News Source: COT

COT Report - Petroleum and Products, Futures and Options Combined Disaggregated - May 17, 2019

USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1000 barrels : : : Positions : All : 44,072: 29,435 37,959 495 353 1,124 0 90 3 8,429 64 3,824: 762 655 Old : 44,072: 29,435 37,959 495 353 1,124 0 90 3 8,429 64 3,824: 762 655 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 837: 0 49 0 0 250 0 0 0 49 0 -62: 600 600 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.8 86.1 1.1 0.8 2.6 0.0 0.2 0.0 19.1 0.1 8.7: 1.7 1.5 Old : 100.0: 66.8 86.1 1.1 0.8 2.6 0.0 0.2 0.0 19.1 0.1 8.7: 1.7 1.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 35: 19 19 4 . . 0 . . 6 . 4: Old : 35: 19 19 4 . . 0 . . 6 . 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.3 52.0 79.7 79.7 20.8 18.7 25.8 24.9 Old : 51.3 52.0 79.7 79.7 20.8 18.7 25.8 24.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1000 barrels : : : Positions : All : 40,834: 25,088 26,420 12,962 0 90 106 0 34 0 12,320 1,698: 856 272 Old : 40,834: 25,088 26,420 12,962 0 90 106 0 34 0 12,320 1,698: 856 272 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 1,268: 459 1,084 780 0 -90 0 0 0 0 155 19: 100 100 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.4 64.7 31.7 0.0 0.2 0.3 0.0 0.1 0.0 30.2 4.2: 2.1 0.7 Old : 100.0: 61.4 64.7 31.7 0.0 0.2 0.3 0.0 0.1 0.0 30.2 4.2: 2.1 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 38: 23 21 7 0 . . 0 . 0 5 4: Old : 38: 23 21 7 0 . . 0 . 0 5 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.3 59.2 62.3 84.9 31.3 42.3 40.2 49.6 Old : 43.3 59.2 62.3 84.9 31.3 42.3 40.2 49.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF # 6 FUEL 3.0% SULFUR - NEW YORK MERCANTILE EXCHANGE Code-02165A Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 20,883: 14,735 16,990 545 325 285 0 0 0 3,079 1,123 2,037: 202 123 Old : 20,883: 14,735 16,990 545 325 285 0 0 0 3,079 1,123 2,037: 202 123 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 461: 197 18 -10 0 0 0 0 0 -53 136 310: 17 -3 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.6 81.4 2.6 1.6 1.4 0.0 0.0 0.0 14.7 5.4 9.8: 1.0 0.6 Old : 100.0: 70.6 81.4 2.6 1.6 1.4 0.0 0.0 0.0 14.7 5.4 9.8: 1.0 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 50: 25 29 . . . 0 0 0 4 7 4: Old : 50: 25 29 . . . 0 0 0 4 7 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.8 44.2 69.2 62.2 40.0 26.5 47.7 38.5 Old : 51.8 44.2 69.2 62.2 40.0 26.5 47.7 38.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUR 3.5% FUEL OIL RTD CAL - NEW YORK MERCANTILE EXCHANGE Code-02165E Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 6,308: 3,263 3,635 319 54 578 0 0 0 229 338 1,240: 679 463 Old : 6,308: 3,263 3,635 319 54 578 0 0 0 229 338 1,240: 679 463 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 47: 10 20 0 5 25 0 0 0 5 -10 0: 7 7 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.7 57.6 5.1 0.9 9.2 0.0 0.0 0.0 3.6 5.4 19.7: 10.8 7.3 Old : 100.0: 51.7 57.6 5.1 0.9 9.2 0.0 0.0 0.0 3.6 5.4 19.7: 10.8 7.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 13 15 . . . 0 0 0 . . 5: Old : 26: 13 15 . . . 0 0 0 . . 5: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.5 59.7 72.2 77.1 15.5 18.5 19.7 21.4 Old : 51.5 59.7 72.2 77.1 15.5 18.5 19.7 21.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SING FUEL OIL 380 cst PLATTS - NEW YORK MERCANTILE EXCHANGE Code-02165K Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 4,766: 2,781 3,175 34 40 161 0 0 0 641 0 618: 531 772 Old : 4,766: 2,781 3,175 34 40 161 0 0 0 641 0 618: 531 772 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 298: 101 90 0 0 15 0 0 0 119 0 65: -2 128 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.4 66.6 0.7 0.8 3.4 0.0 0.0 0.0 13.4 0.0 13.0: 11.1 16.2 Old : 100.0: 58.4 66.6 0.7 0.8 3.4 0.0 0.0 0.0 13.4 0.0 13.0: 11.1 16.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 18 17 . . . 0 0 0 4 0 5: Old : 27: 18 17 . . . 0 0 0 4 0 5: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.1 49.1 66.2 65.4 23.1 31.0 35.2 33.7 Old : 45.1 49.1 66.2 65.4 23.1 31.0 35.2 33.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MINI EUR 3.5%FOIL RTD CAL - NEW YORK MERCANTILE EXCHANGE Code-021A17 Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 100 METRIC TONS) : : : Positions : All : 3,617: 2,419 892 70 171 0 0 0 0 67 1,317 332: 729 905 Old : 3,617: 2,419 892 70 171 0 0 0 0 67 1,317 332: 729 905 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 150: 11 112 0 -30 0 0 0 0 -16 -53 40: 115 81 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.9 24.7 1.9 4.7 0.0 0.0 0.0 0.0 1.9 36.4 9.2: 20.2 25.0 Old : 100.0: 66.9 24.7 1.9 4.7 0.0 0.0 0.0 0.0 1.9 36.4 9.2: 20.2 25.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 7 10 . . 0 0 0 0 . 4 5: Old : 23: 7 10 . . 0 0 0 0 . 4 5: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.4 47.1 73.5 62.8 58.6 44.7 67.1 58.1 Old : 59.4 47.1 73.5 62.8 58.6 44.7 67.1 58.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28 Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 13,261: 9,170 9,837 1,327 2,580 35 0 106 34 1,998 252 167: 530 250 Old : 13,261: 9,170 9,837 1,327 2,580 35 0 106 34 1,998 252 167: 530 250 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : -110: -135 -110 0 0 0 0 0 0 25 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.2 74.2 10.0 19.5 0.3 0.0 0.8 0.3 15.1 1.9 1.3: 4.0 1.9 Old : 100.0: 69.2 74.2 10.0 19.5 0.3 0.0 0.8 0.3 15.1 1.9 1.3: 4.0 1.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 35: 20 15 . . . 0 . . 4 . .: Old : 35: 20 15 . . . 0 . . 4 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.5 65.6 70.9 85.7 50.3 62.5 63.1 70.9 Old : 53.5 65.6 70.9 85.7 50.3 62.5 63.1 70.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MINI SING 380 FUEL OIL - NEW YORK MERCANTILE EXCHANGE Code-021A35 Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 100 METRIC TONS) : : : Positions : All : 5,075: 2,955 528 90 770 105 0 0 0 749 3,110 221: 955 341 Old : 5,075: 2,955 528 90 770 105 0 0 0 749 3,110 221: 955 341 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 201: 136 132 10 40 4 0 0 0 -5 -33 24: 32 34 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.2 10.4 1.8 15.2 2.1 0.0 0.0 0.0 14.8 61.3 4.4: 18.8 6.7 Old : 100.0: 58.2 10.4 1.8 15.2 2.1 0.0 0.0 0.0 14.8 61.3 4.4: 18.8 6.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 47: 19 16 . 4 4 0 0 0 5 10 9: Old : 47: 19 16 . 4 4 0 0 0 5 10 9: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.3 63.9 51.8 75.0 37.3 62.9 51.4 72.7 Old : 37.3 63.9 51.8 75.0 37.3 62.9 51.4 72.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 #2 HEATING OIL- NY HARBOR-ULSD - NEW YORK MERCANTILE EXCHANGE Code-022651 Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 U.S. GALLONS) : : : Positions : All : 430,136: 144,627 205,071 60,255 2,180 31,068 30,462 31,953 60,001 12,061 28,450 40,454: 51,209 30,959 Old : 430,136: 144,627 205,071 60,255 2,180 31,068 30,462 31,953 60,001 12,061 28,450 40,454: 51,209 30,959 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 11,391: 14,233 15,461 -880 -273 1,472 -2,750 -892 -1,301 393 70 -1,335: 1,559 -1,811 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.6 47.7 14.0 0.5 7.2 7.1 7.4 13.9 2.8 6.6 9.4: 11.9 7.2 Old : 100.0: 33.6 47.7 14.0 0.5 7.2 7.1 7.4 13.9 2.8 6.6 9.4: 11.9 7.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 192: 63 64 21 . 16 34 25 37 10 22 27: Old : 192: 63 64 21 . 16 34 25 37 10 22 27: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 11.8 13.8 20.9 23.2 7.0 8.3 10.7 12.5 Old : 11.8 13.8 20.9 23.2 7.0 8.3 10.7 12.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 UP DOWN GC ULSD VS HO SPR - NEW YORK MERCANTILE EXCHANGE Code-022A13 Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 40,716: 26,034 31,118 1,419 0 0 0 0 0 0 4,595 0: 13,263 5,003 Old : 40,716: 26,034 31,118 1,419 0 0 0 0 0 0 4,595 0: 13,263 5,003 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 646: 1,271 421 0 0 0 0 0 0 0 900 -675: 50 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.9 76.4 3.5 0.0 0.0 0.0 0.0 0.0 0.0 11.3 0.0: 32.6 12.3 Old : 100.0: 63.9 76.4 3.5 0.0 0.0 0.0 0.0 0.0 0.0 11.3 0.0: 32.6 12.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 12 16 . 0 0 0 0 0 0 . 0: Old : 21: 12 16 . 0 0 0 0 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.7 46.1 62.2 73.9 41.2 43.7 47.6 60.8 Old : 46.7 46.1 62.2 73.9 41.2 43.7 47.6 60.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 29,000 U.S. GALLONS) : : : Positions : All : 1,784: 1,400 547 0 0 0 96 859 0 36 0 0: 252 378 Old : 1,784: 1,400 547 0 0 0 96 859 0 36 0 0: 252 378 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 216: 365 170 0 0 0 -85 70 0 -40 0 0: -24 -24 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.5 30.7 0.0 0.0 0.0 5.4 48.2 0.0 2.0 0.0 0.0: 14.1 21.2 Old : 100.0: 78.5 30.7 0.0 0.0 0.0 5.4 48.2 0.0 2.0 0.0 0.0: 14.1 21.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 8 7 0 0 0 . 6 0 . 0 0: Old : 20: 8 7 0 0 0 . 6 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 72.4 59.1 81.7 71.9 72.0 58.6 81.3 71.1 Old : 72.4 59.1 81.7 71.9 72.0 58.6 81.3 71.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ETHANOL T2 FOB INCL DUTY - NEW YORK MERCANTILE EXCHANGE Code-025608 Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(100 CUBIC METERS) : : : Positions : All : 4,091: 3,606 3,636 90 0 0 0 0 0 0 280 140: 255 35 Old : 4,091: 3,606 3,636 90 0 0 0 0 0 0 280 140: 255 35 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 120: 145 395 0 0 0 0 0 0 0 -220 -60: 35 5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.1 88.9 2.2 0.0 0.0 0.0 0.0 0.0 0.0 6.8 3.4: 6.2 0.9 Old : 100.0: 88.1 88.9 2.2 0.0 0.0 0.0 0.0 0.0 0.0 6.8 3.4: 6.2 0.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 16 15 . 0 0 0 0 0 0 . .: Old : 22: 16 15 . 0 0 0 0 0 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.7 61.5 76.4 81.2 49.8 52.5 64.9 67.6 Old : 51.7 61.5 76.4 81.2 49.8 52.5 64.9 67.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHICAGO ETHANOL - NEW YORK MERCANTILE EXCHANGE Code-025651 Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 U.S. GALLONS) : : : Positions : All : 45,841: 23,662 36,291 1,035 447 990 12,953 1,297 2,646 668 504 3,407: 480 259 Old : 45,841: 23,662 36,291 1,035 447 990 12,953 1,297 2,646 668 504 3,407: 480 259 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : -1,424: -820 -1,066 -105 -11 124 -286 107 -183 238 -9 -370: -22 -16 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.6 79.2 2.3 1.0 2.2 28.3 2.8 5.8 1.5 1.1 7.4: 1.0 0.6 Old : 100.0: 51.6 79.2 2.3 1.0 2.2 28.3 2.8 5.8 1.5 1.1 7.4: 1.0 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 100: 51 52 4 . 4 12 4 4 10 4 12: Old : 100: 51 52 4 . 4 12 4 4 10 4 12: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.3 34.0 50.4 50.2 22.9 21.7 30.5 30.1 Old : 34.3 34.0 50.4 50.2 22.9 21.7 30.5 30.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUROPEAN NAPHTHA CAL - NEW YORK MERCANTILE EXCHANGE Code-03265A Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 2,630: 1,627 1,350 0 7 52 0 0 0 142 246 181: 628 794 Old : 2,630: 1,627 1,350 0 7 52 0 0 0 142 246 181: 628 794 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 372: 336 363 0 7 52 0 0 0 0 2 25: -41 -77 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.9 51.3 0.0 0.3 2.0 0.0 0.0 0.0 5.4 9.4 6.9: 23.9 30.2 Old : 100.0: 61.9 51.3 0.0 0.3 2.0 0.0 0.0 0.0 5.4 9.4 6.9: 23.9 30.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 13 16 0 . . 0 0 0 4 . 4: Old : 24: 13 16 0 . . 0 0 0 4 . 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.1 30.5 58.8 45.5 28.4 17.6 35.4 25.1 Old : 43.1 30.5 58.8 45.5 28.4 17.6 35.4 25.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 Mini Eur Naphtha CIF NEW - NEW YORK MERCANTILE EXCHANGE Code-03265J Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 100 METRIC TONS) : : : Positions : All : 4,971: 3,378 3,618 0 66 58 0 0 0 832 623 384: 319 222 Old : 4,971: 3,378 3,618 0 66 58 0 0 0 832 623 384: 319 222 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 1,002: 945 960 0 0 0 0 0 0 20 87 -25: 62 -20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 68.0 72.8 0.0 1.3 1.2 0.0 0.0 0.0 16.7 12.5 7.7: 6.4 4.5 Old : 100.0: 68.0 72.8 0.0 1.3 1.2 0.0 0.0 0.0 16.7 12.5 7.7: 6.4 4.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 18 19 0 . . 0 0 0 4 5 4: Old : 34: 18 19 0 . . 0 0 0 4 5 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.8 52.4 72.2 68.5 55.2 44.9 63.2 56.6 Old : 56.8 52.4 72.2 68.5 55.2 44.9 63.2 56.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL, LIGHT SWEET-WTI - ICE FUTURES EUROPE Code-067411 Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 885,457: 270,378 221,330 19,447 177,737 140,626 44,141 40,491 54,817 142,204 33,620 201,165: 12,678 15,670 Old : 885,457: 270,378 221,330 19,447 177,737 140,626 44,141 40,491 54,817 142,204 33,620 201,165: 12,678 15,670 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 8,929: 2,827 -12,376 -3,804 8,762 -994 4,093 4,231 243 1,255 1,734 6,116: -808 1,212 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.5 25.0 2.2 20.1 15.9 5.0 4.6 6.2 16.1 3.8 22.7: 1.4 1.8 Old : 100.0: 30.5 25.0 2.2 20.1 15.9 5.0 4.6 6.2 16.1 3.8 22.7: 1.4 1.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 137: 45 45 7 13 19 14 9 14 26 18 39: Old : 137: 45 45 7 13 19 14 9 14 26 18 39: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 24.4 24.8 38.3 38.3 16.3 17.2 21.4 24.9 Old : 24.4 24.8 38.3 38.3 16.3 17.2 21.4 24.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1000 BARRELS : : : Positions : All : 42,426: 38,924 9,491 506 32,599 231 0 0 0 2,590 0 75: 100 30 Old : 42,426: 38,924 9,491 506 32,599 231 0 0 0 2,590 0 75: 100 30 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 1,146: 1,385 190 0 950 -69 0 0 0 -300 0 75: 55 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 91.7 22.4 1.2 76.8 0.5 0.0 0.0 0.0 6.1 0.0 0.2: 0.2 0.1 Old : 100.0: 91.7 22.4 1.2 76.8 0.5 0.0 0.0 0.0 6.1 0.0 0.2: 0.2 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 19 14 . 7 . 0 0 0 . 0 .: Old : 32: 19 14 . 7 . 0 0 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.4 69.7 78.9 91.1 45.3 69.7 73.3 87.9 Old : 46.4 69.7 78.9 91.1 45.3 69.7 73.3 87.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1000 barrels : : : Positions : All : 11,520: 9,395 9,100 650 1,415 370 0 0 0 785 285 320: 0 30 Old : 11,520: 9,395 9,100 650 1,415 370 0 0 0 785 285 320: 0 30 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 90: 75 105 0 0 0 0 0 0 0 -60 15: 0 30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.6 79.0 5.6 12.3 3.2 0.0 0.0 0.0 6.8 2.5 2.8: 0.0 0.3 Old : 100.0: 81.6 79.0 5.6 12.3 3.2 0.0 0.0 0.0 6.8 2.5 2.8: 0.0 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 16 14 . . . 0 0 0 . . .: Old : 31: 16 14 . . . 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.3 70.4 74.5 88.6 40.4 60.0 56.8 67.4 Old : 54.3 70.4 74.5 88.6 40.4 60.0 56.8 67.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1000 BARRELS : : : Positions : All : 10,388: 10,113 1,525 0 7,789 120 0 0 0 0 939 0: 155 15 Old : 10,388: 10,113 1,525 0 7,789 120 0 0 0 0 939 0: 155 15 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 97.4 14.7 0.0 75.0 1.2 0.0 0.0 0.0 0.0 9.0 0.0: 1.5 0.1 Old : 100.0: 97.4 14.7 0.0 75.0 1.2 0.0 0.0 0.0 0.0 9.0 0.0: 1.5 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 12 . 0 6 . 0 0 0 0 . 0: Old : 21: 12 . 0 6 . 0 0 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 74.6 65.8 93.3 96.4 74.6 64.6 93.3 94.9 Old : 74.6 65.8 93.3 96.4 74.6 64.6 93.3 94.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1000 barrels : : : Positions : All : 222,221: 195,828 64,417 11,620 141,150 0 0 0 0 0 0 0: 14,773 16,654 Old : 222,221: 195,828 64,417 11,620 141,150 0 0 0 0 0 0 0: 14,773 16,654 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 6,101: 6,390 496 0 4,510 0 0 0 0 0 0 0: -289 1,095 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.1 29.0 5.2 63.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 6.6 7.5 Old : 100.0: 88.1 29.0 5.2 63.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 6.6 7.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 11 7 . 7 0 0 0 0 0 0 0: Old : 20: 11 7 . 7 0 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 75.8 69.3 90.6 87.1 75.1 69.3 85.3 86.3 Old : 75.8 69.3 90.6 87.1 75.1 69.3 85.3 86.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651 Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 2,987,474: 567,263 577,783 136,893 684,516 395,387 299,719 40,731 595,515 303,518 27,180 585,889: 103,291 80,475 Old : 2,987,474: 567,263 577,783 136,893 684,516 395,387 299,719 40,731 595,515 303,518 27,180 585,889: 103,291 80,475 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 34,257: 32,554 32,292 -1,826 -15,423 17,625 -10,858 2,066 -7,485 5,992 -497 6,180: -7,926 -501 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.0 19.3 4.6 22.9 13.2 10.0 1.4 19.9 10.2 0.9 19.6: 3.5 2.7 Old : 100.0: 19.0 19.3 4.6 22.9 13.2 10.0 1.4 19.9 10.2 0.9 19.6: 3.5 2.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 411: 67 72 22 27 44 66 47 91 99 59 124: Old : 411: 67 72 22 27 44 66 47 91 99 59 124: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 16.1 18.5 26.8 28.7 8.7 11.8 13.2 18.2 Old : 16.1 18.5 26.8 28.7 8.7 11.8 13.2 18.