 3,713 8,132 132,996 140,188 151,721 152,033 385 73 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 948) 263 840 -133 1,148 446 1,278 1,153 -330 -205 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 2.4 5.3 87.4 92.2 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 6 4 8 32 35 40 46 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 59,258 COMMITMENTS 1,288 5,190 587 57,383 53,431 59,258 59,208 0 50 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: -962) 350 -252 20 -1,332 -730 -962 -962 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 8.8 1.0 96.8 90.2 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 7 5 5 25 24 34 32 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 31,549 COMMITMENTS 150 275 0 31,399 31,274 31,549 31,549 0 0 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 350) 0 0 0 350 350 350 350 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.9 0.0 99.5 99.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 3 0 10 16 12 19 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 68,344 COMMITMENTS 17,547 5,482 1,549 49,228 61,211 68,324 68,242 20 102 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: -240) -96 -140 296 -315 -396 -115 -240 -125 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.7 8.0 2.3 72.0 89.6 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 5 2 3 26 24 32 28 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 90,378 COMMITMENTS 29,636 4,737 3,178 57,205 82,400 90,019 90,315 359 63 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: -46) -986 245 720 155 -970 -111 -5 65 -41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.8 5.2 3.5 63.3 91.2 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 5 5 3 26 27 32 34 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 76,470 COMMITMENTS 2,620 0 1,345 72,046 74,921 76,011 76,266 459 204 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 1,013) 120 0 -25 953 1,013 1,048 988 -35 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 0.0 1.8 94.2 98.0 99.4 99.7 0.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 0 2 26 25 30 27 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 107,974 COMMITMENTS 3,825 100 1,727 102,028 106,037 107,580 107,864 394 110 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: -184) 60 0 0 -244 -184 -184 -184 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 0.1 1.6 94.5 98.2 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 4 1 3 31 27 36 30 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 48,035 COMMITMENTS 25 0 0 47,710 47,700 47,735 47,700 300 335 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: -370) 0 0 0 -370 -370 -370 -370 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.0 0.0 99.3 99.3 99.4 99.3 0.6 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 0 0 22 20 23 20 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 25,214 COMMITMENTS 210 600 0 24,414 24,574 24,624 25,174 590 40 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 290) 0 300 0 290 -10 290 290 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 2.4 0.0 96.8 97.5 97.7 99.8 2.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 1 0 20 20 22 21 ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 12,110 COMMITMENTS 1,125 0 0 10,895 12,110 12,020 12,110 90 0 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.3 0.0 0.0 90.0 100.0 99.3 100.0 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 0 0 15 11 18 11 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 74,002 COMMITMENTS 6,513 9,310 3,242 63,928 61,300 73,683 73,852 319 150 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 1,983) 115 26 107 1,761 1,959 1,983 2,092 0 -109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.8 12.6 4.4 86.4 82.8 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 8 8 14 33 32 49 48 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 20,691 COMMITMENTS 50 3,990 600 19,725 15,759 20,375 20,349 316 342 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 1,200) 0 1,500 0 1,200 -300 1,200 1,200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 19.3 2.9 95.3 76.2 98.5 98.3 1.5 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 4 2 18 19 21 23 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 60,758 COMMITMENTS 510 0 0 60,093 60,533 60,603 60,533 155 225 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: -45) 0 0 0 -45 -45 -45 -45 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 0.0 0.0 98.9 99.6 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 0 0 23 23 25 23 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 36,870 COMMITMENTS 2,082 1,315 135 33,836 35,204 36,053 36,654 817 216 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: -133) 0 370 -60 -73 -463 -133 -153 0 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 3.6 0.4 91.8 95.5 97.8 99.4 2.2 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 5 1 22 23 25 29 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 69,847 COMMITMENTS 3,059 200 0 66,320 69,347 69,379 69,547 468 300 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 365) 0 0 0 365 365 365 365 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 0.3 0.0 95.0 99.3 99.3 99.6 0.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 1 0 23 19 26 20 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 76,326 COMMITMENTS 3,566 3,800 60 71,867 72,381 75,493 76,241 833 85 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 310) 0 0 0 305 310 305 310 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 5.0 0.1 94.2 94.8 98.9 99.9 1.