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657 Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 242,576: 90,843 113,021 294 31 500 41,954 11,537 96,479 157 7,423 11,879: 470 1,707 Old : 242,576: 90,843 113,021 294 31 500 41,954 11,537 96,479 157 7,423 11,879: 470 1,707 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : -2,003: -190 -3,718 -45 -102 0 -1,821 -441 584 27 2,263 -602: 45 13 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.4 46.6 0.1 0.0 0.2 17.3 4.8 39.8 0.1 3.1 4.9: 0.2 0.7 Old : 100.0: 37.4 46.6 0.1 0.0 0.2 17.3 4.8 39.8 0.1 3.1 4.9: 0.2 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 15 13 . . . . . . . . .: Old : 24: 15 13 . . . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 83.1 71.8 94.8 92.3 31.9 27.0 33.6 32.8 Old : 83.1 71.8 94.8 92.3 31.9 27.0 33.6 32.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI FINANCIAL CRUDE OIL - NEW YORK MERCANTILE EXCHANGE Code-06765A Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 180,734: 55,567 30,559 26,278 72,879 7,950 0 7,744 0 61,345 16,823 2,084: 27,510 42,695 Old : 180,734: 55,567 30,559 26,278 72,879 7,950 0 7,744 0 61,345 16,823 2,084: 27,510 42,695 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 3,420: 1,655 1,145 -186 6,780 327 0 0 0 2,298 0 -186: -487 -4,645 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.7 16.9 14.5 40.3 4.4 0.0 4.3 0.0 33.9 9.3 1.2: 15.2 23.6 Old : 100.0: 30.7 16.9 14.5 40.3 4.4 0.0 4.3 0.0 33.9 9.3 1.2: 15.2 23.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 37: 13 13 . 10 8 0 . 0 4 . .: Old : 37: 13 13 . 10 8 0 . 0 4 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.3 31.0 76.4 50.2 59.1 30.8 71.6 48.4 Old : 60.3 31.0 76.4 50.2 59.1 30.8 71.6 48.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 115,930: 22,677 10,392 15,832 53,592 23,053 7,623 0 910 28,050 0 9,002: 8,784 18,981 Old : 115,930: 22,677 10,392 15,832 53,592 23,053 7,623 0 910 28,050 0 9,002: 8,784 18,981 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 213: -124 -31 111 14 90 31 0 -41 -105 0 366: -115 -184 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.6 9.0 13.7 46.2 19.9 6.6 0.0 0.8 24.2 0.0 7.8: 7.6 16.4 Old : 100.0: 19.6 9.0 13.7 46.2 19.9 6.6 0.0 0.8 24.2 0.0 7.8: 7.6 16.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 7 8 . 9 11 . 0 . 9 0 9: Old : 29: 7 8 . 9 11 . 0 . 9 0 9: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.9 45.1 66.1 62.2 34.5 35.5 53.2 46.7 Old : 40.9 45.1 66.1 62.2 34.5 35.5 53.2 46.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI-BRENT CALENDAR - NEW YORK MERCANTILE EXCHANGE Code-06765L Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 166,073: 112,398 10,641 21,429 26,188 1,320 0 2,200 875 3,510 108,823 3,023: 23,518 13,003 Old : 166,073: 112,398 10,641 21,429 26,188 1,320 0 2,200 875 3,510 108,823 3,023: 23,518 13,003 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 8,559: 6,305 935 460 100 0 0 15 30 -390 6,570 524: 1,630 385 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.7 6.4 12.9 15.8 0.8 0.0 1.3 0.5 2.1 65.5 1.8: 14.2 7.8 Old : 100.0: 67.7 6.4 12.9 15.8 0.8 0.0 1.3 0.5 2.1 65.5 1.8: 14.2 7.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 13 7 . . . 0 . . . 5 .: Old : 26: 13 7 . . . 0 . . . 5 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.7 70.4 71.8 84.7 50.2 69.8 70.1 83.8 Old : 50.7 70.4 71.8 84.7 50.2 69.8 70.1 83.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 270,306: 36,260 50,852 69,080 1,198 26,033 2,178 18,578 6,625 59,501 98,312 57,786: 12,843 10,921 Old : 270,306: 36,260 50,852 69,080 1,198 26,033 2,178 18,578 6,625 59,501 98,312 57,786: 12,843 10,921 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 15,456: -1,324 3,994 2,634 -1,154 2,451 464 -4,623 2,020 7,395 9,154 3,055: -1,239 559 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.4 18.8 25.6 0.4 9.6 0.8 6.9 2.5 22.0 36.4 21.4: 4.8 4.0 Old : 100.0: 13.4 18.8 25.6 0.4 9.6 0.8 6.9 2.5 22.0 36.4 21.4: 4.8 4.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 88: 16 19 7 . 6 6 5 7 30 13 38: Old : 88: 16 19 7 . 6 6 5 7 30 13 38: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.1 41.6 52.6 55.9 32.1 36.2 38.9 45.4 Old : 37.1 41.6 52.6 55.9 32.1 36.2 38.9 45.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI-BRENT SPREAD OPTION - NEW YORK MERCANTILE EXCHANGE Code-06765Z Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 45,341: 19,551 12,459 445 3,111 1,362 317 9,192 12,708 4,813 17 5,908: 238 586 Old : 45,341: 19,551 12,459 445 3,111 1,362 317 9,192 12,708 4,813 17 5,908: 238 586 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 4,937: 3,362 843 138 409 -36 317 1,872 -32 -826 -21 1,972: 42 -71 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 43.1 27.5 1.0 6.9 3.0 0.7 20.3 28.0 10.6 0.0 13.0: 0.5 1.3 Old : 100.0: 43.1 27.5 1.0 6.9 3.0 0.7 20.3 28.0 10.6 0.0 13.0: 0.5 1.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 14 12 . . . . . 4 . . .: Old : 30: 14 12 . . . . . 4 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.3 71.3 86.5 87.6 36.1 36.2 39.9 42.1 Old : 66.3 71.3 86.5 87.6 36.1 36.2 39.9 42.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI HOUSTON ARGUS/WTI TR MO - NEW YORK MERCANTILE EXCHANGE Code-0676A5 Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 149,359: 119,478 82,099 0 29,994 3,912 0 0 0 275 10,260 680: 25,014 22,414 Old : 149,359: 119,478 82,099 0 29,994 3,912 0 0 0 275 10,260 680: 25,014 22,414 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 4,577: -3,655 5,200 0 25 60 0 0 0 275 390 320: 7,577 -1,418 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.0 55.0 0.0 20.1 2.6 0.0 0.0 0.0 0.2 6.9 0.5: 16.7 15.0 Old : 100.0: 80.0 55.0 0.0 20.1 2.6 0.0 0.0 0.0 0.2 6.9 0.5: 16.7 15.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 14 18 0 6 5 0 0 0 . . .: Old : 28: 14 18 0 6 5 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.1 36.1 73.9 59.8 58.6 35.2 71.5 56.1 Old : 59.1 36.1 73.9 59.8 58.6 35.2 71.5 56.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WTI MIDLAND ARGUS VS WTI TRADE - NEW YORK MERCANTILE EXCHANGE Code-067A71 Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 127,808: 81,902 51,625 12,345 56,580 1,188 0 142 235 8,406 0 145: 23,587 17,893 Old : 127,808: 81,902 51,625 12,345 56,580 1,188 0 142 235 8,406 0 145: 23,587 17,893 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 5,174: 3,385 7,315 0 -3,714 1,008 0 100 -90 0 0 0: 871 555 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.1 40.4 9.7 44.3 0.9 0.0 0.1 0.2 6.6 0.0 0.1: 18.5 14.0 Old : 100.0: 64.1 40.4 9.7 44.3 0.9 0.0 0.1 0.2 6.6 0.0 0.1: 18.5 14.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 10 9 . 7 . 0 . . . 0 .: Old : 21: 10 9 . 7 . 0 . . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.5 51.3 76.9 69.4 63.2 51.3 72.9 67.3 Old : 63.5 51.3 76.9 69.4 63.2 51.3 72.9 67.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WCS OIL NET ENERGY MONTHLY IND - NEW YORK MERCANTILE EXCHANGE Code-067A75 Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 U.S. BARRELS) : : : Positions : All : 17,490: 14,991 3,291 110 13,595 289 0 300 0 2,015 0 0: 85 15 Old : 17,490: 14,991 3,291 110 13,595 289 0 300 0 2,015 0 0: 85 15 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 330: 330 405 -45 -210 45 0 90 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.7 18.8 0.6 77.7 1.7 0.0 1.7 0.0 11.5 0.0 0.0: 0.5 0.1 Old : 100.0: 85.7 18.8 0.6 77.7 1.7 0.0 1.7 0.0 11.5 0.0 0.0: 0.5 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 17 5 . 7 . 0 . 0 . 0 0: Old : 30: 17 5 . 7 . 0 . 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.4 78.4 81.0 95.5 52.4 77.7 77.8 92.1 Old : 52.4 78.4 81.0 95.5 52.4 77.7 77.8 92.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659 Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 U.S. GALLONS) : : : Positions : All : 433,843: 109,611 245,138 48,190 17,413 26,276 111,064 3,122 41,812 40,375 55,233 30,246: 26,268 14,602 Old : 433,843: 109,611 245,138 48,190 17,413 26,276 111,064 3,122 41,812 40,375 55,233 30,246: 26,268 14,602 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 23,719: 3,181 7,127 -27 -152 4,681 -646 -1,390 10,593 859 -2,190 6,751: -1,673 -1,701 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.3 56.5 11.1 4.0 6.1 25.6 0.7 9.6 9.3 12.7 7.0: 6.1 3.4 Old : 100.0: 25.3 56.5 11.1 4.0 6.1 25.6 0.7 9.6 9.3 12.7 7.0: 6.1 3.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 272: 71 90 15 12 17 76 11 45 25 27 39: Old : 272: 71 90 15 12 17 76 11 45 25 27 39: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 14.0 15.0 23.1 23.3 11.1 9.0 17.8 16.3 Old : 14.0 15.0 23.1 23.3 11.1 9.0 17.8 16.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RBOB CALENDAR - NEW YORK MERCANTILE EXCHANGE Code-11165K Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 U.S. GALLONS) : : : Positions : All : 13,951: 4,217 6,169 1,325 918 75 0 0 0 6,560 2,076 727: 1,047 3,986 Old : 13,951: 4,217 6,169 1,325 918 75 0 0 0 6,560 2,076 727: 1,047 3,986 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 1,425: 571 597 0 0 0 0 0 0 555 345 255: 44 228 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.2 44.2 9.5 6.6 0.5 0.0 0.0 0.0 47.0 14.9 5.2: 7.5 28.6 Old : 100.0: 30.2 44.2 9.5 6.6 0.5 0.0 0.0 0.0 47.0 14.9 5.2: 7.5 28.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 10 9 . . . 0 0 0 4 . .: Old : 23: 10 9 . . . 0 0 0 4 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.9 43.6 78.9 58.5 54.6 40.8 70.1 51.0 Old : 56.9 43.6 78.9 58.5 54.6 40.8 70.1 51.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SINGAPORE MOGUS 92 - NEW YORK MERCANTILE EXCHANGE Code-111A11 Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(1000 U.S. Barrels) : : : Positions : All : 17,606: 13,533 9,322 217 0 367 0 0 0 0 4,479 2,746: 743 692 Old : 17,606: 13,533 9,322 217 0 367 0 0 0 0 4,479 2,746: 743 692 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 250: 250 250 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.9 52.9 1.2 0.0 2.1 0.0 0.0 0.0 0.0 25.4 15.6: 4.2 3.9 Old : 100.0: 76.9 52.9 1.2 0.0 2.1 0.0 0.0 0.0 0.0 25.4 15.6: 4.2 3.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 12 12 . 0 . 0 0 0 0 5 .: Old : 20: 12 12 . 0 . 0 0 0 0 5 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 67.1 63.9 82.1 80.9 49.7 38.3 51.4 47.8 Old : 67.1 63.9 82.1 80.9 49.7 38.3 51.4 47.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF COAST UNL 87 GAS M2 PL RB - NEW YORK MERCANTILE EXCHANGE Code-111A31 Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 13,163: 12,133 12,788 415 0 0 0 0 0 0 0 0: 615 375 Old : 13,163: 12,133 12,788 415 0 0 0 0 0 0 0 0: 615 375 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 1,780: 2,105 1,855 0 0 0 0 0 0 0 0 0: -325 -75 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 92.2 97.2 3.2 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 4.7 2.8 Old : 100.0: 92.2 97.2 3.2 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 4.7 2.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 19 18 . 0 0 0 0 0 0 0 0: Old : 24: 19 18 . 0 0 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.5 54.5 71.9 77.4 33.7 50.1 45.8 57.3 Old : 51.5 54.5 71.9 77.4 33.7 50.1 45.8 57.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GULF JET NY HEAT OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-86465A Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 32,335: 23,515 31,408 5,732 0 210 0 25 0 2,290 0 525: 63 167 Old : 32,335: 23,515 31,408 5,732 0 210 0 25 0 2,290 0 525: 63 167 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 1,086: 961 791 120 0 0 0 0 0 -305 0 325: -15 -30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.7 97.1 17.7 0.0 0.6 0.0 0.1 0.0 7.1 0.0 1.6: 0.2 0.5 Old : 100.0: 72.7 97.1 17.7 0.0 0.6 0.0 0.1 0.0 7.1 0.0 1.6: 0.2 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 41: 22 18 9 0 . 0 . 0 4 0 .: Old : 41: 22 18 9 0 . 0 . 0 4 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.5 64.5 63.1 83.8 39.7 58.3 52.6 70.7 Old : 48.5 64.5 63.1 83.8 39.7 58.3 52.6 70.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 6,964: 1,967 3,667 1,846 380 428 0 650 250 1,418 360 564: 491 665 Old : 6,964: 1,967 3,667 1,846 380 428 0 650 250 1,418 360 564: 491 665 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 4: 0 -15 -19 0 0 0 0 0 4 0 0: 19 19 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.2 52.7 26.5 5.5 6.1 0.0 9.3 3.6 20.4 5.2 8.1: 7.1 9.5 Old : 100.0: 28.2 52.7 26.5 5.5 6.1 0.0 9.3 3.6 20.4 5.2 8.1: 7.1 9.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 9 14 5 . . 0 . . 7 . 7: Old : 32: 9 14 5 . . 0 . . 7 . 7: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.8 31.0 54.0 53.3 29.1 25.5 42.0 38.8 Old : 32.8 31.0 54.0 53.3 29.1 25.5 42.0 38.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NAPHTHA CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86665A Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 10,410: 6,733 8,627 939 75 214 600 0 0 1,204 711 426: 294 357 Old : 10,410: 6,733 8,627 939 75 214 600 0 0 1,204 711 426: 294 357 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 237: 182 321 0 9 0 0 0 0 97 -51 -42: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.7 82.9 9.0 0.7 2.1 5.8 0.0 0.0 11.6 6.8 4.1: 2.8 3.4 Old : 100.0: 64.7 82.9 9.0 0.7 2.1 5.8 0.0 0.0 11.6 6.8 4.1: 2.8 3.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 35: 16 16 4 . . . 0 0 4 6 5: Old : 35: 16 16 4 . . . 0 0 4 6 5: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.3 64.4 61.5 75.9 29.0 41.2 43.9 49.4 Old : 39.3 64.4 61.5 75.9 29.0 41.2 43.9 49.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MINI JAPAN C&F NAPHTHA - NEW YORK MERCANTILE EXCHANGE Code-86665E Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(100 METRIC TONS) : : : Positions : All : 1,712: 649 1,014 20 0 30 0 0 0 660 313 140: 213 215 Old : 1,712: 649 1,014 20 0 30 0 0 0 660 313 140: 213 215 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 335: 127 255 20 0 30 0 0 0 145 -5 0: 13 55 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.9 59.2 1.2 0.0 1.8 0.0 0.0 0.0 38.6 18.3 8.2: 12.4 12.6 Old : 100.0: 37.9 59.2 1.2 0.0 1.8 0.0 0.0 0.0 38.6 18.3 8.2: 12.4 12.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 6 12 . 0 . 0 0 0 5 5 .: Old : 23: 6 12 . 0 . 0 0 0 5 5 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.8 36.7 72.2 59.1 42.7 32.8 58.8 49.2 Old : 46.8 36.7 72.2 59.1 42.7 32.8 58.8 49.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654 Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 BARRELS) : : : Positions : All : 25,984: 11,632 10,471 573 2,551 1,762 4,660 0 100 2,353 4,012 1,879: 3,025 5,209 Old : 25,984: 11,632 10,471 573 2,551 1,762 4,660 0 100 2,353 4,012 1,879: 3,025 5,209 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 1,408: 432 1,478 0 -100 0 240 0 0 994 103 -191: -67 118 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 44.8 40.3 2.2 9.8 6.8 17.9 0.0 0.4 9.1 15.4 7.2: 11.6 20.0 Old : 100.0: 44.8 40.3 2.2 9.8 6.8 17.9 0.0 0.4 9.1 15.4 7.2: 11.6 20.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 11 11 . . . . 0 . . . 5: Old : 22: 11 11 . . . . 0 . . . 5: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.8 42.5 64.5 65.1 34.8 35.6 42.2 39.7 Old : 44.8 42.5 64.5 65.1 34.8 35.6 42.2 39.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 Updated May 17, 2019

COT Report - Traders in Financial Futures, Financial, Futures and Options Combined - May 17, 2019

Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000) CFTC Code #090741 Open Interest is 159,863 Positions 42,314 1,796 3,838 36,509 47,430 6,722 12,697 47,036 15,504 12,416 1,994 163 29,701 35,380 Changes from: May 7, 2019 Total Change is: -3,588 -694 1,658 -787 -1,342 -890 -68 -82 -1,873 -307 -120 -25 105 -293 -1,401 Percent of Open Interest Represented by Each Category of Trader 26.5 1.1 2.4 22.8 29.7 4.2 7.9 29.4 9.7 7.8 1.2 0.1 18.6 22.1 Number of Traders in Each Category Total Traders: 108 11 . 8 12 20 14 18 27 18 15 . 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000) CFTC Code #092741 Open Interest is 95,680 Positions 65,788 1,760 1,152 1,560 32,043 341 15,845 31,961 1,315 919 858 0 8,760 26,250 Changes from: May 7, 2019 Total Change is: -8,176 -2,917 -81 4 -138 -398 -3 -4,757 -4,970 -95 0 0 0 -270 -2,633 Percent of Open Interest Represented by Each Category of Trader 68.8 1.8 1.2 1.6 33.5 0.4 16.6 33.4 1.4 1.0 0.9 0.0 9.2 27.4 Number of Traders in Each Category Total Traders: 63 8 . . . 20 . 10 19 5 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500) CFTC Code #096742 Open Interest is 177,940 Positions 23,451 5,946 5,804 61,189 76,421 7,675 37,109 23,902 16,458 182 7,374 242 25,830 34,118 Changes from: May 7, 2019 Total Change is: 1,921 -2,104 -2,133 835 -2,356 2,231 774 5,483 -240 222 -363 -415 -9 -562 656 Percent of Open Interest Represented by Each Category of Trader 13.2 3.3 3.3 34.4 42.9 4.3 20.9 13.4 9.2 0.1 4.1 0.1 14.5 19.2 Number of Traders in Each Category Total Traders: 115 8 4 7 15 27 10 27 30 20 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000) CFTC Code #097741 Open Interest is 212,108 Positions 70,721 7,030 5,693 33,015 62,200 12,281 30,847 60,905 24,380 4,768 2,010 435 29,968 37,174 Changes from: May 7, 2019 Total Change is: -17,289 -34,133 4,724 2,020 -973 -21,679 2,445 8,353 -3,792 4,311 1,009 -560 115 -435 -4,873 Percent of Open Interest Represented by Each Category of Trader 33.3 3.3 2.7 15.6 29.3 5.8 14.5 28.7 11.5 2.2 0.9 0.2 14.1 17.5 Number of Traders in Each Category Total Traders: 127 10 4 8 21 25 15 18 37 24 5 7 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000) CFTC Code #099741 Open Interest is 556,741 Positions 36,646 82,252 17,310 301,180 155,196 35,581 25,262 146,244 36,343 16,580 15,861 986 86,852 66,967 Changes from: May 7, 2019 Total Change is: -16,939 -3,839 4,018 -594 -4,379 -7,898 672 -709 -4,346 -4,590 -582 -3,361 123 -3,042 -964 Percent of Open Interest Represented by Each Category of Trader 6.6 14.8 3.1 54.1 27.9 6.4 4.5 26.3 6.5 3.0 2.8 0.2 15.6 12.0 Number of Traders in Each Category Total Traders: 300 19 13 16 93 38 46 29 69 32 20 19 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000) CFTC Code #299741 Open Interest is 27,790 Positions 0 7,016 0 9,701 9,676 3,505 1,331 0 0 0 583 8 13,245 7,002 Changes from: May 7, 2019 Total Change is: -434 0 -448 0 -1,111 -5 -33 -139 0 -4 0 0 0 853 56 Percent of Open Interest Represented by Each Category of Trader 0.0 25.2 0.0 34.9 34.8 12.6 4.8 0.0 0.0 0.0 2.1 0.0 47.7 25.2 Number of Traders in Each Category Total Traders: 24 0 . 0 11 8 8 . 0 0 0 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000) CFTC Code #399741 Open Interest is 26,438 Positions 4,332 4,803 574 8,618 11,805 2,441 4,851 996 3 0 0 0 5,619 5,816 Changes from: May 7, 2019 Total Change is: 1,867 12 34 -34 413 922 -146 2,108 996 3 0 0 0 -489 92 Percent of Open Interest Represented by Each Category of Trader 16.4 18.2 2.2 32.6 44.7 9.2 18.3 3.8 0.0 0.0 0.0 0.0 21.3 22.0 Number of Traders in Each Category Total Traders: 23 . . . 6 9 8 . . . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000) CFTC Code #232741 Open Interest is 184,246 Positions 76,609 3,719 5,985 16,731 60,398 3,971 31,120 42,564 15,483 1,532 6,777 252 32,564 45,096 Changes from: May 7, 2019 Total Change is: 4,738 1,438 162 1,424 1,249 906 -356 -3,417 1,262 1,925 -3,216 703 30 5,661 -1,318 Percent of Open Interest Represented by Each Category of Trader 41.6 2.0 3.2 9.1 32.8 2.2 16.9 23.1 8.4 0.8 3.7 0.1 17.7 24.5 Number of Traders in Each Category Total Traders: 96 10 . 8 12 19 13 18 25 17 . 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000) CFTC Code #089741 Open Interest is 60,421 Positions 0 51,449 550 53,636 0 0 4,041 6,523 0 299 1,077 0 1,895 822 Changes from: May 7, 2019 Total Change is: -4,159 0 -36 50 -5,197 0 0 755 -4,030 0 0 -32 0 233 -111 Percent of Open Interest Represented by Each Category of Trader 0.0 85.2 0.9 88.8 0.0 0.0 6.7 10.8 0.0 0.5 1.8 0.0 3.1 1.4 Number of Traders in Each Category Total Traders: 36 0 4 . 8 0 0 14 7 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000) CFTC Code #095741 Open Interest is 266,210 Positions 266 157,223 1,013 163,802 17,872 10 90,950 54,487 1,125 2,342 31,118 43 6,660 3,320 Changes from: May 7, 2019 Total Change is: 1,822 -113 1,043 -27 5,533 5,915 0 -3,374 -4,126 432 -38 -1,040 -158 -433 -217 Percent of Open Interest Represented by Each Category of Trader 0.1 59.1 0.4 61.5 6.7 0.0 34.2 20.5 0.4 0.9 11.7 0.0 2.5 1.2 Number of Traders in Each Category Total Traders: 169 . 13 . 35 7 . 51 33 9 11 17 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000) CFTC Code #102741 Open Interest is 42,860 Positions 23,763 0 0 999 33,513 0 14,102 6,856 58 2,017 540 0 1,921 1,893 Changes from: May 7, 2019 Total Change is: 4,938 0 0 0 -64 5,065 0 4,915 -37 -114 104 -80 0 97 104 Percent of Open Interest Represented by Each Category of Trader 55.4 0.0 0.0 2.3 78.2 0.0 32.9 16.0 0.1 4.7 1.3 0.0 4.5 4.4 Number of Traders in Each Category Total Traders: 43 . 0 0 . 7 0 9 18 . 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000) CFTC Code #112741 Open Interest is 50,309 Positions 24,230 1,260 202 4,098 24,498 277 16,176 15,143 2,250 332 710 5 2,739 5,963 Changes from: May 7, 2019 Total Change is: 1,875 -353 83 199 497 1,362 -280 1,606 520 135 174 100 5 -108 -249 Percent of Open Interest Represented by Each Category of Trader 48.2 2.5 0.4 8.1 48.7 0.6 32.2 30.1 4.5 0.7 1.4 0.0 5.4 11.9 Number of Traders in Each Category Total Traders: 92 9 . . 7 19 . 19 30 8 . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000) CFTC Code #122741 Open Interest is 13,562 Positions 6,515 2,167 3,000 2,178 2,248 0 935 4,173 2 140 190 0 792 1,782 Changes from: May 7, 2019 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 48.0 16.0 22.1 16.1 16.6 0.0 6.9 30.8 0.0 1.0 1.4 0.0 5.8 13.1 Number of Traders in Each Category Total Traders: 21 . . . . . 0 4 7 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX) CFTC Code #12460+ Open Interest is 40,925 Positions 5,789 20,101 1,152 15,473 564 789 7,349 8,444 749 1,614 1,089 0 8,012 8,039 Changes from: May 7, 2019 Total Change is: -555 914 -2,881 175 186 173 397 -445 4,441 -692 120 -651 0 -1,209 -1,515 Percent of Open Interest Represented by Each Category of Trader 14.1 49.1 2.8 37.8 1.4 1.9 18.0 20.6 1.8 3.9 2.7 0.0 19.6 19.6 Number of Traders in Each Category Total Traders: 98 11 17 5 16 . 5 22 21 11 . 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX) CFTC Code #124603 Open Interest is 81,850 Positions 11,577 40,202 2,305 30,946 1,127 1,577 14,697 16,887 1,497 3,227 2,178 0 16,023 16,077 Changes from: May 7, 2019 Total Change is: -1,110 1,828 -5,761 349 372 345 793 -890 8,881 -1,385 239 -1,302 0 -2,417 -3,031 Percent of Open Interest Represented by Each Category of Trader 14.1 49.1 2.8 37.8 1.4 1.9 18.0 20.6 1.8 3.9 2.7 0.0 19.6 19.6 Number of Traders in Each Category Total Traders: 98 11 17 5 16 . 5 22 21 11 . 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX) CFTC Code #124606 Open Interest is 27,769 Positions 1,888 21,486 0 22,708 1,378 434 435 1,982 0 796 452 0 1,508 2,037 Changes from: May 7, 2019 Total Change is: 228 -796 -138 0 457 33 187 0 65 0 796 0 0 -416 81 Percent of Open Interest Represented by Each Category of Trader 6.8 77.4 0.0 81.8 5.0 1.6 1.6 7.1 0.0 2.9 1.6 0.0 5.4 7.3 Number of Traders in Each Category Total Traders: 24 . 7 0 10 . . . . 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00) CFTC Code #13874+ Open Interest is 812,638 Positions 59,399 140,576 50,824 268,439 124,928 69,513 49,078 76,156 180,149 22,175 58,371 23,090 89,971 89,032 Changes from: May 7, 2019 Total Change is: 14,101 -302 -6,132 4,217 -5,770 1,797 -656 -7,092 2,490 15,327 7,613 -1,967 2,157 -1,392 -3,132 Percent of Open Interest Represented by Each Category of Trader 7.3 17.3 6.3 33.0 15.4 8.6 6.0 9.4 22.2 2.7 7.2 2.8 11.1 11.0 Number of Traders in Each Category Total Traders: 647 36 33 48 176 100 150 78 111 103 63 49 66 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00) CFTC Code #138741 Open Interest is 65,866 Positions 9,047 19,251 2,072 3,929 1,229 1,505 5,885 9,963 17,663 26 64 569 25,170 13,550 Changes from: May 7, 2019 Total Change is: -3,631 274 141 -458 172 -423 -1,668 1,385 920 -921 -115 62 42 -2,342 -1,326 Percent of Open Interest Represented by Each Category of Trader 13.7 29.2 3.1 6.0 1.9 2.3 8.9 15.1 26.8 0.0 0.1 0.9 38.2 20.6 Number of Traders in Each Category Total Traders: 50 4 11 6 . . . 8 15 19 5 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price) CFTC Code #138749 Open Interest is 14,446 Positions 4,580 11,840 0 6,132 857 40 297 595 52 323 0 0 3,022 1,062 Changes from: May 7, 2019 Total Change is: 323 -822 583 0 -11 0 -90 15 0 0 323 0 0 908 -170 Percent of Open Interest Represented by Each Category of Trader 31.7 82.0 0.0 42.4 5.9 0.3 2.1 4.1 0.4 2.2 0.0 0.0 20.9 7.4 Number of Traders in Each Category Total Traders: 20 4 5 0 6 . . . . . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX) CFTC Code #13874A Open Interest is 3,733,860 Positions 268,092 622,957 227,431 1,326,819 622,760 335,770 272,278 387,279 756,115 110,748 291,534 112,604 324,004 377,410 Changes from: May 7, 2019 Total Change is: 88,659 -3,458 -31,944 23,954 -30,165 10,646 5,514 -35,586 14,651 74,438 38,639 -10,143 10,573 4,750 -9,031 Percent of Open Interest Represented by Each Category of Trader 7.2 16.7 6.1 35.5 16.7 9.0 7.3 10.4 20.3 3.0 7.8 3.0 8.7 10.1 Number of Traders in Each Category Total Traders: 635 36 32 46 177 98 149 75 108 99 60 48 63 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price) CFTC Code #13874C Open Interest is 32,301 Positions 1,914 9,468 17,779 8,594 1,107 895 314 757 0 0 256 0 2,805 2,039 Changes from: May 7, 2019 Total Change is: 91 -11 0 11 153 0 -95 0 229 0 0 -85 0 33 31 Percent of Open Interest Represented by Each Category of Trader 5.9 29.3 55.0 26.6 3.4 2.8 1.0 2.3 0.0 0.0 0.8 0.0 8.7 6.3 Number of Traders in Each Category Total Traders: 24 4 7 . 7 . . . . 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price) CFTC Code #13874J Open Interest is 13,855 Positions 5,954 4,006 0 3,155 6,801 891 597 229 0 0 253 0 3,258 1,675 Changes from: May 7, 2019 Total Change is: -154 115 -523 0 11 318 -336 -17 0 0 0 253 0 73 134 Percent of Open Interest Represented by Each Category of Trader 43.0 28.9 0.0 22.8 49.1 6.4 4.3 1.7 0.0 0.0 1.8 0.0 23.5 12.1 Number of Traders in Each Category Total Traders: 20 5 . 0 . 5 . . . 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100) CFTC Code #33874A Open Interest is 65,771 Positions 3,835 13,200 518 43,837 37,548 2,849 1,425 711 259 2,175 7,644 0 10,873 3,042 Changes from: May 7, 2019 Total Change is: -981 -2,919 -393 284 -136 731 -53 -260 -435 -74 2,175 0 0 2 -1,041 Percent of Open Interest Represented by Each Category of Trader 5.8 20.1 0.8 66.7 57.1 4.3 2.2 1.1 0.4 3.3 11.6 0.0 16.5 4.6 Number of Traders in Each Category Total Traders: 78 . 9 4 40 16 14 4 . . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100) CFTC Code #20974+ Open Interest is 47,739 Positions 11,678 7,530 256 13,492 7,565 2,195 8,027 14,941 4,051 828 2,389 146 7,066 8,666 Changes from: May 7, 2019 Total Change is: 1,603 1,387 -1,350 -103 -477 -3,084 988 -209 4,082 237 -25 377 -85 -109 542 Percent of Open Interest Represented by Each Category of Trader 24.5 15.8 0.5 28.3 15.8 4.6 16.8 31.3 8.5 1.7 5.0 0.3 14.8 18.2 Number of Traders in Each Category Total Traders: 249 24 18 5 54 30 26 31 57 21 13 22 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20) CFTC Code #209742 Open Interest is 238,696 Positions 58,391 37,650 1,282 67,459 37,823 10,975 40,136 74,706 20,253 4,138 11,944 731 35,330 43,331 Changes from: May 7, 2019 Total Change is: 8,016 6,933 -6,750 -513 -2,386 -15,421 4,938 -1,044 20,409 1,186 -126 1,883 -424 -547 2,708 Percent of Open Interest Represented by Each Category of Trader 24.5 15.8 0.5 28.3 15.8 4.6 16.8 31.3 8.5 1.7 5.0 0.3 14.8 18.2 Number of Traders in Each Category Total Traders: 249 24 18 5 54 30 26 31 57 21 13 22 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50) CFTC Code #239742 Open Interest is 432,043 Positions 62,654 67,670 4,291 232,058 193,272 39,793 50,802 69,778 9,589 10,847 29,115 0 22,010 18,536 Changes from: May 7, 2019 Total Change is: -7,520 -1,309 -5,355 249 -8,791 3,061 -348 -2,326 -3,562 2,487 3,801 -2,280 0 -1,283 -1,771 Percent of Open Interest Represented by Each Category of Trader 14.5 15.7 1.0 53.7 44.7 9.2 11.8 16.2 2.2 2.5 6.7 0.0 5.1 4.3 Number of Traders in Each Category Total Traders: 283 23 19 12 73 52 46 42 53 29 10 11 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00) CFTC Code #240741 Open Interest is 24,823 Positions 5,992 0 0 11,941 922 273 525 19,873 9 876 497 0 5,207 3,249 Changes from: May 7, 2019 Total Change is: -1,477 -64 0 0 -247 279 23 -740 -1,741 -6 173 45 0 -616 -77 Percent of Open Interest Represented by Each Category of Trader 24.1 0.0 0.0 48.1 3.7 1.1 2.1 80.1 0.0 3.5 2.0 0.0 21.0 13.1 Number of Traders in Each Category Total Traders: 32 4 0 0 14 . . . 6 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500) CFTC Code #240743 Open Interest is 64,818 Positions 5,431 17,301 1,243 18,814 9,428 627 29,192 4,766 87 547 400 0 8,877 30,966 Changes from: May 7, 2019 Total Change is: 2,643 2,207 -4,959 861 1,641 3,350 -139 -1,255 1,077 -135 -386 0 0 -151 2,588 Percent of Open Interest Represented by Each Category of Trader 8.4 26.7 1.9 29.0 14.5 1.0 45.0 7.4 0.1 0.8 0.6 0.0 13.7 47.8 Number of Traders in Each Category Total Traders: 68 11 11 . 12 9 7 15 8 5 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50) CFTC Code #244041 Open Interest is 334,082 Positions 43,596 196,018 3,757 234,243 96,520 21,779 12,137 7,259 522 8,554 1,849 0 9,494 6,378 Changes from: May 7, 2019 Total Change is: -2,506 -1,266 -3,532 -522 -18 -378 1,286 -3,148 664 40 1,470 407 0 -348 -471 Percent of Open Interest Represented by Each Category of Trader 13.0 58.7 1.1 70.1 28.9 6.5 3.6 2.2 0.2 2.6 0.6 0.0 2.8 1.9 Number of Traders in Each Category Total Traders: 163 17 12 7 65 35 28 14 11 5 5 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50) CFTC Code #244042 Open Interest is 1,233,012 Positions 78,271 820,230 2,163 883,779 207,889 117,203 80,745 52,532 2,504 32,476 12,745 4,277 31,594 13,469 Changes from: May 7, 2019 Total Change is: -68,291 2,436 -67,584 -665 -61,867 23,398 1,068 -6,949 -13,655 -1,201 2,385 -8,942 1,476 -4,974 -2,186 Percent of Open Interest Represented by Each Category of Trader 6.3 66.5 0.2 71.7 16.9 9.5 6.5 4.3 0.2 2.6 1.0 0.3 2.6 1.1 Number of Traders in Each Category Total Traders: 411 24 20 7 169 74 84 47 36 15 30 11 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250) CFTC Code #43874A Open Interest is 107,155 Positions 37,571 48,752 49,467 6,154 420 425 12,452 0 140 800 7,770 121 25 60 Changes from: May 7, 2019 Total Change is: 2,994 -498 -8,798 3,321 -110 420 120 0 0 40 0 7,770 121 0 0 Percent of Open Interest Represented by Each Category of Trader 35.1 45.5 46.2 5.7 0.4 0.4 11.6 0.0 0.1 0.7 7.3 0.1 0.0 0.1 Number of Traders in Each Category Total Traders: 34 4 18 7 6 . . . 0 . . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #020601 Open Interest is 1,200,717 Positions 9,020 88,403 21,564 441,171 332,225 224,397 96,447 143,990 182,322 25,802 53,106 8,733 191,261 145,977 Changes from: May 7, 2019 Total Change is: 21,353 -426 178 549 5,382 -750 -983 -6,777 1,936 24,631 -2,710 14,698 -954 2,641 -17,952 Percent of Open Interest Represented by Each Category of Trader 0.8 7.4 1.8 36.7 27.7 18.7 8.0 12.0 15.2 2.1 4.4 0.7 15.9 12.2 Number of Traders in Each Category Total Traders: 201 9 18 17 60 27 49 37 31 47 4 15 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #020604 Open Interest is 1,257,090 Positions 7,903 176,844 22,376 750,372 27,358 175,795 22,059 645,781 63,241 37,289 55,588 5,015 173,040 85,092 Changes from: May 7, 2019 Total Change is: 32,271 857 -40,016 4,222 13,215 -5,397 -1,063 -4,572 18,888 11,179 -112 54,964 4,036 4,509 -14,542 Percent of Open Interest Represented by Each Category of Trader 0.6 14.1 1.8 59.7 2.2 14.0 1.8 51.4 5.0 3.0 4.4 0.4 13.8 6.8 Number of Traders in Each Category Total Traders: 141 5 14 14 68 14 53 7 28 21 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE) CFTC Code #042601 Open Interest is 4,423,693 Positions 108,174 297,879 94,616 1,949,322 623,770 259,688 768,406 2,322,571 464,749 574,891 222,587 18,392 185,454 119,441 Changes from: May 7, 2019 Total Change is: 191,952 -2,549 -39,896 7,309 -20,038 -7,618 -4,901 80,875 107,231 49,576 71,451 59,367 10,114 114 10,769 Percent of Open Interest Represented by Each Category of Trader 2.4 6.7 2.1 44.1 14.1 5.9 17.4 52.5 10.5 13.0 5.0 0.4 4.2 2.7 Number of Traders in Each Category Total Traders: 367 21 28 15 120 31 77 60 63 57 27 17 13 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043602 Open Interest is 4,976,916 Positions 183,491 216,162 300,044 1,777,535 923,830 871,823 385,287 1,306,226 572,745 302,670 248,005 82,890 500,431 455,192 Changes from: May 7, 2019 Total Change is: 215,877 -2,335 35,303 30,596 78,556 -32,699 -13,332 37,472 87,115 73,458 -17,427 16,635 9,852 19,038 8,948 Percent of Open Interest Represented by Each Category of Trader 3.7 4.3 6.0 35.7 18.6 17.5 7.7 26.2 11.5 6.1 5.0 1.7 10.1 9.1 Number of Traders in Each Category Total Traders: 417 26 26 39 105 75 116 67 68 92 23 27 22 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043607 Open Interest is 765,992 Positions 28,300 56,344 1,107 320,003 301,549 108,307 121,655 117,410 11,752 62,420 22,302 0 112,448 147,221 Changes from: May 7, 2019 Total Change is: 20,130 439 -2,501 447 6,134 7,032 7,145 5,958 -6,840 3,351 -297 5,974 -10 -3,037 5,532 Percent of Open Interest Represented by Each Category of Trader 3.7 7.4 0.1 41.8 39.4 14.1 15.9 15.3 1.5 8.1 2.9 0.0 14.7 19.2 Number of Traders in Each Category Total Traders: 110 5 8 . 