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 1 1 24 19 27 21 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 94,212 COMMITMENTS 2,789 1,175 776 90,546 92,221 94,111 94,172 101 40 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 350) 221 -10 -256 365 616 330 350 20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 1.2 0.8 96.1 97.9 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 2 4 23 28 28 33 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 117,870 COMMITMENTS 2,721 4,313 2,254 112,698 111,287 117,673 117,854 197 16 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 716) 36 587 -381 1,020 505 675 711 41 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 3.7 1.9 95.6 94.4 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 5 13 5 23 30 31 45 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 56,225 COMMITMENTS 0 2,600 225 56,000 53,355 56,225 56,180 0 45 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 1,515) 0 925 0 1,515 590 1,515 1,515 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.6 0.4 99.6 94.9 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 8 1 18 16 19 24 CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 25MWh OPEN INTEREST: 42,030 COMMITMENTS 0 850 0 42,030 41,180 42,030 42,030 0 0 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 750) 0 150 0 750 600 750 750 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.0 0.0 100.0 98.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 4 0 12 9 12 13 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 56,376 COMMITMENTS 1,464 557 417 54,053 55,382 55,934 56,356 442 20 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 745) 6 0 0 589 725 595 725 150 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 1.0 0.7 95.9 98.2 99.2 100.0 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 2 3 20 22 24 26 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 54,516 COMMITMENTS 8,614 0 1,764 43,864 52,578 54,242 54,342 274 174 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: -157) -698 0 425 100 -580 -173 -155 16 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.8 0.0 3.2 80.5 96.4 99.5 99.7 0.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 6 0 4 23 24 29 28 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 34,791 COMMITMENTS 170 260 80 34,475 34,378 34,725 34,718 66 73 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.7 0.2 99.1 98.8 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 1 18 15 20 16 NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 31,725 COMMITMENTS 130 380 0 31,530 31,325 31,660 31,705 65 20 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 45) 35 0 0 10 45 45 45 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 1.2 0.0 99.4 98.7 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 0 18 14 19 15 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 28,691 COMMITMENTS 713 1,230 140 27,791 27,006 28,644 28,376 47 315 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 142) 0 220 -140 544 -4 404 76 -262 66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 4.3 0.5 96.9 94.1 99.8 98.9 0.2 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 4 2 21 23 25 27 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 22,334 COMMITMENTS 100 1,125 0 21,664 21,009 21,764 22,134 570 200 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: -10) 0 50 0 -10 -120 -10 -70 0 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 5.0 0.0 97.0 94.1 97.4 99.1 2.6 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 2 0 13 18 15 20 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 49,651 COMMITMENTS 3,093 4,096 980 45,466 44,543 49,539 49,619 112 32 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 1,236) -275 -59 215 1,327 1,057 1,267 1,213 -31 23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 8.2 2.0 91.6 89.7 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 7 4 2 23 28 31 33 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 39,584 COMMITMENTS 880 158 542 37,747 38,764 39,169 39,464 415 120 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 506) 0 -2 2 484 506 486 506 20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 0.4 1.4 95.4 97.9 99.0 99.7 1.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 2 19 21 21 23 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 18,461 COMMITMENTS 125 100 25 18,176 18,336 18,326 18,461 135 0 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 75) 0 0 0 75 75 75 75 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.5 0.1 98.5 99.3 99.3 100.0 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 1 15 14 16 16 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 14,592 COMMITMENTS 980 200 750 12,862 13,642 14,592 14,592 0 0 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 150) 50 0 0 100 150 150 150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 1.4 5.1 88.1 93.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 2 1 16 11 17 14 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 17,031 COMMITMENTS 480 1,900 975 15,576 14,156 17,031 17,031 0 0 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 126) 50 0 0 76 126 126 126 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 11.2 5.7 91.5 83.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 3 1 16 13 17 17 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 23,337 COMMITMENTS 925 1,660 705 21,534 20,930 23,164 23,295 173 42 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: -82) 0 0 0 -82 -82 -82 -82 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 7.1 3.0 92.3 89.7 99.3 99.8 0.7 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 2 2 17 16 19 20 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 22,267 COMMITMENTS 780 1,610 660 20,640 19,957 22,080 22,227 187 40 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 50) 0 0 0 50 50 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 7.2 3.0 92.7 89.6 99.2 99.8 0.8 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 2 2 16 13 18 17 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 58,369 COMMITMENTS 5,990 400 1,470 50,643 56,499 58,103 58,369 266 0 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 525) 325 0 0 200 525 525 525 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 0.7 2.5 86.8 96.8 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 5 2 3 21 15 27 19 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 58,000 COMMITMENTS 6,440 890 980 50,297 56,120 57,717 57,990 283 10 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 