26 31 35 20 12 11 4 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #044601 Open Interest is 5,255,660 Positions 73,388 484,291 157,299 2,413,714 826,464 804,283 496,379 1,722,777 569,985 362,100 325,906 19,519 358,994 345,135 Changes from: May 7, 2019 Total Change is: 156,771 12,944 -8,306 32,536 27,670 -668 -14,848 10,558 32,750 88,179 -9,669 33,203 3,276 6,125 -9,352 Percent of Open Interest Represented by Each Category of Trader 1.4 9.2 3.0 45.9 15.7 15.3 9.4 32.8 10.8 6.9 6.2 0.4 6.8 6.6 Number of Traders in Each Category Total Traders: 349 13 34 28 98 54 92 44 66 70 15 25 13 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000) CFTC Code #045601 Open Interest is 2,127,165 Positions 627,352 229,252 575,024 19,099 88,478 38,727 192,913 552,958 546,653 73,862 20,748 20,221 33,314 55,104 Changes from: May 7, 2019 Total Change is: 140,850 8,089 -5,718 -3,217 16,923 37,853 -912 66,525 35,099 57,378 -2,255 10,822 2,910 -4,591 6,635 Percent of Open Interest Represented by Each Category of Trader 29.5 10.8 27.0 0.9 4.2 1.8 9.1 26.0 25.7 3.5 1.0 1.0 1.6 2.6 Number of Traders in Each Category Total Traders: 145 22 35 44 4 5 5 27 36 42 5 9 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000) CFTC Code #132741 Open Interest is26,668,976 Positions 2,487,192 1,904,728 5,041,027 640,601 1,422,326 1,761,284 1,449,735 943,385 13,891,393 331,776 265,891 344,279 721,689 1,094,664 Changes from: May 7, 2019 Total Change is: 177,969 -102,916 144,219 -98,626 -8,276 -380,254 30,969 -61,920 109,419 326,123 38,612 -33,369 63,001 -8,998 16,488 Percent of Open Interest Represented by Each Category of Trader 9.3 7.1 18.9 2.4 5.3 6.6 5.4 3.5 52.1 1.2 1.0 1.3 2.7 4.1 Number of Traders in Each Category Total Traders: 319 28 45 68 18 32 40 65 78 126 20 29 28 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index) CFTC Code #134741 Open Interest is 70,853 Positions 6,743 20,673 4,952 261 2,963 1,350 35,476 18,802 20,898 0 56 0 1,173 1,159 Changes from: May 7, 2019 Total Change is: 2,901 -510 1,409 404 4 155 500 3,031 972 -909 0 56 0 381 314 Percent of Open Interest Represented by Each Category of Trader 9.5 29.2 7.0 0.4 4.2 1.9 50.1 26.5 29.5 0.0 0.1 0.0 1.7 1.6 Number of Traders in Each Category Total Traders: 37 4 6 8 . . . 10 11 17 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index) CFTC Code #134742 Open Interest is 73,983 Positions 8,072 13,002 17,428 3,488 0 542 19,441 18,373 23,982 650 0 0 380 656 Changes from: May 7, 2019 Total Change is: 11,030 -1,980 -710 4,063 1,038 0 482 1,714 1,455 7,508 0 0 0 -1,795 -1,768 Percent of Open Interest Represented by Each Category of Trader 10.9 17.6 23.6 4.7 0.0 0.7 26.3 24.8 32.4 0.9 0.0 0.0 0.5 0.9 Number of Traders in Each Category Total Traders: 52 7 9 10 . 0 . 15 17 18 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246605 Open Interest is 23,660 Positions 2,391 9,747 0 1,273 4,705 0 12,510 5,839 75 7,405 1,200 0 6 2,094 Changes from: May 7, 2019 Total Change is: -700 13 -557 0 3 30 0 -722 215 0 6 0 0 0 -388 Percent of Open Interest Represented by Each Category of Trader 10.1 41.2 0.0 5.4 19.9 0.0 52.9 24.7 0.3 31.3 5.1 0.0 0.0 8.9 Number of Traders in Each Category Total Traders: 36 . 4 0 . 10 0 5 6 . . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246606 Open Interest is 18,321 Positions 2,883 8,199 0 1,208 2,050 9 14,208 6,405 0 0 237 0 13 1,421 Changes from: May 7, 2019 Total Change is: 940 38 217 0 3 -36 0 891 1,027 0 0 0 0 8 -268 Percent of Open Interest Represented by Each Category of Trader 15.7 44.8 0.0 6.6 11.2 0.0 77.6 35.0 0.0 0.0 1.3 0.0 0.1 7.8 Number of Traders in Each Category Total Traders: 31 . 5 0 . 9 . . 8 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal CFTC Code #344601 Open Interest is 49,520 Positions 10,763 3,479 15,507 0 70 0 9,263 10,435 13,711 30 6,067 246 0 5 Changes from: May 7, 2019 Total Change is: 1,257 0 631 0 0 0 0 1,267 605 0 0 28 0 -10 -7 Percent of Open Interest Represented by Each Category of Trader 21.7 7.0 31.3 0.0 0.1 0.0 18.7 21.1 27.7 0.1 12.3 0.5 0.0 0.0 Number of Traders in Each Category Total Traders: 25 . . . 0 . 0 7 . . . 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins) CFTC Code #133741 Open Interest is 4,447 Positions 0 123 0 199 0 15 2,289 2,455 274 317 1,218 0 1,353 362 Changes from: May 7, 2019 Total Change is: 59 0 0 0 -87 0 -14 348 -237 195 -402 2 0 19 113 Percent of Open Interest Represented by Each Category of Trader 0.0 2.8 0.0 4.5 0.0 0.3 51.5 55.2 6.2 7.1 27.4 0.0 30.4 8.1 Number of Traders in Each Category Total Traders: 41 0 . 0 4 0 . 12 15 4 7 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000) CFTC Code #098662 Open Interest is 48,122 Positions 487 26,476 0 18,783 2,605 388 19,944 14,533 1,310 1,991 1,022 291 4,928 1,497 Changes from: May 7, 2019 Total Change is: -6,709 65 0 0 -3,287 71 -12 -2,789 -6,462 -171 -439 -34 235 -311 -335 Percent of Open Interest Represented by Each Category of Trader 1.0 55.0 0.0 39.0 5.4 0.8 41.4 30.2 2.7 4.1 2.1 0.6 10.2 3.1 Number of Traders in Each Category Total Traders: 96 . . 0 14 6 . 32 16 9 16 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX) CFTC Code #1170E1 Open Interest is 382,565 Positions 50,369 30,655 16,750 140,978 59,926 23,451 37,450 139,879 66,106 8,693 3,751 13,944 24,824 28,103 Changes from: May 7, 2019 Total Change is: -42,532 -29,346 11,859 232 -2,474 -37,463 -3,538 -2,913 -11,041 -1,435 -719 1,364 3,905 -6,244 -6,415 Percent of Open Interest Represented by Each Category of Trader 13.2 8.0 4.4 36.9 15.7 6.1 9.8 36.6 17.3 2.3 1.0 3.6 6.5 7.3 Number of Traders in Each Category Total Traders: 195 10 18 17 32 20 19 31 55 52 6 13 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX) CFTC Code #221602 Open Interest is 37,060 Positions 4,369 597 1,147 16,012 21,960 0 14,110 13,050 102 1,136 180 0 184 24 Changes from: May 7, 2019 Total Change is: 4,547 -227 -65 1 -3,191 8,092 0 7,971 -3,498 2 6 30 0 -15 -15 Percent of Open Interest Represented by Each Category of Trader 11.8 1.6 3.1 43.2 59.3 0.0 38.1 35.2 0.3 3.1 0.5 0.0 0.5 0.1 Number of Traders in Each Category Total Traders: 45 4 . . 13 4 0 5 8 . 7 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Updated May 17, 2019

COT Report - Natural Gas and Products, Futures and Options Combined Disaggregated - May 17, 2019

NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391 Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 MMBtus : : : Positions : All : 5,019,717: 3,616,256 1,146,508 440,746 3,000,336 301,948 168,682 5,688 166,546 61,088 146,941 225,115: 39,336 26,635 Old : 5,019,717: 3,616,256 1,146,508 440,746 3,000,336 301,948 168,682 5,688 166,546 61,088 146,941 225,115: 39,336 26,635 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 28,454: 972 34,903 9,300 -30,863 10,870 -4,021 -2,981 6 -669 4,495 7,522: 4,474 4,502 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.0 22.8 8.8 59.8 6.0 3.4 0.1 3.3 1.2 2.9 4.5: 0.8 0.5 Old : 100.0: 72.0 22.8 8.8 59.8 6.0 3.4 0.1 3.3 1.2 2.9 4.5: 0.8 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 225: 119 90 12 19 22 12 8 16 23 24 36: Old : 225: 119 90 12 19 22 12 8 16 23 24 36: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 25.6 40.8 42.5 58.5 23.6 39.5 37.4 55.4 Old : 25.6 40.8 42.5 58.5 23.6 39.5 37.4 55.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 845,813: 171,605 213,793 76,128 4,906 366,701 8,127 5,239 104,836 3,358 35,957 110,814: 4,244 3,566 Old : 845,813: 171,605 213,793 76,128 4,906 366,701 8,127 5,239 104,836 3,358 35,957 110,814: 4,244 3,566 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 3,931: 5,181 3,324 1,536 -360 77 4,343 -4,730 -5,356 -4,467 8,403 2,641: -25 -68 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.3 25.3 9.0 0.6 43.4 1.0 0.6 12.4 0.4 4.3 13.1: 0.5 0.4 Old : 100.0: 20.3 25.3 9.0 0.6 43.4 1.0 0.6 12.4 0.4 4.3 13.1: 0.5 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 80: 39 32 10 6 16 . . 6 5 12 17: Old : 80: 39 32 10 6 16 . . 6 5 12 17: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.7 53.8 73.0 70.8 9.3 10.2 11.4 11.8 Old : 54.7 53.8 73.0 70.8 9.3 10.2 11.4 11.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 2,500 MMBTU'S) : : : Positions : All : 267,764: 173,821 237,121 63,959 8,158 13,356 0 5,006 0 141 0 541: 15,946 3,582 Old : 267,764: 173,821 237,121 63,959 8,158 13,356 0 5,006 0 141 0 541: 15,946 3,582 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 2,538: 525 1,209 394 861 612 0 0 0 0 0 0: 1,007 -144 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.9 88.6 23.9 3.0 5.0 0.0 1.9 0.0 0.1 0.0 0.2: 6.0 1.3 Old : 100.0: 64.9 88.6 23.9 3.0 5.0 0.0 1.9 0.0 0.1 0.0 0.2: 6.0 1.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 21 15 7 . 6 0 . 0 . 0 .: Old : 34: 21 15 7 . 6 0 . 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.8 70.7 77.1 86.2 55.8 66.9 68.6 77.1 Old : 63.8 70.7 77.1 86.2 55.8 66.9 68.6 77.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 2,500 MMBTU'S) : : : Positions : All : 144,973: 128,097 64,112 1,641 61,760 6,786 0 385 0 1,569 6,219 862: 6,018 4,849 Old : 144,973: 128,097 64,112 1,641 61,760 6,786 0 385 0 1,569 6,219 862: 6,018 4,849 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 964: 109 -1,439 -40 2,501 -895 0 -62 0 348 305 374: 1,068 180 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.4 44.2 1.1 42.6 4.7 0.0 0.3 0.0 1.1 4.3 0.6: 4.2 3.3 Old : 100.0: 88.4 44.2 1.1 42.6 4.7 0.0 0.3 0.0 1.1 4.3 0.6: 4.2 3.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 39: 22 20 . 8 7 0 . 0 . . 5: Old : 39: 22 20 . 8 7 0 . 0 . . 5: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.9 41.1 80.2 65.1 61.0 35.5 70.0 53.5 Old : 64.9 41.1 80.2 65.1 61.0 35.5 70.0 53.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 2,500 MMBTU'S) : : : Positions : All : 337,952: 271,123 89,819 29,424 215,963 23,632 393 0 1,507 1,335 0 899: 9,639 6,132 Old : 337,952: 271,123 89,819 29,424 215,963 23,632 393 0 1,507 1,335 0 899: 9,639 6,132 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 4,020: 1,540 4,367 1,803 -2,782 1,337 276 -679 735 -1,978 0 735: -428 307 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.2 26.6 8.7 63.9 7.0 0.1 0.0 0.4 0.4 0.0 0.3: 2.9 1.8 Old : 100.0: 80.2 26.6 8.7 63.9 7.0 0.1 0.0 0.4 0.4 0.0 0.3: 2.9 1.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 42: 26 16 4 8 6 . 0 . . 0 .: Old : 42: 26 16 4 8 6 . 0 . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.9 56.4 74.4 78.8 53.3 53.3 61.8 70.1 Old : 55.9 56.4 74.4 78.8 53.3 53.3 61.8 70.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 2,500 MMBTU'S) : : : Positions : All : 745,653: 693,153 27,746 15,100 677,855 23,704 0 0 0 1,712 8,983 4,791: 7,193 2,574 Old : 745,653: 693,153 27,746 15,100 677,855 23,704 0 0 0 1,712 8,983 4,791: 7,193 2,574 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 3,395: 3,527 1,606 -32 -357 629 0 0 0 0 207 94: -823 1,216 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 93.0 3.7 2.0 90.9 3.2 0.0 0.0 0.0 0.2 1.2 0.6: 1.0 0.3 Old : 100.0: 93.0 3.7 2.0 90.9 3.2 0.0 0.0 0.0 0.2 1.2 0.6: 1.0 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 44: 27 12 . 10 10 0 0 0 . . .: Old : 44: 27 12 . 10 10 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.8 68.1 64.3 92.4 38.4 67.7 62.7 90.6 Old : 39.8 68.1 64.3 92.4 38.4 67.7 62.7 90.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 2,500 MMBTU'S) : : : Positions : All : 380,236: 270,473 260,536 58,378 75,511 35,630 0 0 0 1,662 0 362: 13,731 8,197 Old : 380,236: 270,473 260,536 58,378 75,511 35,630 0 0 0 1,662 0 362: 13,731 8,197 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 3,602: 2,176 1,119 -340 476 1,604 0 -1 -677 -115 0 240: 714 841 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.1 68.5 15.4 19.9 9.4 0.0 0.0 0.0 0.4 0.0 0.1: 3.6 2.2 Old : 100.0: 71.1 68.5 15.4 19.9 9.4 0.0 0.0 0.0 0.4 0.0 0.1: 3.6 2.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 56: 31 26 7 8 8 0 0 0 . 0 .: Old : 56: 31 26 7 8 8 0 0 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.5 42.0 65.1 63.3 44.5 35.9 55.4 51.6 Old : 45.5 42.0 65.1 63.3 44.5 35.9 55.4 51.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 2,500 MMBTU'S) : : : Positions : All : 490,774: 439,497 297,519 13,158 171,393 17,226 0 0 0 11,560 840 0: 9,333 3,796 Old : 490,774: 439,497 297,519 13,158 171,393 17,226 0 0 0 11,560 840 0: 9,333 3,796 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 3,827: 3,119 5,803 0 -1,826 769 0 0 0 0 0 0: -61 -919 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 89.6 60.6 2.7 34.9 3.5 0.0 0.0 0.0 2.4 0.2 0.0: 1.9 0.8 Old : 100.0: 89.6 60.6 2.7 34.9 3.5 0.0 0.0 0.0 2.4 0.2 0.0: 1.9 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 59: 33 25 . 13 11 0 0 0 . . 0: Old : 59: 33 25 . 13 11 0 0 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.9 41.8 72.2 65.1 47.3 36.5 65.3 57.9 Old : 52.9 41.8 72.2 65.1 47.3 36.5 65.3 57.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 2,500 MMBTU'S) : : : Positions : All : 322,715: 209,606 110,438 78,722 174,305 29,211 240 3,619 299 0 0 0: 4,637 4,843 Old : 322,715: 209,606 110,438 78,722 174,305 29,211 240 3,619 299 0 0 0: 4,637 4,843 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 10,588: 8,078 7,416 869 2,786 234 0 637 299 0 0 0: 1,108 -784 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.0 34.2 24.4 54.0 9.1 0.1 1.1 0.1 0.0 0.0 0.0: 1.4 1.5 Old : 100.0: 65.0 34.2 24.4 54.0 9.1 0.1 1.1 0.1 0.0 0.0 0.0: 1.4 1.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 49: 26 17 8 9 9 . . . 0 0 0: Old : 49: 26 17 8 9 9 . . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.8 55.2 66.9 72.3 43.7 49.6 57.2 64.6 Old : 45.8 55.2 66.9 72.3 43.7 49.6 57.2 64.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 100,445: 71,441 77,796 20,115 15,884 931 1,882 0 277 751 0 91: 4,957 5,466 Old : 100,445: 71,441 77,796 20,115 15,884 931 1,882 0 277 751 0 91: 4,957 5,466 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 969: 1,058 1,030 218 -214 -92 -62 0 0 -60 0 0: -93 245 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.1 77.5 20.0 15.8 0.9 1.9 0.0 0.3 0.7 0.0 0.1: 4.9 5.4 Old : 100.0: 71.1 77.5 20.0 15.8 0.9 1.9 0.0 0.3 0.7 0.0 0.1: 4.9 5.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 18 18 . . . . 0 . . 0 .: Old : 30: 18 18 . . . . 0 . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.9 60.6 79.5 82.2 63.3 60.0 73.5 81.6 Old : 66.9 60.6 79.5 82.2 63.3 60.0 73.5 81.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 31,136: 27,563 29,204 1,240 0 0 0 0 0 0 0 0: 2,333 1,932 Old : 31,136: 27,563 29,204 1,240 0 0 0 0 0 0 0 0: 2,333 1,932 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 3,732: 2,880 3,552 0 0 0 0 0 0 0 0 0: 852 180 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.5 93.8 4.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 7.5 6.2 Old : 100.0: 88.5 93.8 4.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 7.5 6.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 15 11 . 0 0 0 0 0 0 0 0: Old : 25: 15 11 . 0 0 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.0 73.1 79.1 88.5 41.9 46.9 54.6 61.7 Old : 62.0 73.1 79.1 88.5 41.9 46.9 54.6 61.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 266,427: 251,628 53,448 3,336 201,922 5,758 0 744 566 491 0 30: 4,618 3,959 Old : 266,427: 251,628 53,448 3,336 201,922 5,758 0 744 566 491 0 30: 4,618 3,959 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 13,851: 14,414 6,095 854 8,386 -1,272 -1,051 744 17 491 0 30: 368 -149 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 94.4 20.1 1.3 75.8 2.2 0.0 0.3 0.2 0.2 0.0 0.0: 1.7 1.5 Old : 100.0: 94.4 20.1 1.3 75.8 2.2 0.0 0.3 0.2 0.2 0.0 0.0: 1.7 1.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 40: 20 14 . 11 . 0 . . . 0 .: Old : 40: 20 14 . 11 . 0 . . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 79.0 45.4 87.1 74.4 78.5 44.6 84.9 70.8 Old : 79.0 45.4 87.1 74.4 78.5 44.6 84.9 70.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV Code-02339W Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mm btu : : : Positions : All : 167,378: 125,246 51,842 16,754 100,862 11,342 0 0 0 0 0 0: 14,036 3,332 Old : 167,378: 125,246 51,842 16,754 100,862 11,342 0 0 0 0 0 0: 14,036 3,332 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 2,133: 519 3,363 370 -1,546 176 0 0 0 0 0 0: 1,068 140 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.8 31.0 10.0 60.3 6.8 0.0 0.0 0.0 0.0 0.0 0.0: 8.4 2.0 Old : 100.0: 74.8 31.0 10.0 60.3 6.8 0.0 0.0 0.0 0.0 0.0 0.0: 8.4 2.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 19 12 . 7 7 0 0 0 0 0 0: Old : 31: 19 12 . 7 7 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.5 64.8 70.2 84.1 47.4 61.4 69.1 78.7 Old : 47.5 64.8 70.2 84.1 47.4 61.4 69.1 78.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY DIV Code-02339Y Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 256,432: 250,180 213,489 205 38,020 2,843 0 0 0 0 0 0: 3,204 2,080 Old : 256,432: 250,180 213,489 205 38,020 2,843 0 0 0 0 0 0: 3,204 2,080 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 16,284: 16,742 15,676 0 0 0 0 0 0 0 0 0: -458 608 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 97.6 83.3 0.1 14.8 1.1 0.0 0.0 0.0 0.0 0.0 0.0: 1.2 0.8 Old : 100.0: 97.6 83.3 0.1 14.8 1.1 0.0 0.0 0.0 0.0 0.0 0.0: 1.2 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 18 16 . . . 0 0 0 0 0 0: Old : 32: 18 16 . . . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 75.9 65.6 87.6 84.9 72.7 65.6 83.7 81.4 Old : 75.9 65.6 87.6 84.9 72.7 65.6 83.7 81.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2 Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 23,205: 14,440 21,874 7,011 1,054 0 0 0 0 496 0 0: 1,258 277 Old : 23,205: 14,440 21,874 7,011 1,054 0 0 0 0 496 0 0: 1,258 277 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 1,920: 1,200 1,920 720 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.2 94.3 30.2 4.5 0.0 0.0 0.0 0.0 2.1 0.0 0.0: 5.4 1.2 Old : 100.0: 62.2 94.3 30.2 4.5 0.0 0.0 0.0 0.0 2.1 0.0 0.0: 5.4 1.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 13 18 . . 0 0 0 0 . 0 0: Old : 31: 13 18 . . 0 0 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.6 56.2 73.5 79.2 46.7 55.3 71.8 76.7 Old : 47.6 56.2 73.5 79.2 46.7 55.3 71.8 76.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 562,817: 400,108 195,372 82,815 295,081 54,241 11,388 7,325 1,292 4,026 0 398: 8,549 9,108 Old : 562,817: 400,108 195,372 82,815 295,081 54,241 11,388 7,325 1,292 4,026 0 398: 8,549 9,108 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 7,861: 6,075 7,321 11 970 2,829 201 -568 -48 1,250 -1,836 187: -2,644 -994 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.1 34.7 14.7 52.4 9.6 2.0 1.3 0.2 0.7 0.0 0.1: 1.5 1.6 Old : 100.0: 71.1 34.7 14.7 52.4 9.6 2.0 1.3 0.2 0.7 0.0 0.1: 1.5 1.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 68: 44 26 5 10 10 . . . . 0 .: Old : 68: 44 26 5 10 10 . . . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 30.8 49.7 47.7 69.4 30.2 48.0 45.9 66.2 Old : 30.8 49.7 47.7 69.4 30.2 48.0 45.9 66.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 208,268: 98,543 149,178 61,745 9,131 42,027 416 428 1,429 0 0 0: 4,108 6,075 Old : 208,268: 98,543 149,178 61,745 9,131 42,027 416 428 1,429 0 0 0: 4,108 6,075 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 4,252: 3,599 4,091 -854 -246 218 210 92 218 0 0 0: 861 -121 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 47.3 71.6 29.6 4.4 20.2 0.2 0.2 0.7 0.0 0.0 0.0: 2.0 2.9 Old : 100.0: 47.3 71.6 29.6 4.4 20.2 0.2 0.2 0.7 0.0 0.0 0.0: 2.0 2.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 37: 19 20 5 6 8 . . . 0 0 0: Old : 37: 19 20 5 6 8 . . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.2 56.0 76.0 76.0 35.1 34.0 46.5 43.2 Old : 48.2 56.0 76.0 76.0 35.1 34.0 46.5 43.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY DIV Code-0233A8 Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 96,492: 71,147 34,782 11,991 43,785 11,269 0 0 0 0 121 247: 1,838 6,288 Old : 96,492: 71,147 34,782 11,991 43,785 11,269 0 0 0 0 121 247: 1,838 6,288 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 3,137: 3,433 -1,390 -950 3,693 339 0 0 0 -31 121 -29: 375 403 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.7 36.0 12.4 45.4 11.7 0.0 0.0 0.0 0.0 0.1 0.3: 1.9 6.5 Old : 100.0: 73.7 36.0 12.4 45.4 11.7 0.0 0.0 0.0 0.0 0.1 0.3: 1.9 6.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 14 11 6 5 7 0 0 0 0 . .: Old : 29: 14 11 6 5 7 0 0 0 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.7 60.4 78.0 76.0 57.6 54.3 70.6 65.6 Old : 57.7 60.4 78.0 76.0 57.6 54.3 70.6 65.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 164,119: 100,396 144,400 56,192 10,658 7,138 0 0 0 0 0 0: 393 1,923 Old : 164,119: 100,396 144,400 56,192 10,658 7,138 0 0 0 0 0 0: 393 1,923 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 9,023: 7,401 8,480 2,352 1,183 0 0 0 0 0 0 0: -730 -640 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.2 88.0 34.2 6.5 4.3 0.0 0.0 0.0 0.0 0.0 0.0: 0.2 1.2 Old : 100.0: 61.2 88.0 34.2 6.5 4.3 0.0 0.0 0.0 0.0 0.0 0.0: 0.2 1.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 10 11 4 5 4 0 0 0 0 0 0: Old : 24: 10 11 4 5 4 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 69.0 65.5 86.2 85.3 62.3 62.1 78.5 77.3 Old : 69.0 65.5 86.2 85.3 62.3 62.1 78.5 77.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 181,585: 123,121 158,924 49,037 4,327 3,786 744 11,470 0 372 651 0: 4,525 2,427 Old : 181,585: 123,121 158,924 49,037 4,327 3,786 744 11,470 0 372 651 0: 4,525 2,427 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 5,548: 5,548 5,428 0 0 0 0 0 0 0 0 0: 0 120 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.8 87.5 27.0 2.4 2.1 0.4 6.3 0.0 0.2 0.4 0.0: 2.5 1.3 Old : 100.0: 67.8 87.5 27.0 2.4 2.1 0.4 6.3 0.0 0.2 0.4 0.0: 2.5 1.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 51: 25 23 6 . . . . 0 . . 0: Old : 51: 25 23 6 . . . . 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.4 49.1 72.6 74.0 36.2 37.5 49.2 52.9 Old : 53.4 49.1 72.6 74.0 36.2 37.5 49.2 52.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 156,875: 138,372 118,946 15,564 35,258 1,588 0 0 0 0 0 0: 1,351 1,083 Old : 156,875: 138,372 118,946 15,564 35,258 1,588 0 0 0 0 0 0: 1,351 1,083 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 1,448: 1,080 1,448 368 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.2 75.8 9.9 22.5 1.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.9 0.7 Old : 100.0: 88.2 75.8 9.9 22.5 1.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.9 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 35: 12 22 5 . . 0 0 0 0 0 0: Old : 35: 12 22 5 . . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 75.2 74.1 89.3 88.7 66.9 62.0 76.3 76.0 Old : 75.2 74.1 89.3 88.7 66.9 62.0 76.3 76.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :MMBTU : : : Positions : All : 29,218: 21,073 28,354 7,712 0 0 0 651 0 0 0 0: 433 213 Old : 29,218: 21,073 28,354 7,712 0 0 0 651 0 0 0 0: 433 213 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 2,364: 2,124 2,244 210 0 0 0 0 0 0 0 0: 30 120 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.1 97.0 26.4 0.0 0.0 0.0 2.2 0.0 0.0 0.0 0.0: 1.5 0.7 Old : 100.0: 72.1 97.0 26.4 0.0 0.0 0.0 2.2 0.0 0.0 0.0 0.0: 1.5 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 11 13 4 0 0 0 . 0 0 0 0: Old : 24: 11 13 4 0 0 0 . 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.0 67.1 82.1 87.3 58.3 65.6 78.9 83.6 Old : 60.0 67.1 82.1 87.3 58.3 65.6 78.9 83.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV Code-0233AQ Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 270,798: 178,945 163,656 73,411 86,397 10,354 147 1,408 59 0 0 0: 7,882 8,924 Old : 270,798: 178,945 163,656 73,411 86,397 10,354 147 1,408 59 0 0 0: 7,882 8,924 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 3,591: 3,187 3,206 997 -550 235 -59 0 59 0 0 0: -828 641 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.1 60.4 27.1 31.9 3.8 0.1 0.5 0.0 0.0 0.0 0.0: 2.9 3.3 Old : 100.0: 66.1 60.4 27.1 31.9 3.8 0.1 0.5 0.0 0.0 0.0 0.0: 2.9 3.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 46: 28 27 4 6 6 . . . 0 0 0: Old : 46: 28 27 4 6 6 . . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.1 41.5 67.4 64.1 46.6 38.1 60.4 54.0 Old : 50.1 41.5 67.4 64.1 46.6 38.1 60.4 54.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 92,274: 91,481 91,781 240 0 0 0 0 0 0 0 0: 553 493 Old : 92,274: 91,481 91,781 240 0 0 0 0 0 0 0 0: 553 493 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 1,128: 822 1,128 0 0 0 0 0 0 0 0 0: 306 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 99.1 99.5 0.3 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.6 0.5 Old : 100.0: 99.1 99.5 0.3 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.6 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 13 11 . 0 0 0 0 0 0 0 0: Old : 20: 13 11 . 0 0 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 93.8 87.4 97.7 98.2 92.9 84.9 95.5 95.3 Old : 93.8 87.4 97.7 98.2 92.9 84.9 95.5 95.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233AY Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 115,512: 81,979 85,585 8,866 5,151 15,280 0 0 0 0 0 0: 9,387 9,496 Old : 115,512: 81,979 85,585 8,866 5,151 15,280 0 0 0 0 0 0: 9,387 9,496 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 2,739: 1,548 2,215 -33 -192 952 0 0 0 0 -26 -248: 520 38 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.0 74.1 7.7 4.5 13.2 0.0 0.0 0.0 0.0 0.0 0.0: 8.1 8.2 Old : 100.0: 71.0 74.1 7.7 4.5 13.2 0.0 0.0 0.0 0.0 0.0 0.0: 8.1 8.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 13 13 4 . 5 0 0 0 0 0 0: Old : 24: 13 13 4 . 5 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.0 48.7 78.0 74.7 54.8 44.1 62.4 60.8 Old : 63.0 48.7 78.0 74.7 54.8 44.1 62.4 60.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 196,575: 180,369 154,501 7,687 31,711 4,984 0 63 261 0 2,286 0: 3,274 2,769 Old : 196,575: 180,369 154,501 7,687 31,711 4,984 0 63 261 0 2,286 0: 3,274 2,769 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 213: 1,254 -2,263 0 2,784 -581 0 -143 114 0 2,286 0: -574 -1,984 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 91.8 78.6 3.9 16.1 2.5 0.0 0.0 0.1 0.0 1.2 0.0: 1.7 1.4 Old : 100.0: 91.8 78.6 3.9 16.1 2.5 0.0 0.0 0.1 0.0 1.2 0.0: 1.7 1.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 38: 19 17 . 8 4 0 . . 0 . 0: Old : 38: 19 17 . 8 4 0 . . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 71.0 57.0 84.3 74.2 61.3 47.9 66.4 56.6 Old : 71.0 57.0 84.3 74.2 61.3 47.9 66.4 56.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 185,345: 131,159 174,188 35,642 2,192 3,529 0 0 0 0 915 0: 15,015 4,521 Old : 185,345: 131,159 174,188 35,642 2,192 3,529 0 0 0 0 915 0: 15,015 4,521 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 188: -399 -311 -150 -153 302 0 0 0 0 91 0: 435 259 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.8 94.0 19.2 1.2 1.9 0.0 0.0 0.0 0.0 0.5 0.0: 8.1 2.4 Old : 100.0: 70.8 94.0 19.2 1.2 1.9 0.0 0.0 0.0 0.0 0.5 0.0: 8.1 2.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 17 17 . . . 0 0 0 0 . 0: Old : 28: 17 17 . . . 0 0 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.4 76.4 77.3 88.2 56.4 70.1 71.9 80.2 Old : 60.4 76.4 77.3 88.2 56.4 70.1 71.9 80.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV Code-0233BC Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 76,779: 39,998 66,741 28,694 2,233 4,360 0 0 0 0 0 0: 3,727 3,445 Old : 76,779: 39,998 66,741 28,694 2,233 4,360 0 0 0 0 0 0: 3,727 3,445 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 866: 42 804 672 0 62 0 0 0 0 0 0: 90 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.1 86.9 37.4 2.9 5.7 0.0 0.0 0.0 0.0 0.0 0.0: 4.9 4.5 Old : 100.0: 52.1 86.9 37.4 2.9 5.7 0.0 0.0 0.0 0.0 0.0 0.0: 4.9 4.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 11 11 9 . 8 0 0 0 0 0 0: Old : 24: 11 11 9 . 8 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.9 67.3 75.7 84.7 49.4 65.2 72.5 79.9 Old : 51.9 67.3 75.7 84.7 49.4 65.2 72.5 79.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 39,155: 30,655 35,218 5,742 1,298 180 0 0 0 0 0 0: 2,578 2,459 Old : 39,155: 30,655 35,218 5,742 1,298 180 0 0 0 0 0 0: 2,578 2,459 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 2,280: 1,620 2,100 420 0 180 0 0 0 0 0 0: 60 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.3 89.9 14.7 3.3 0.5 0.0 0.0 0.0 0.0 0.0 0.0: 6.6 6.3 Old : 100.0: 78.3 89.9 14.7 3.3 0.5 0.0 0.0 0.0 0.0 0.0 0.0: 6.6 6.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 9 8 . . . 0 0 0 0 0 0: Old : 20: 9 8 . . . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.8 83.9 88.5 92.6 68.8 83.8 88.5 92.5 Old : 68.8 83.9 88.5 92.6 68.8 83.8 88.5 92.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 180,518: 151,928 124,164 19,089 48,679 3,028 0 0 0 2,414 0 0: 4,059 4,647 Old : 180,518: 151,928 124,164 19,089 48,679 3,028 0 0 0 2,414 0 0: 4,059 4,647 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 4,060: 1,096 3,725 2,962 946 0 0 0 0 60 0 0: -58 -611 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.2 68.8 10.6 27.0 1.7 0.0 0.0 0.0 1.3 0.0 0.0: 2.2 2.6 Old : 100.0: 84.2 68.8 10.6 27.0 1.7 0.0 0.0 0.0 1.3 0.0 0.0: 2.2 2.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 11 10 . 5 . 0 0 0 . 0 0: Old : 25: 11 10 . 5 . 0 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 78.0 60.0 92.8 81.2 73.1 59.2 87.2 78.7 Old : 78.0 60.0 92.8 81.2 73.1 59.2 87.2 78.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 183,527: 131,612 104,254 14,640 44,523 21,930 514 0 358 0 433 270: 14,203 11,759 Old : 183,527: 131,612 104,254 14,640 44,523 21,930 514 0 358 0 433 270: 14,203 11,759 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : -1,678: -2,699 -2,501 121 149 266 -27 0 -779 0 283 -126: 1,566 1,030 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.7 56.8 8.0 24.3 11.9 0.3 0.0 0.2 0.0 0.2 0.1: 7.7 6.4 Old : 100.0: 71.7 56.8 8.0 24.3 11.9 0.3 0.0 0.2 0.0 0.2 0.1: 7.7 6.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 41: 22 20 5 8 8 . 0 . 0 . .: Old : 41: 22 20 5 8 8 . 0 . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.7 44.8 61.5 63.0 36.1 37.5 50.5 49.8 Old : 41.7 44.8 61.5 63.0 36.1 37.5 50.5 49.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 44,340: 25,361 42,927 18,328 0 124 0 0 0 0 0 0: 527 1,289 Old : 44,340: 25,361 42,927 18,328 0 124 0 0 0 0 0 0: 527 1,289 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 1,100: 1,100 1,070 0 0 0 0 0 0 0 0 0: 0 30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.2 96.8 41.3 0.0 0.3 0.0 0.0 0.0 0.0 0.0 0.0: 1.2 2.9 Old : 100.0: 57.2 96.8 41.3 0.0 0.3 0.0 0.0 0.0 0.0 0.0 0.0: 1.2 2.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 8 15 . 0 . 0 0 0 0 0 0: Old : 20: 8 15 . 0 . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 92.7 70.0 98.2 90.3 92.4 69.3 96.3 88.8 Old : 92.7 70.0 98.2 90.3 92.4 69.3 96.3 88.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mm btu : : : Positions : All : 252,587: 207,836 166,773 23,920 63,123 12,335 0 4,682 1,061 0 693 0: 7,435 3,920 Old : 252,587: 207,836 166,773 23,920 63,123 12,335 0 4,682 1,061 0 693 0: 7,435 3,920 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 5,639: 3,755 3,623 1,276 1,337 185 0 72 57 0 150 0: 366 215 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.3 66.0 9.5 25.0 4.9 0.0 1.9 0.4 0.0 0.3 0.0: 2.9 1.6 Old : 100.0: 82.3 66.0 9.5 25.0 4.9 0.0 1.9 0.4 0.0 0.3 0.0: 2.9 1.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 47: 25 24 . 9 6 0 . . 0 . 0: Old : 47: 25 24 . 9 6 0 . . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.5 43.0 79.3 64.6 59.3 42.2 77.4 62.0 Old : 59.5 43.0 79.3 64.6 59.3 42.2 77.4 62.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :mmbtu : : : Positions : All : 136,587: 110,668 100,674 14,154 23,889 7,042 249 0 1,076 0 0 0: 3,398 3,906 Old : 136,587: 110,668 100,674 14,154 23,889 7,042 249 0 1,076 0 0 0: 3,398 3,906 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 2,164: -1,241 2,534 3,565 -153 -338 173 0 -175 0 0 0: 180 296 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.0 73.7 10.4 17.5 5.2 0.2 0.0 0.8 0.0 0.0 0.0: 2.5 2.9 Old : 100.0: 81.0 73.7 10.4 17.5 5.2 0.2 0.0 0.8 0.0 0.0 0.0: 2.5 2.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 13 16 5 5 6 . 0 . 0 0 0: Old : 32: 13 16 5 5 6 . 0 . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.9 51.5 80.9 71.4 59.7 51.4 70.6 66.5 Old : 62.9 51.5 80.9 71.4 59.7 51.4 70.6 66.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mm btu : : : Positions : All : 151,567: 126,189 110,344 10,806 30,590 7,851 0 0 0 0 0 0: 6,721 2,782 Old : 151,567: 126,189 110,344 10,806 30,590 7,851 0 0 0 0 0 0: 6,721 2,782 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 122: -240 730 0 0 0 0 0 0 0 0 0: 362 -608 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.3 72.8 7.1 20.2 5.2 0.0 0.0 0.0 0.0 0.0 0.0: 4.4 1.8 Old : 100.0: 83.3 72.8 7.1 20.2 5.2 0.0 0.0 0.0 0.0 0.0 0.0: 4.4 1.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 10 10 . 6 4 0 0 0 0 0 0: Old : 26: 10 10 . 6 4 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 77.9 65.9 87.4 85.3 77.3 64.6 86.0 80.5 Old : 77.9 65.9 87.4 85.3 77.3 64.6 86.0 80.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV Code-0233D4 Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mm btu : : : Positions : All : 36,520: 35,503 32,491 279 494 0 0 0 0 0 0 0: 738 3,535 Old : 36,520: 35,503 32,491 279 494 0 0 0 0 0 0 0: 738 3,535 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : -360: -330 -270 0 0 0 0 0 0 0 0 0: -30 -90 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 97.2 89.0 0.8 1.4 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 2.0 9.7 Old : 100.0: 97.2 89.0 0.8 1.4 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 2.0 9.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 9 12 . . 0 0 0 0 0 0 0: Old : 22: 9 12 . . 0 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 82.7 64.5 97.0 84.4 82.7 64.3 97.0 84.2 Old : 82.7 64.5 97.0 84.4 82.7 64.3 97.0 84.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 MM Btus : : : Positions : All : 259,133: 209,571 8,695 16,664 236,556 11,862 0 0 0 0 0 0: 21,036 2,020 Old : 259,133: 209,571 8,695 16,664 236,556 11,862 0 0 0 0 0 0: 21,036 2,020 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 1,925: -705 0 0 -1,158 2,993 -889 0 -382 0 0 0: 908 472 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.9 3.4 6.4 91.3 4.6 0.0 0.0 0.0 0.0 0.0 0.0: 8.1 0.8 Old : 100.0: 80.9 3.4 6.4 91.3 4.6 0.0 0.0 0.0 0.0 0.0 0.0: 8.1 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 19 4 . 10 5 0 0 0 0 0 0: Old : 34: 19 4 . 10 5 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.6 73.2 63.9 93.8 42.4 73.2 63.7 91.1 Old : 42.6 73.2 63.9 93.8 42.4 73.2 63.7 91.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mm btu : : : Positions : All : 91,687: 56,139 31,407 21,907 42,938 4,962 0 8,948 462 0 0 0: 8,217 2,970 Old : 91,687: 56,139 31,407 21,907 42,938 4,962 0 8,948 462 0 0 0: 8,217 2,970 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 1,116: 2,095 -1,561 -459 2,156 459 -232 174 -116 0 0 0: -631 4 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.2 34.3 23.9 46.8 5.4 0.0 9.8 0.5 0.0 0.0 0.0: 9.0 3.2 Old : 100.0: 61.2 34.3 23.9 46.8 5.4 0.0 9.8 0.5 0.0 0.0 0.0: 9.0 3.