1,125) 325 0 0 800 1,125 1,125 1,125 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.1 1.5 1.7 86.7 96.8 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 3 3 21 16 27 20 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 125,100 COMMITMENTS 5,245 14,295 675 118,941 109,904 124,861 124,874 239 226 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 1,728) 25 740 25 1,994 978 2,044 1,743 -316 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 11.4 0.5 95.1 87.9 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 6 4 6 36 27 44 35 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 352 MWh OPEN INTEREST: 138,841 COMMITMENTS 4,305 15,170 1,565 132,831 121,846 138,701 138,581 140 260 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 1,360) -75 650 25 1,410 685 1,360 1,360 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 10.9 1.1 95.7 87.8 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 5 5 5 39 31 46 39 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 278,189 COMMITMENTS 15,470 30,736 20,406 241,419 226,928 277,295 278,070 894 119 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 9,544) -2,544 999 1,666 10,455 6,862 9,577 9,527 -33 17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 11.0 7.3 86.8 81.6 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 15 22 23 43 42 70 75 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 21,480 COMMITMENTS 3,900 0 140 17,329 21,320 21,369 21,460 111 20 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 60) 225 0 -90 -75 150 60 60 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.2 0.0 0.7 80.7 99.3 99.5 99.9 0.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 0 2 20 8 23 10 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 20,354 COMMITMENTS 3,925 815 85 16,135 19,444 20,145 20,344 209 10 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 55) 250 25 -120 -75 150 55 55 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.3 4.0 0.4 79.3 95.5 99.0 100.0 1.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 2 17 9 20 11 ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413 FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 metric tonnes OPEN INTEREST: 4,407 COMMITMENTS 62 240 276 3,487 3,028 3,825 3,544 582 863 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 313) -6 54 -32 306 227 268 249 45 64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 5.4 6.3 79.1 68.7 86.8 80.4 13.2 19.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 5 4 20 21 24 27 ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416 FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 41,170 COMMITMENTS 6,196 1,974 164 34,565 38,928 40,925 41,066 245 104 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 335) 0 0 0 335 335 335 335 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.0 4.8 0.4 84.0 94.6 99.4 99.7 0.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 5 2 2 33 32 38 36 NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 15,392 COMMITMENTS 332 110 113 14,656 14,753 15,101 14,976 291 416 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 112) 15 35 -15 112 92 112 112 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 0.7 0.7 95.2 95.8 98.1 97.3 1.9 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 2 2 23 25 26 28 BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 12,561 COMMITMENTS 634 0 470 10,902 11,803 12,006 12,273 555 288 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 667) 102 -32 7 559 688 668 663 -1 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 0.0 3.7 86.8 94.0 95.6 97.7 4.4 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 5 0 5 35 33 40 38 PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 38,713 COMMITMENTS 1,110 2,692 652 36,939 34,983 38,701 38,327 12 386 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 624) 0 12 163 449 449 612 624 12 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 7.0 1.7 95.4 90.4 100.0 99.0 0.0 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 4 7 4 26 28 33 36 PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 71,915 COMMITMENTS 3,539 3,459 2,888 64,793 64,782 71,220 71,129 695 786 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 972) -212 -128 75 1,199 1,124 1,062 1,071 -90 -99 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 4.8 4.0 90.1 90.1 99.0 98.9 1.0 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 11 15 17 59 62 79 85 CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 BARRELS OPEN INTEREST: 36,505 COMMITMENTS 2,475 0 75 33,800 36,415 36,350 36,490 155 15 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 990) 0 0 0 1,050 990 1,050 990 -60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.8 0.0 0.2 92.6 99.8 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 0 1 20 18 21 19 ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 12,435 COMMITMENTS 995 245 360 10,285 10,805 11,640 11,410 795 1,025 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 525) 110 -40 15 -395 -445 -270 -470 795 995 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.0 2.0 2.9 82.7 86.9 93.6 91.8 6.4 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 2 2 17 16 20 19 ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 231,947 COMMITMENTS 0 0 0 218,666 210,586 218,666 210,586 13,281 21,361 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 2,653) 0 0 0 1,350 -2,074 1,350 -2,074 1,303 4,727 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 94.3 90.8 94.3 90.8 5.7 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 14 16 14 16 GASOLINE CRK-RBOB/BRENT 1st - ICE FUTURES ENERGY DIV Code-111415 FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 Barrels OPEN INTEREST: 37,558 COMMITMENTS 21,723 0 940 10,167 33,956 32,830 34,896 4,728 2,662 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: -287) 60 0 -375 -182 55 -497 -320 210 33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 57.8 0.0 2.5 27.1 90.4 87.4 92.9 12.6 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 6 0 3 10 12 16 15
Updated May 31, 2019