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 14 11 . 5 5 0 . . 0 0 0: Old : 27: 14 11 . 5 5 0 . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.0 58.9 76.5 74.6 51.5 58.9 69.5 73.1 Old : 54.0 58.9 76.5 74.6 51.5 58.9 69.5 73.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 MMBtus : : : Positions : All : 199,959: 162,795 153,168 23,896 34,934 8,602 0 0 0 1,976 0 0: 2,690 3,255 Old : 199,959: 162,795 153,168 23,896 34,934 8,602 0 0 0 1,976 0 0: 2,690 3,255 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 5,981: 5,462 4,834 580 386 -213 0 0 0 152 0 0: 0 974 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.4 76.6 12.0 17.5 4.3 0.0 0.0 0.0 1.0 0.0 0.0: 1.3 1.6 Old : 100.0: 81.4 76.6 12.0 17.5 4.3 0.0 0.0 0.0 1.0 0.0 0.0: 1.3 1.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 15 17 . 4 . 0 0 0 . 0 0: Old : 30: 15 17 . 4 . 0 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.3 51.4 88.0 74.0 55.6 45.4 69.1 66.8 Old : 64.3 51.4 88.0 74.0 55.6 45.4 69.1 66.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651 Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 10,000 MMBTU'S) : : : Positions : All : 1,332,839: 282,130 320,262 198,554 114,799 176,801 171,686 161,176 281,167 48,496 133,040 100,425: 73,579 45,169 Old : 1,332,839: 282,130 320,262 198,554 114,799 176,801 171,686 161,176 281,167 48,496 133,040 100,425: 73,579 45,169 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 46,928: 6,328 12,193 9,867 111 14,791 -9,195 -8,241 24,255 -6,779 -4,268 4,174: 3,487 3,913 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.2 24.0 14.9 8.6 13.3 12.9 12.1 21.1 3.6 10.0 7.5: 5.5 3.4 Old : 100.0: 21.2 24.0 14.9 8.6 13.3 12.9 12.1 21.1 3.6 10.0 7.5: 5.5 3.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 306: 51 40 23 12 30 66 51 70 43 37 67: Old : 306: 51 40 23 12 30 66 51 70 43 37 67: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 17.8 23.0 29.1 34.7 8.2 14.2 14.2 21.5 Old : 17.8 23.0 29.1 34.7 8.2 14.2 14.2 21.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 10,000 MMBTU'S) : : : Positions : All : 386,072: 81,423 104,123 24,307 36,146 135,820 38,707 4,072 36,754 7,860 10,934 54,028: 7,173 4,196 Old : 386,072: 81,423 104,123 24,307 36,146 135,820 38,707 4,072 36,754 7,860 10,934 54,028: 7,173 4,196 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : -3,839: 1,301 -763 2,954 -78 -4,400 -4,864 56 66 790 929 638: -323 -286 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.1 27.0 6.3 9.4 35.2 10.0 1.1 9.5 2.0 2.8 14.0: 1.9 1.1 Old : 100.0: 21.1 27.0 6.3 9.4 35.2 10.0 1.1 9.5 2.0 2.8 14.0: 1.9 1.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 128: 36 30 10 14 22 19 12 25 14 20 30: Old : 128: 36 30 10 14 22 19 12 25 14 20 30: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.6 36.3 44.9 50.6 11.0 15.8 14.9 19.0 Old : 33.6 36.3 44.9 50.6 11.0 15.8 14.9 19.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE Code-023A55 Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 10,000 MMBTU'S) : : : Positions : All : 383,624: 140,215 65,110 5,755 117,875 42,760 8,427 5,754 35,458 116,400 86,612 18,985: 15,624 11,070 Old : 383,624: 140,215 65,110 5,755 117,875 42,760 8,427 5,754 35,458 116,400 86,612 18,985: 15,624 11,070 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 6,497: 7,404 5,104 269 3,404 -346 2,615 -2,965 -1,979 -6,272 1,403 4,186: 621 -2,310 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.6 17.0 1.5 30.7 11.1 2.2 1.5 9.2 30.3 22.6 4.9: 4.1 2.9 Old : 100.0: 36.6 17.0 1.5 30.7 11.1 2.2 1.5 9.2 30.3 22.6 4.9: 4.1 2.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 79: 27 24 . 15 16 6 . 5 18 5 18: Old : 79: 27 24 . 15 16 6 . 5 18 5 18: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.8 47.2 55.3 61.2 37.4 40.2 46.2 47.5 Old : 37.8 47.2 55.3 61.2 37.4 40.2 46.2 47.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE Code-023A56 Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 10,000 MMBTU'S) : : : Positions : All : 85,718: 15,942 15,347 20,640 12,632 15,680 6,166 21,541 3,168 13,707 5,910 4,115: 6,300 7,325 Old : 85,718: 15,942 15,347 20,640 12,632 15,680 6,166 21,541 3,168 13,707 5,910 4,115: 6,300 7,325 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 820: 298 737 -1,629 -1,211 1,674 39 -892 -79 334 55 -277: 460 813 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.6 17.9 24.1 14.7 18.3 7.2 25.1 3.7 16.0 6.9 4.8: 7.3 8.5 Old : 100.0: 18.6 17.9 24.1 14.7 18.3 7.2 25.1 3.7 16.0 6.9 4.8: 7.3 8.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 49: 11 12 7 7 12 . 7 4 9 5 11: Old : 49: 11 12 7 7 12 . 7 4 9 5 11: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.0 40.6 49.9 58.3 28.8 35.3 44.3 46.9 Old : 32.0 40.6 49.9 58.3 28.8 35.3 44.3 46.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HHUB NAT GAS PENULT FINL-10000 - NASDAQ FUTURES Code-023P02 Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 10,000 MMBTU'S) : : : Positions : All : 179,994: 23,483 26,837 14,832 6,099 111,127 12 5,163 17,401 894 1,079 12,204: 40 85 Old : 179,994: 23,483 26,837 14,832 6,099 111,127 12 5,163 17,401 894 1,079 12,204: 40 85 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 5,190: 4,019 3,194 -635 -1,116 2,553 -38 -214 -862 -667 817 807: 14 13 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.0 14.9 8.2 3.4 61.7 0.0 2.9 9.7 0.5 0.6 6.8: 0.0 0.0 Old : 100.0: 13.0 14.9 8.2 3.4 61.7 0.0 2.9 9.7 0.5 0.6 6.8: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 8 7 5 5 10 . 4 5 4 7 11: Old : 34: 8 7 5 5 10 . 4 5 4 7 11: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.4 53.0 81.4 79.0 8.6 5.8 9.1 8.3 Old : 58.4 53.0 81.4 79.0 8.6 5.8 9.1 8.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB - NEW YORK MERCANTILE EXCHANGE Code-03565B Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 2,500 MMBTU'S) : : : Positions : All : 973,831: 264,205 144,609 133,350 645,462 99,378 11,731 46,496 13,071 416,857 0 9,749: 25,490 15,066 Old : 973,831: 264,205 144,609 133,350 645,462 99,378 11,731 46,496 13,071 416,857 0 9,749: 25,490 15,066 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : -5,165: 1,610 518 1,215 2,453 -3,298 0 -481 -3,991 -701 0 0: 0 -366 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.1 14.8 13.7 66.3 10.2 1.2 4.8 1.3 42.8 0.0 1.0: 2.6 1.5 Old : 100.0: 27.1 14.8 13.7 66.3 10.2 1.2 4.8 1.3 42.8 0.0 1.0: 2.6 1.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 59: 21 16 4 16 18 . 5 . 10 0 5: Old : 59: 21 16 4 16 18 . 5 . 10 0 5: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.8 43.1 75.2 68.5 64.6 40.7 71.6 60.9 Old : 65.8 43.1 75.2 68.5 64.6 40.7 71.6 60.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB PENULTIMATE NAT GAS - NEW YORK MERCANTILE EXCHANGE Code-03565C Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 2,500 MMBTU'S) : : : Positions : All : 136,710: 20,081 54,846 69,137 35,896 22,250 4,028 6,994 2,414 9,016 7,675 2,813: 6,971 3,822 Old : 136,710: 20,081 54,846 69,137 35,896 22,250 4,028 6,994 2,414 9,016 7,675 2,813: 6,971 3,822 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 5,844: 2,047 3,944 1,976 688 134 -69 -140 576 906 -276 274: 0 644 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.7 40.1 50.6 26.3 16.3 2.9 5.1 1.8 6.6 5.6 2.1: 5.1 2.8 Old : 100.0: 14.7 40.1 50.6 26.3 16.3 2.9 5.1 1.8 6.6 5.6 2.1: 5.1 2.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 45: 11 10 12 4 13 . . 4 6 5 9: Old : 45: 11 10 12 4 13 . . 4 6 5 9: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 36.4 52.7 57.7 67.1 29.5 49.2 47.2 61.8 Old : 36.4 52.7 57.7 67.1 29.5 49.2 47.2 61.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413 Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1000 metric tonnes : : : Positions : All : 4,089: 2,726 2,478 210 0 242 0 0 0 44 256 300: 567 813 Old : 4,089: 2,726 2,478 210 0 242 0 0 0 44 256 300: 567 813 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 198: 37 46 39 0 -22 0 0 0 44 40 82: 18 52 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.7 60.6 5.1 0.0 5.9 0.0 0.0 0.0 1.1 6.3 7.3: 13.9 19.9 Old : 100.0: 66.7 60.6 5.1 0.0 5.9 0.0 0.0 0.0 1.1 6.3 7.3: 13.9 19.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 18 18 . 0 . 0 0 0 . 5 .: Old : 26: 18 18 . 0 . 0 0 0 . 5 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.9 26.4 59.6 48.5 27.9 16.9 37.8 25.7 Old : 38.9 26.4 59.6 48.5 27.9 16.9 37.8 25.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416 Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :42000 gallons(1000 barrels) : : : Positions : All : 39,313: 26,112 32,253 3,850 1,997 2,820 500 0 0 5,621 1,974 164: 245 104 Old : 39,313: 26,112 32,253 3,850 1,997 2,820 500 0 0 5,621 1,974 164: 245 104 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : -125: -218 -48 -22 -202 115 0 0 0 0 10 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.4 82.0 9.8 5.1 7.2 1.3 0.0 0.0 14.3 5.0 0.4: 0.6 0.3 Old : 100.0: 66.4 82.0 9.8 5.1 7.2 1.3 0.0 0.0 14.3 5.0 0.4: 0.6 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 45: 26 27 4 . 4 . 0 0 4 . .: Old : 45: 26 27 4 . 4 . 0 0 4 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.5 48.0 66.6 66.0 35.6 31.2 44.2 46.0 Old : 48.5 48.0 66.6 66.0 35.6 31.2 44.2 46.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :42000 gallons(1000 barrels) : : : Positions : All : 13,887: 12,930 10,595 0 2,377 338 0 0 0 317 45 116: 186 416 Old : 13,887: 12,930 10,595 0 2,377 338 0 0 0 317 45 116: 186 416 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 175: 182 182 0 25 -7 0 0 0 0 0 0: 0 -25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 93.1 76.3 0.0 17.1 2.4 0.0 0.0 0.0 2.3 0.3 0.8: 1.3 3.0 Old : 100.0: 93.1 76.3 0.0 17.1 2.4 0.0 0.0 0.0 2.3 0.3 0.8: 1.3 3.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 20 22 0 . . 0 0 0 . . .: Old : 30: 20 22 0 . . 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.4 44.3 84.8 65.2 36.8 26.0 46.2 39.7 Old : 68.4 44.3 84.8 65.2 36.8 26.0 46.2 39.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :42000 gallons(1000 barrels) : : : Positions : All : 10,356: 7,965 9,045 600 284 316 0 0 0 455 0 452: 568 259 Old : 10,356: 7,965 9,045 600 284 316 0 0 0 455 0 452: 568 259 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 777: 789 814 0 0 -27 0 0 0 -6 -1 31: -10 -40 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.9 87.3 5.8 2.7 3.1 0.0 0.0 0.0 4.4 0.0 4.4: 5.5 2.5 Old : 100.0: 76.9 87.3 5.8 2.7 3.1 0.0 0.0 0.0 4.4 0.0 4.4: 5.5 2.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 42: 28 28 . . . 0 0 0 5 0 5: Old : 42: 28 28 . . . 0 0 0 5 0 5: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.7 38.8 56.7 58.5 26.9 27.5 36.2 43.6 Old : 39.7 38.8 56.7 58.5 26.9 27.5 36.2 43.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :42000 gallons(1000 barrels) : : : Positions : All : 36,003: 34,225 26,615 0 6,180 509 0 0 0 660 1,704 609: 0 386 Old : 36,003: 34,225 26,615 0 6,180 509 0 0 0 660 1,704 609: 0 386 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 1,899: 1,524 1,651 0 300 0 0 0 0 0 -387 375: 0 -40 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 95.1 73.9 0.0 17.2 1.4 0.0 0.0 0.0 1.8 4.7 1.7: 0.0 1.1 Old : 100.0: 95.1 73.9 0.0 17.2 1.4 0.0 0.0 0.0 1.8 4.7 1.7: 0.0 1.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 48: 24 24 0 . . 0 0 0 . 7 4: Old : 48: 24 24 0 . . 0 0 0 . 7 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 78.0 52.0 85.4 71.4 72.4 48.6 78.7 65.3 Old : 78.0 52.0 85.4 71.4 72.4 48.6 78.7 65.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :42000 gallons(1000 barrels) : : : Positions : All : 68,178: 49,401 53,765 7,158 3,032 4,892 252 1,008 6 3,075 1,961 2,738: 656 776 Old : 68,178: 49,401 53,765 7,158 3,032 4,892 252 1,008 6 3,075 1,961 2,738: 656 776 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 3,075: 2,431 2,389 365 5 27 0 26 0 -290 76 256: 286 296 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.5 78.9 10.5 4.4 7.2 0.4 1.5 0.0 4.5 2.9 4.0: 1.0 1.1 Old : 100.0: 72.5 78.9 10.5 4.4 7.2 0.4 1.5 0.0 4.5 2.9 4.0: 1.0 1.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 96: 49 51 5 5 8 . . . 12 12 16: Old : 96: 49 51 5 5 8 . . . 12 12 16: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 28.1 46.5 46.7 56.2 25.3 42.0 35.3 48.0 Old : 28.1 46.5 46.7 56.2 25.3 42.0 35.3 48.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ARGUS PROPANE SAUDI ARAMCO - NEW YORK MERCANTILE EXCHANGE Code-06665A Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 1,731: 696 1,388 0 0 0 0 0 0 620 0 52: 363 291 Old : 1,731: 696 1,388 0 0 0 0 0 0 620 0 52: 363 291 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 23: 102 90 0 0 0 0 0 0 24 0 23: -126 -90 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.2 80.2 0.0 0.0 0.0 0.0 0.0 0.0 35.8 0.0 3.0: 21.0 16.8 Old : 100.0: 40.2 80.2 0.0 0.0 0.0 0.0 0.0 0.0 35.8 0.0 3.0: 21.0 16.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 12 13 0 0 0 0 0 0 6 0 .: Old : 22: 12 13 0 0 0 0 0 0 6 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.9 47.9 61.1 68.2 42.7 45.2 56.7 59.3 Old : 42.9 47.9 61.1 68.2 42.7 45.2 56.7 59.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ARGUS PROPANE FAR EAST INDEX - NEW YORK MERCANTILE EXCHANGE Code-06665B Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 4,901: 3,513 3,523 0 26 10 0 0 0 209 267 337: 832 738 Old : 4,901: 3,513 3,523 0 26 10 0 0 0 209 267 337: 832 738 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 199: 88 183 0 26 10 0 0 0 -70 -64 151: 20 -107 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.7 71.9 0.0 0.5 0.2 0.0 0.0 0.0 4.3 5.4 6.9: 17.0 15.1 Old : 100.0: 71.7 71.9 0.0 0.5 0.2 0.0 0.0 0.0 4.3 5.4 6.9: 17.0 15.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 21 23 0 . . 0 0 0 4 . 6: Old : 32: 21 23 0 . . 0 0 0 4 . 6: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.8 39.6 64.5 56.6 26.7 33.4 37.1 40.6 Old : 42.8 39.6 64.5 56.6 26.7 33.4 37.1 40.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PROPANE NON-LDH MT BEL - NEW YORK MERCANTILE EXCHANGE Code-06665G Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 60,034: 56,628 32,184 0 23,989 0 0 0 0 3,033 3,066 360: 13 435 Old : 60,034: 56,628 32,184 0 23,989 0 0 0 0 3,033 3,066 360: 13 435 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 1,833: 1,843 1,629 0 -80 0 0 0 0 -226 58 221: -5 5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 94.3 53.6 0.0 40.0 0.0 0.0 0.0 0.0 5.1 5.1 0.6: 0.0 0.7 Old : 100.0: 94.3 53.6 0.0 40.0 0.0 0.0 0.0 0.0 5.1 5.1 0.6: 0.0 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 50: 24 24 0 6 0 0 0 0 8 . .: Old : 50: 24 24 0 6 0 0 0 0 8 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 75.7 59.9 86.0 79.1 74.3 59.9 82.1 77.4 Old : 75.7 59.9 86.0 79.1 74.3 59.9 82.1 77.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELVIEU LDH PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665O Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 135,787: 108,599 114,317 7,867 4,012 6,215 166 334 430 6,821 5,646 4,367: 1,322 466 Old : 135,787: 108,599 114,317 7,867 4,012 6,215 166 334 430 6,821 5,646 4,367: 1,322 466 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 2,591: 1,497 1,813 272 -66 166 0 -5 0 675 621 51: -70 11 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.0 84.2 5.8 3.0 4.6 0.1 0.2 0.3 5.0 4.2 3.2: 1.0 0.3 Old : 100.0: 80.0 84.2 5.8 3.0 4.6 0.1 0.2 0.3 5.0 4.2 3.2: 1.0 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 112: 65 52 7 4 9 . . . 17 10 15: Old : 112: 65 52 7 4 9 . . . 17 10 15: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.6 39.1 48.0 50.7 33.6 37.2 43.2 45.8 Old : 34.6 39.1 48.0 50.7 33.6 37.2 43.2 45.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELVIEU ETHANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665P Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 37,849: 21,717 22,417 8,168 9,353 1,276 2,977 630 0 3,445 3,550 120: 146 503 Old : 37,849: 21,717 22,417 8,168 9,353 1,276 2,977 630 0 3,445 3,550 120: 146 503 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 1,286: 926 1,391 0 -105 0 0 0 0 360 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.4 59.2 21.6 24.7 3.4 7.9 1.7 0.0 9.1 9.4 0.3: 0.4 1.3 Old : 100.0: 57.4 59.2 21.6 24.7 3.4 7.9 1.7 0.0 9.1 9.4 0.3: 0.4 1.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 51: 21 24 4 4 5 5 . 0 4 . .: Old : 51: 21 24 4 4 5 5 . 0 4 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.7 46.6 68.2 71.1 50.2 43.5 59.0 61.8 Old : 54.7 46.6 68.2 71.1 50.2 43.5 59.0 61.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELV NORM BUTANE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665Q Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 42,366: 36,318 25,432 329 11,463 121 865 220 0 3,244 3,648 1,076: 413 406 Old : 42,366: 36,318 25,432 329 11,463 121 865 220 0 3,244 3,648 1,076: 413 406 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 3,657: 3,396 3,404 58 -35 -9 0 105 0 375 350 -76: -87 -82 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.7 60.0 0.8 27.1 0.3 2.0 0.5 0.0 7.7 8.6 2.5: 1.0 1.0 Old : 100.0: 85.7 60.0 0.8 27.1 0.3 2.0 0.5 0.0 7.7 8.6 2.5: 1.0 1.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 82: 51 38 . 5 . . . 0 10 4 6: Old : 82: 51 38 . 5 . . . 0 10 4 6: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 30.3 35.0 46.3 51.8 30.2 29.1 44.2 43.1 Old : 30.3 35.0 46.3 51.8 30.2 29.1 44.2 43.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELV NAT GASOLINE OPIS - NEW YORK MERCANTILE EXCHANGE Code-06665R Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 16,277: 11,875 8,452 1,323 5,211 597 0 70 20 1,789 450 58: 615 1,419 Old : 16,277: 11,875 8,452 1,323 5,211 597 0 70 20 1,789 450 58: 615 1,419 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 197: 170 120 0 40 0 0 0 0 0 0 10: 17 27 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.0 51.9 8.1 32.0 3.7 0.0 0.4 0.1 11.0 2.8 0.4: 3.8 8.7 Old : 100.0: 73.0 51.9 8.1 32.0 3.7 0.0 0.4 0.1 11.0 2.8 0.4: 3.8 8.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 36: 23 19 . . . 0 . . . . .: Old : 36: 23 19 . . . 0 . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.6 37.4 72.8 56.0 38.5 36.4 55.0 51.9 Old : 48.6 37.4 72.8 56.0 38.5 36.4 55.0 51.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CONWAY PROPANE (OPIS) - NEW YORK MERCANTILE EXCHANGE Code-06665T Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 18,469: 14,034 12,954 1,473 1,557 34 0 0 0 1,050 2,509 944: 934 471 Old : 18,469: 14,034 12,954 1,473 1,557 34 0 0 0 1,050 2,509 944: 934 471 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 856: 1,044 491 50 25 -20 0 0 0 0 285 95: -313 -20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.0 70.1 8.0 8.4 0.2 0.0 0.0 0.0 5.7 13.6 5.1: 5.1 2.6 Old : 100.0: 76.0 70.1 8.0 8.4 0.2 0.0 0.0 0.0 5.7 13.6 5.1: 5.1 2.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 45: 20 23 4 . . 0 0 0 . 6 .: Old : 45: 20 23 4 . . 0 0 0 . 6 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.3 50.9 61.6 64.4 36.3 49.5 53.3 60.2 Old : 42.3 50.9 61.6 64.4 36.3 49.5 53.3 60.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MT BELVIEU LDH PROPANE BALMO - NEW YORK MERCANTILE EXCHANGE Code-06665W Disaggregated Commitments of Traders - Options and Futures Combined, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 42,000 GALLONS) : : : Positions : All : 3,298: 2,276 2,917 52 0 0 0 0 0 559 0 361: 50 20 Old : 3,298: 2,276 2,917 52 0 0 0 0 0 559 0 361: 50 20 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 751: 628 691 25 0 0 0 0 0 28 0 40: 30 20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.0 88.4 1.6 0.0 0.0 0.0 0.0 0.0 16.9 0.0 10.9: 1.5 0.6 Old : 100.0: 69.0 88.4 1.6 0.0 0.0 0.0 0.0 0.0 16.9 0.0 10.9: 1.5 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 15 11 . 0 0 0 0 0 . 0 .: Old : 25: 15 11 . 0 0 0 0 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.3 67.8 85.4 93.7 49.8 60.8 59.4 68.1 Old : 63.3 67.8 85.4 93.7 49.8 60.8 59.4 68.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 Updated May 17, 2019

COT Report - Electricity, Futures Disaggregated - May 17, 2019

COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE Code-024656 Disaggregated Commitments of Traders - Futures Only, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 18,919: 6,327 11,600 2,279 0 523 464 1,572 433 6,312 1,967 1,745: 836 1,079 Old : 18,919: 6,327 11,600 2,279 0 523 464 1,572 433 6,312 1,967 1,745: 836 1,079 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 582: 488 -32 59 0 -31 0 30 0 -189 345 243: 12 27 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.4 61.3 12.0 0.0 2.8 2.5 8.3 2.3 33.4 10.4 9.2: 4.4 5.7 Old : 100.0: 33.4 61.3 12.0 0.0 2.8 2.5 8.3 2.3 33.4 10.4 9.2: 4.4 5.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 35: 10 12 5 0 4 . 4 . 7 5 8: Old : 35: 10 12 5 0 4 . 4 . 7 5 8: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.3 50.0 57.2 65.6 34.3 36.4 47.7 48.4 Old : 39.3 50.0 57.2 65.6 34.3 36.4 47.7 48.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 Disaggregated Commitments of Traders - Futures Only, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 800 MWh) : : : Positions : All : 19,035: 10,451 12,419 0 2,806 2,574 5,089 640 0 428 256 0: 493 340 Old : 19,035: 10,451 12,419 0 2,806 2,574 5,089 640 0 428 256 0: 493 340 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 0: -22 0 0 0 0 0 0 0 0 0 0: 22 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.9 65.2 0.0 14.7 13.5 26.7 3.4 0.0 2.2 1.3 0.0: 2.6 1.8 Old : 100.0: 54.9 65.2 0.0 14.7 13.5 26.7 3.4 0.0 2.2 1.3 0.0: 2.6 1.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 38: 17 18 0 . . . . 0 . . 0: Old : 38: 17 18 0 . . . . 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.3 53.7 75.7 74.6 48.4 44.0 57.2 56.9 Old : 56.3 53.7 75.7 74.6 48.4 44.0 57.2 56.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 Disaggregated Commitments of Traders - Futures Only, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 400 MWh) : : : Positions : All : 41,617: 25,930 37,246 7,319 0 2,392 420 1,264 0 5,125 285 430: 1 0 Old : 41,617: 25,930 37,246 7,319 0 2,392 420 1,264 0 5,125 285 430: 1 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 196: 105 -161 -389 0 40 0 12 0 295 160 145: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.3 89.5 17.6 0.0 5.7 1.0 3.0 0.0 12.3 0.7 1.0: 0.0 0.0 Old : 100.0: 62.3 89.5 17.6 0.0 5.7 1.0 3.0 0.0 12.3 0.7 1.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 40: 22 20 . 0 . . . 0 . 4 4: Old : 40: 22 20 . 0 . . . 0 . 4 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.1 67.1 83.2 85.1 58.3 62.3 72.7 75.0 Old : 60.1 67.1 83.2 85.1 58.3 62.3 72.7 75.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 Disaggregated Commitments of Traders - Futures Only, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 25 MWh) : : : Positions : All : 28,626: 20,963 25,196 1,755 941 1,694 123 0 52 3,175 0 725: 139 18 Old : 28,626: 20,963 25,196 1,755 941 1,694 123 0 52 3,175 0 725: 139 18 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : -75: 250 150 -150 -55 -50 98 -222 52 -325 0 50: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.2 88.0 6.1 3.3 5.9 0.4 0.0 0.2 11.1 0.0 2.5: 0.5 0.1 Old : 100.0: 73.2 88.0 6.1 3.3 5.9 0.4 0.0 0.2 11.1 0.0 2.5: 0.5 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 14 17 . . . . 0 . 6 0 .: Old : 30: 14 17 . . . . 0 . 6 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.7 72.1 82.8 91.2 56.2 69.3 73.7 84.0 Old : 62.7 72.1 82.8 91.2 56.2 69.3 73.7 84.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 Disaggregated Commitments of Traders - Futures Only, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 50 Megawatt Hours) : : : Positions : All : 149,158: 120,751 111,521 1,015 16,781 10,688 8,230 480 5,159 300 1,938 2,532: 483 59 Old : 149,158: 120,751 111,521 1,015 16,781 10,688 8,230 480 5,159 300 1,938 2,532: 483 59 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 3,371: 2,278 1,083 -702 877 1,118 277 -545 220 -50 380 238: -8 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.0 74.8 0.7 11.3 7.2 5.5 0.3 3.5 0.2 1.3 1.7: 0.3 0.0 Old : 100.0: 81.0 74.8 0.7 11.3 7.2 5.5 0.3 3.5 0.2 1.3 1.7: 0.3 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 48: 28 31 . . 4 5 . 4 . . 4: Old : 48: 28 31 . . 4 5 . 4 . . 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.2 49.9 64.1 67.1 32.1 38.5 43.7 48.6 Old : 39.2 49.9 64.1 67.1 32.1 38.5 43.7 48.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 Disaggregated Commitments of Traders - Futures Only, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 400 Megawatt Hours) : : : Positions : All : 58,159: 46,716 38,689 5,337 8,750 4,706 898 4,102 327 75 1,450 100: 0 35 Old : 58,159: 46,716 38,689 5,337 8,750 4,706 898 4,102 327 75 1,450 100: 0 35 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 1,195: 925 478 -290 65 325 183 175 27 0 100 25: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.3 66.5 9.2 15.0 8.1 1.5 7.1 0.6 0.1 2.5 0.2: 0.0 0.1 Old : 100.0: 80.3 66.5 9.2 15.0 8.1 1.5 7.1 0.6 0.1 2.5 0.2: 0.0 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 41: 21 19 . . . 4 . 4 . 4 .: Old : 41: 21 19 . . . 4 . 4 . 4 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 67.1 71.0 86.7 87.6 64.2 58.7 74.8 74.1 Old : 67.1 71.0 86.7 87.6 64.2 58.7 74.8 74.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 Disaggregated Commitments of Traders - Futures Only, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 25 Megawatt Hours) : : : Positions : All : 30,136: 26,318 24,620 3,719 5,067 24 0 75 0 75 350 0: 0 0 Old : 30,136: 26,318 24,620 3,719 5,067 24 0 75 0 75 350 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 844: 920 705 -175 -110 24 0 75 0 75 150 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.3 81.7 12.3 16.8 0.1 0.0 0.2 0.0 0.2 1.2 0.0: 0.0 0.0 Old : 100.0: 87.3 81.7 12.3 16.8 0.1 0.0 0.2 0.0 0.2 1.2 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 7 14 . . . 0 . 0 . . 0: Old : 26: 7 14 . . . 0 . 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 84.6 80.5 99.4 94.0 83.7 71.7 90.3 85.1 Old : 84.6 80.5 99.4 94.0 83.7 71.7 90.3 85.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A Disaggregated Commitments of Traders - Futures Only, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50 Mwh : : : Positions : All : 68,437: 41,855 44,124 956 10,771 6,695 17,163 400 225 600 5,322 798: 145 102 Old : 68,437: 41,855 44,124 956 10,771 6,695 17,163 400 225 600 5,322 798: 145 102 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : -635: 805 110 -520 -485 -445 -660 0 185 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.2 64.5 1.4 15.7 9.8 25.1 0.6 0.3 0.9 7.8 1.2: 0.2 0.1 Old : 100.0: 61.2 64.5 1.4 15.7 9.8 25.1 0.6 0.3 0.9 7.8 1.2: 0.2 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 36: 20 20 . . 4 4 . . . . .: Old : 36: 20 20 . . 4 4 . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.0 53.9 75.6 74.9 51.5 45.1 62.1 56.9 Old : 56.0 53.9 75.6 74.9 51.5 45.1 62.1 56.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B Disaggregated Commitments of Traders - Futures Only, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 90,242: 51,622 48,652 1,516 31,823 3,283 31,142 950 250 800 3,667 1,528: 101 89 Old : 90,242: 51,622 48,652 1,516 31,823 3,283 31,142 950 250 800 3,667 1,528: 101 89 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : -610: 1,555 -127 -83 402 -1,145 -950 110 150 0 0 0: -137 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.2 53.9 1.7 35.3 3.6 34.5 1.1 0.3 0.9 4.1 1.7: 0.1 0.1 Old : 100.0: 57.2 53.9 1.7 35.3 3.6 34.5 1.1 0.3 0.9 4.1 1.7: 0.1 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 40: 22 23 . . 4 . 4 . . . .: Old : 40: 22 23 . . 4 . 4 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.5 58.9 71.1 78.1 50.1 50.8 63.9 66.0 Old : 51.5 58.9 71.1 78.1 50.1 50.8 63.9 66.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C Disaggregated Commitments of Traders - Futures Only, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 75,154: 56,337 54,618 14,273 18,782 205 1,855 25 0 645 0 1,345: 494 179 Old : 75,154: 56,337 54,618 14,273 18,782 205 1,855 25 0 645 0 1,345: 494 179 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : -300: 1,187 290 10 -590 0 0 0 0 -1,497 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.0 72.7 19.0 25.0 0.3 2.5 0.0 0.0 0.9 0.0 1.8: 0.7 0.2 Old : 100.0: 75.0 72.7 19.0 25.0 0.3 2.5 0.0 0.0 0.9 0.0 1.8: 0.7 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 38: 23 21 . . . . . 0 . 0 .: Old : 38: 23 21 . . . . . 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.5 69.2 72.4 81.3 49.0 69.0 69.7 78.9 Old : 49.5 69.2 72.4 81.3 49.0 69.0 69.7 78.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F Disaggregated Commitments of Traders - Futures Only, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 107,922: 76,833 69,434 24,945 36,288 263 2,055 125 0 1,710 0 1,702: 414 110 Old : 107,922: 76,833 69,434 24,945 36,288 263 2,055 125 0 1,710 0 1,702: 414 110 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 382: 1,386 1,190 517 -808 0 0 0 0 -1,521 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.2 64.3 23.1 33.6 0.2 1.9 0.1 0.0 1.6 0.0 1.6: 0.4 0.1 Old : 100.0: 71.2 64.3 23.1 33.6 0.2 1.9 0.1 0.0 1.6 0.0 1.6: 0.4 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 42: 24 23 . . 4 . . 0 . 0 .: Old : 42: 24 23 . . 4 . . 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.4 66.6 72.3 81.9 49.2 66.5 69.9 80.4 Old : 49.4 66.6 72.3 81.9 49.2 66.5 69.9 80.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K Disaggregated Commitments of Traders - Futures Only, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 48,055: 35,695 46,615 10,930 0 1,105 0 0 0 25 0 0: 300 335 Old : 48,055: 35,695 46,615 10,930 0 1,105 0 0 0 25 0 0: 300 335 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 1,360: 850 1,725 615 0 -60 0 0 0 -25 0 0: -20 -305 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.3 97.0 22.7 0.0 2.3 0.0 0.0 0.0 0.1 0.0 0.0: 0.6 0.7 Old : 100.0: 74.3 97.0 22.7 0.0 2.3 0.0 0.0 0.0 0.1 0.0 0.0: 0.6 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 18 17 . 0 . 0 0 0 . 0 0: Old : 29: 18 17 . 0 . 0 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.3 91.2 89.3 96.9 63.6 84.8 80.6 87.2 Old : 66.3 91.2 89.3 96.9 63.6 84.8 80.6 87.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L Disaggregated Commitments of Traders - Futures Only, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50 Mwh : : : Positions : All : 24,989: 21,508 20,467 520 1,826 2,356 0 300 0 50 0 0: 555 40 Old : 24,989: 21,508 20,467 520 1,826 2,356 0 300 0 50 0 0: 555 40 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 1,601: 1,755 525 -899 53 822 0 300 0 0 0 0: -77 -99 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.1 81.9 2.1 7.3 9.4 0.0 1.2 0.0 0.2 0.0 0.0: 2.2 0.2 Old : 100.0: 86.1 81.9 2.1 7.3 9.4 0.0 1.2 0.0 0.2 0.0 0.0: 2.2 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 18 17 . . . 0 . 0 . 0 0: Old : 25: 18 17 . . . 0 . 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.1 55.5 73.3 80.9 33.9 39.2 42.5 46.6 Old : 49.1 55.5 73.3 80.9 33.9 39.2 42.5 46.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N Disaggregated Commitments of Traders - Futures Only, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800 Mwh : : : Positions : All : 12,010: 6,815 11,910 3,980 0 100 250 0 0 775 0 0: 90 0 Old : 12,010: 6,815 11,910 3,980 0 100 250 0 0 775 0 0: 90 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : -595: -320 -170 50 0 -100 0 0 0 -25 0 0: -200 -325 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.7 99.2 33.1 0.0 0.8 2.1 0.0 0.0 6.5 0.0 0.0: 0.7 0.0 Old : 100.0: 56.7 99.2 33.1 0.0 0.8 2.1 0.0 0.0 6.5 0.0 0.0: 0.7 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 12 10 . 0 . . 0 0 . 0 0: Old : 21: 12 10 . 0 . . 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.9 88.4 78.7 97.9 57.0 76.1 71.3 79.9 Old : 61.9 88.4 78.7 97.9 57.0 76.1 71.3 79.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R Disaggregated Commitments of Traders - Futures Only, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800 Mwh : : : Positions : All : 70,666: 50,444 39,203 4,010 12,806 6,254 991 861 567 5,670 8,422 2,420: 310 133 Old : 70,666: 50,444 39,203 4,010 12,806 6,254 991 861 567 5,670 8,422 2,420: 310 133 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : -1,640: -1,111 -1,323 70 -231 16 -310 159 -48 -178 -264 73: -152 -22 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.4 55.5 5.7 18.1 8.9 1.4 1.2 0.8 8.0 11.9 3.4: 0.4 0.2 Old : 100.0: 71.4 55.5 5.7 18.1 8.9 1.4 1.2 0.8 8.0 11.9 3.4: 0.4 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 55: 29 29 . . . 5 . 5 5 5 8: Old : 55: 29 29 . . . 5 . 5 5 5 8: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.4 56.9 64.6 71.1 24.7 39.4 39.3 44.4 Old : 40.4 56.9 64.6 71.1 24.7 39.4 39.3 44.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT NORTH 345KV DA PK DLY FI - ICE FUTURES ENERGY DIV Code-0643A5 Disaggregated Commitments of Traders - Futures Only, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 7,050: 6,950 4,150 0 650 0 0 150 0 0 1,950 100: 0 50 Old : 7,050: 6,950 4,150 0 650 0 0 150 0 0 1,950 100: 0 50 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : -1,150: -900 -1,400 0 -50 0 0 0 0 -200 300 0: -50 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 98.6 58.9 0.0 9.2 0.0 0.0 2.1 0.0 0.0 27.7 1.4: 0.0 0.7 Old : 100.0: 98.6 58.9 0.0 9.2 0.0 0.0 2.1 0.0 0.0 27.7 1.4: 0.0 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 8 10 0 . 0 0 . 0 0 5 .: Old : 24: 8 10 0 . 0 0 . 0 0 5 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 90.1 56.0 99.3 80.9 79.4 56.0 87.2 75.9 Old : 90.1 56.0 99.3 80.9 79.4 56.0 87.2 75.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 Disaggregated Commitments of Traders - Futures Only, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 18,891: 17,166 11,244 50 4,006 609 150 525 0 0 1,565 600: 316 342 Old : 18,891: 17,166 11,244 50 4,006 609 150 525 0 0 1,565 600: 316 342 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 1,729: 1,895 1,810 50 129 -210 100 0 0 0 170 -100: -6 -70 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 90.9 59.5 0.3 21.2 3.2 0.8 2.8 0.0 0.0 8.3 3.2: 1.7 1.8 Old : 100.0: 90.9 59.5 0.3 21.2 3.2 0.8 2.8 0.0 0.0 8.3 3.2: 1.7 1.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 16 17 . . . . . 0 0 . .: Old : 29: 16 17 . . . . . 0 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.3 46.1 75.2 66.0 46.5 39.1 59.9 52.6 Old : 53.3 46.1 75.2 66.0 46.5 39.1 59.9 52.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ Disaggregated Commitments of Traders - Futures Only, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 60,258: 48,978 58,013 8,710 0 2,025 0 0 0 405 0 0: 140 220 Old : 60,258: 48,978 58,013 8,710 0 2,025 0 0 0 405 0 0: 140 220 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 97: 627 835 160 0 -470 0 0 0 -50 0 0: -170 -268 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.3 96.3 14.5 0.0 3.4 0.0 0.0 0.0 0.7 0.0 0.0: 0.2 0.4 Old : 100.0: 81.3 96.3 14.5 0.0 3.4 0.0 0.0 0.0 0.7 0.0 0.0: 0.2 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 19 20 . 0 . 0 0 0 . 0 0: Old : 32: 19 20 . 0 . 0 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.3 82.8 88.4 95.3 59.8 79.0 76.7 81.0 Old : 64.3 82.8 88.4 95.3 59.8 79.0 76.7 81.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 Disaggregated Commitments of Traders - Futures Only, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800 Mwh : : : Positions : All : 36,437: 31,188 23,152 229 10,052 2,053 1,300 895 80 812 0 135: 640 70 Old : 36,437: 31,188 23,152 229 10,052 2,053 1,300 895 80 812 0 135: 640 70 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : -1,797: -2,102 -2,145 -100 -191 501 -150 315 0 305 0 -155: -96 -122 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.6 63.5 0.6 27.6 5.6 3.6 2.5 0.2 2.2 0.0 0.4: 1.8 0.2 Old : 100.0: 85.6 63.5 0.6 27.6 5.6 3.6 2.5 0.2 2.2 0.0 0.4: 1.8 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 19 22 . . . . . . . 0 .: Old : 34: 19 22 . . . . . . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.0 47.8 78.6 70.0 38.9 42.2 50.6 54.2 Old : 55.0 47.8 78.6 70.0 38.9 42.2 50.6 54.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC Disaggregated Commitments of Traders - Futures Only, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 68,827: 57,107 64,247 4,648 535 3,545 25 0 0 3,034 200 0: 468 300 Old : 68,827: 57,107 64,247 4,648 535 3,545 25 0 0 3,034 200 0: 468 300 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 2,216: 2,181 2,216 20 0 0 0 0 0 15 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.0 93.3 6.8 0.8 5.2 0.0 0.0 0.0 4.4 0.3 0.0: 0.7 0.4 Old : 100.0: 83.0 93.3 6.8 0.8 5.2 0.0 0.0 0.0 4.4 0.3 0.0: 0.7 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 20 17 . . . . 0 0 . . 0: Old : 30: 20 17 . . . . 0 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.4 88.9 77.0 96.9 54.8 83.4 70.2 85.0 Old : 58.4 88.9 77.0 96.9 54.8 83.4 70.2 85.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE Disaggregated Commitments of Traders - Futures Only, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 75,684: 62,377 66,039 6,368 3,210 2,490 25 0 0 3,541 3,800 60: 823 85 Old : 75,684: 62,377 66,039 6,368 3,210 2,490 25 0 0 3,541 3,800 60: 823 85 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 2,443: 2,463 2,133 -25 50 0 0 0 0 -55 200 60: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.4 87.3 8.4 4.2 3.3 0.0 0.0 0.0 4.7 5.0 0.1: 1.1 0.1 Old : 100.0: 82.4 87.3 8.4 4.2 3.3 0.0 0.0 0.0 4.7 5.0 0.1: 1.1 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 20 17 . . . . 0 0 . . .: Old : 32: 20 17 . . . . 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.4 78.9 76.8 95.2 50.1 73.1 65.9 80.5 Old : 56.4 78.9 76.8 95.2 50.1 73.1 65.9 80.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF Disaggregated Commitments of Traders - Futures Only, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50MWh : : : Positions : All : 93,709: 76,575 85,706 10,846 3,319 2,462 513 0 647 2,255 1,175 345: 66 55 Old : 93,709: 76,575 85,706 10,846 3,319 2,462 513 0 647 2,255 1,175 345: 66 55 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 1,174: 1,119 1,154 0 0 0 -20 0 20 55 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.7 91.5 11.6 3.5 2.6 0.5 0.0 0.7 2.4 1.3 0.4: 0.1 0.1 Old : 100.0: 81.7 91.5 11.6 3.5 2.6 0.5 0.0 0.7 2.4 1.3 0.4: 0.1 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 39: 19 26 . . . . 0 . . . .: Old : 39: 19 26 . . . . 0 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.5 54.1 78.6 78.6 63.7 50.9 75.0 69.2 Old : 64.5 54.1 78.6 78.6 63.7 50.9 75.0 69.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG Disaggregated Commitments of Traders - Futures Only, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 116,012: 95,044 102,473 11,444 3,840 3,918 231 708 979 2,585 2,438 1,640: 171 16 Old : 116,012: 95,044 102,473 11,444 3,840 3,918 231 708 979 2,585 2,438 1,640: 171 16 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 1,994: 1,828 2,012 11 -19 19 -54 -13 4 -205 -386 376: 15 1 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.9 88.3 9.9 3.3 3.4 0.2 0.6 0.8 2.2 2.1 1.4: 0.1 0.0 Old : 100.0: 81.9 88.3 9.9 3.3 3.4 0.2 0.6 0.8 2.2 2.1 1.4: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 52: 19 28 . . . . 5 . . 6 .: Old : 52: 19 28 . . . . 5 . . 6 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.9 51.3 77.6 76.4 57.8 49.1 69.1 63.9 Old : 59.9 51.3 77.6 76.4 57.8 49.1 69.1 63.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM Disaggregated Commitments of Traders - Futures Only, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :400MWh : : : Positions : All : 53,435: 44,855 48,860 6,105 930 2,475 0 650 0 0 475 0: 0 45 Old : 53,435: 44,855 48,860 6,105 930 2,475 0 650 0 0 475 0: 0 45 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 1,510: 2,475 3,175 200 -750 -1,165 0 200 0 0 50 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.9 91.4 11.4 1.7 4.6 0.0 1.2 0.0 0.0 0.9 0.0: 0.0 0.1 Old : 100.0: 83.9 91.4 11.4 1.7 4.6 0.0 1.2 0.0 0.0 0.9 0.0: 0.0 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 14 12 . . . 0 . 0 0 4 0: Old : 29: 14 12 . . . 0 . 0 0 4 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 84.4 87.1 97.3 95.1 82.4 84.8 92.8 90.5 Old : 84.4 87.1 97.3 95.1 82.4 84.8 92.8 90.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR Disaggregated Commitments of Traders - Futures Only, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :25MWh : : : Positions : All : 40,095: 33,660 37,805 4,520 0 1,915 0 0 0 0 375 0: 0 0 Old : 40,095: 33,660 37,805 4,520 0 1,915 0 0 0 0 375 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 300: 225 225 75 0 0 0 0 0 0 75 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.0 94.3 11.3 0.0 4.8 0.0 0.0 0.0 0.0 0.9 0.0: 0.0 0.0 Old : 100.0: 84.0 94.3 11.3 0.0 4.8 0.0 0.0 0.0 0.0 0.9 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 10 8 . 0 . 0 0 0 0 . 0: Old : 21: 10 8 . 0 . 0 0 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 82.6 95.1 97.8 98.6 79.5 90.6 93.0 93.2 Old : 82.6 95.1 97.8 98.6 79.5 90.6 93.0 93.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS Disaggregated Commitments of Traders - Futures Only, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50MWh : : : Positions : All : 56,078: 44,547 53,053 7,343 0 2,048 800 60 350 638 497 70: 282 0 Old : 56,078: 44,547 53,053 7,343 0 2,048 800 60 350 638 497 70: 282 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : -1,188: -850 -999 -135 0 -168 0 0 0 -14 -25 4: -25 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.4 94.6 13.1 0.0 3.7 1.4 0.1 0.6 1.1 0.9 0.1: 0.5 0.0 Old : 100.0: 79.4 94.6 13.1 0.0 3.7 1.4 0.1 0.6 1.1 0.9 0.1: 0.5 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 18 21 . 0 . . . . . . .: Old : 29: 18 21 . 0 . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.2 83.3 75.9 91.1 44.3 76.9 65.6 79.4 Old : 51.2 83.3 75.9 91.1 44.3 76.9 65.6 79.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT Disaggregated Commitments of Traders - Futures Only, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800 MWh : : : Positions : All : 55,003: 34,653 51,627 7,920 365 1,473 8,645 0 710 714 0 635: 253 193 Old : 55,003: 34,653 51,627 7,920 365 1,473 8,645 0 710 714 0 635: 253 193 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : -315: 19 -364 -376 5 -15 0 0 0 -33 -61 53: 37 67 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.0 93.9 14.4 0.7 2.7 15.7 0.0 1.3 1.3 0.0 1.2: 0.5 0.4 Old : 100.0: 63.0 93.9 14.4 0.7 2.7 15.7 0.0 1.3 1.3 0.0 1.2: 0.5 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 20 20 . . . 4 0 . . 0 .: Old : 32: 20 20 . . . 4 0 . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.1 68.2 79.3 82.0 57.3 63.4 73.8 75.7 Old : 59.1 68.2 79.3 82.0 57.3 63.4 73.8 75.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW Disaggregated Commitments of Traders - Futures Only, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 33,781: 18,344 32,745 14,838 0 263 0 620 80 130 0 0: 126 73 Old : 33,781: 18,344 32,745 14,838 0 263 0 620 80 130 0 0: 126 73 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 957: 217 402 555 0 185 0 360 0 0 0 0: 0 10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.3 96.9 43.9 0.0 0.8 0.0 1.8 0.2 0.4 0.0 0.0: 0.4 0.2 Old : 100.0: 54.3 96.9 43.9 0.0 0.8 0.0 1.8 0.2 0.4 0.0 0.0: 0.4 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 13 13 4 0 . 0 . . . 0 0: Old : 24: 13 13 4 0 . 0 . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.7 88.3 78.2 95.0 58.8 85.1 76.1 88.5 Old : 59.7 88.3 78.2 95.0 58.8 85.1 76.1 88.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX Disaggregated Commitments of Traders - Futures Only, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50MWh : : : Positions : All : 30,435: 17,915 29,410 11,915 0 265 0 740 0 35 0 0: 305 20 Old : 30,435: 17,915 29,410 11,915 0 265 0 740 0 35 0 0: 305 20 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 660: 120 120 360 0 180 0 360 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.9 96.6 39.1 0.0 0.9 0.0 2.4 0.0 0.1 0.0 0.0: 1.0 0.1 Old : 100.0: 58.9 96.6 39.1 0.0 0.9 0.0 2.4 0.0 0.1 0.0 0.0: 1.0 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 13 12 4 0 . 0 . 0 . 0 0: Old : 24: 13 12 4 0 . 0 . 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.9 89.8 81.3 95.4 59.3 86.2 79.5 90.3 Old : 60.9 89.8 81.3 95.4 59.3 86.2 79.5 90.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY Disaggregated Commitments of Traders - Futures Only, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 28,066: 23,309 25,470 2,664 170 882 703 890 75 0 215 125: 308 239 Old : 28,066: 23,309 25,470 2,664 170 882 703 890 75 0 215 125: 308 239 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 183: 296 455 -30 0 -10 0 0 0 0 25 -30: -43 -257 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.1 90.8 9.5 0.6 3.1 2.5 3.2 0.3 0.0 0.8 0.4: 1.1 0.9 Old : 100.0: 83.1 90.8 9.5 0.6 3.1 2.5 3.2 0.3 0.0 0.8 0.4: 1.1 0.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 16 19 . . . . . . 0 . .: Old : 31: 16 19 . . . . . . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 72.6 58.4 88.4 76.2 70.6 57.5 84.3 73.7 Old : 72.6 58.4 88.4 76.2 70.6 57.5 84.3 73.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ Disaggregated Commitments of Traders - Futures Only, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50 Mwh : : : Positions : All : 21,134: 17,515 19,869 2,845 0 75 125 800 0 0 250 0: 574 140 Old : 21,134: 17,515 19,869 2,845 0 75 125 800 0 0 250 0: 574 140 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 80: 30 55 50 0 0 0 0 0 0 25 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.9 94.0 13.5 0.0 0.4 0.6 3.8 0.0 0.0 1.2 0.0: 2.7 0.7 Old : 100.0: 82.9 94.0 13.5 0.0 0.4 0.6 3.8 0.0 0.0 1.2 0.0: 2.7 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 13 16 . 0 . . . 0 0 . 0: Old : 24: 13 16 . 0 . . . 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 76.8 73.7 92.4 89.6 75.3 70.0 85.6 83.9 Old : 76.8 73.7 92.4 89.6 75.3 70.0 85.6 83.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 Disaggregated Commitments of Traders - Futures Only, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 47,098: 39,388 33,205 3,294 9,255 632 2,578 2,729 623 480 650 0: 103 4 Old : 47,098: 39,388 33,205 3,294 9,255 632 2,578 2,729 623 480 650 0: 103 4 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 850: 212 -906 142 274 52 321 978 53 60 400 0: 10 -1 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.6 70.5 7.0 19.7 1.3 5.5 5.8 1.3 1.0 1.4 0.0: 0.2 0.0 Old : 100.0: 83.6 70.5 7.0 19.7 1.3 5.5 5.8 1.3 1.0 1.4 0.0: 0.2 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 40: 21 24 . . . . . . . . 0: Old : 40: 21 24 . . . . . . . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.5 51.8 74.6 69.7 35.9 47.8 52.4 57.9 Old : 53.5 51.8 74.6 69.7 35.9 47.8 52.4 57.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 Disaggregated Commitments of Traders - Futures Only, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50MWh : : : Positions : All : 38,063: 33,088 23,720 2,130 12,888 965 1,240 160 180 0 0 0: 460 150 Old : 38,063: 33,088 23,720 2,130 12,888 965 1,240 160 180 0 0 0: 460 150 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : -185: -230 -440 -300 50 185 150 20 0 0 0 0: 10 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.9 62.3 5.6 33.9 2.5 3.3 0.4 0.5 0.0 0.0 0.0: 1.2 0.4 Old : 100.0: 86.9 62.3 5.6 33.9 2.5 3.3 0.4 0.5 0.0 0.0 0.0: 1.2 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 17 17 . . . . . . 0 0 0: Old : 27: 17 17 . . . . . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.2 63.6 81.5 83.8 47.6 60.7 62.6 71.7 Old : 63.2 63.6 81.5 83.8 47.6 60.7 62.6 71.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB Disaggregated Commitments of Traders - Futures Only, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :400MWh : : : Positions : All : 18,386: 11,031 15,935 4,744 0 2,326 125 0 25 0 100 0: 135 0 Old : 18,386: 11,031 15,935 4,744 0 2,326 125 0 25 0 100 0: 135 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 575: 400 550 0 0 25 125 0 25 0 -25 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.0 86.7 25.8 0.0 12.7 0.7 0.0 0.1 0.0 0.5 0.0: 0.7 0.0 Old : 100.0: 60.0 86.7 25.8 0.0 12.7 0.7 0.0 0.1 0.0 0.5 0.0: 0.7 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 13 11 . 0 . . 0 . 0 . 0: Old : 22: 13 11 . 0 . . 0 . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 72.8 84.0 88.3 95.3 60.2 75.3 73.5 80.3 Old : 72.8 84.0 88.3 95.3 60.2 75.3 73.5 80.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ Disaggregated Commitments of Traders - Futures Only, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 14,442: 10,898 12,717 1,294 205 570 0 100 0 930 100 750: 0 0 Old : 14,442: 10,898 12,717 1,294 205 570 0 100 0 930 100 750: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 0: 906 0 0 0 0 0 0 0 -906 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.5 88.1 9.0 1.4 3.9 0.0 0.7 0.0 6.4 0.7 5.2: 0.0 0.0 Old : 100.0: 75.5 88.1 9.0 1.4 3.9 0.0 0.7 0.0 6.4 0.7 5.2: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 13 8 . . . 0 . 0 . . .: Old : 21: 13 8 . . . 0 . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.7 87.2 87.3 96.7 53.1 84.1 76.6 86.9 Old : 59.7 87.2 87.3 96.7 53.1 84.1 76.6 86.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK Disaggregated Commitments of Traders - Futures Only, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 16,905: 13,632 13,283 1,126 5 742 0 1,800 0 430 100 975: 0 0 Old : 16,905: 13,632 13,283 1,126 5 742 0 1,800 0 430 100 975: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 0: 954 0 0 0 0 0 0 0 -954 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.6 78.6 6.7 0.0 4.4 0.0 10.6 0.0 2.5 0.6 5.8: 0.0 0.0 Old : 100.0: 80.6 78.6 6.7 0.0 4.4 0.0 10.6 0.0 2.5 0.6 5.8: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 13 10 . . . 0 . 0 . . .: Old : 23: 13 10 . . . 0 . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.0 81.8 83.8 94.5 51.6 80.9 73.3 84.9 Old : 58.0 81.8 83.8 94.5 51.6 80.9 73.3 84.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ Disaggregated Commitments of Traders - Futures Only, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 23,263: 12,326 15,585 8,910 5,142 125 0 25 0 1,025 1,635 705: 172 46 Old : 23,263: 12,326 15,585 8,910 5,142 125 0 25 0 1,025 1,635 705: 172 46 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 1,530: 2,430 1,430 -900 0 0 0 0 0 -100 0 100: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.0 67.0 38.3 22.1 0.5 0.0 0.1 0.0 4.4 7.0 3.0: 0.7 0.2 Old : 100.0: 53.0 67.0 38.3 22.1 0.5 0.0 0.1 0.0 4.4 7.0 3.0: 0.7 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 15 14 . . . 0 . 0 . . .: Old : 29: 15 14 . . . 0 . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 69.5 53.1 87.7 85.1 68.5 48.4 79.6 75.3 Old : 69.5 53.1 87.7 85.1 68.5 48.4 79.6 75.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 Disaggregated Commitments of Traders - Futures Only, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 22,147: 11,357 14,610 8,948 5,112 125 0 25 0 880 1,585 650: 187 40 Old : 22,147: 11,357 14,610 8,948 5,112 125 0 25 0 880 1,585 650: 187 40 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 1,560: 2,630 1,430 -925 0 0 0 0 0 -275 0 130: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.3 66.0 40.4 23.1 0.6 0.0 0.1 0.0 4.0 7.2 2.9: 0.8 0.2 Old : 100.0: 51.3 66.0 40.4 23.1 0.6 0.0 0.1 0.0 4.0 7.2 2.9: 0.8 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 14 12 . . . 0 . 0 . . .: Old : 27: 14 12 . . . 0 . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 72.4 53.7 88.7 85.8 69.5 49.8 80.5 76.5 Old : 72.4 53.7 88.7 85.8 69.5 49.8 80.5 76.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 Disaggregated Commitments of Traders - Futures Only, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 57,789: 37,058 53,684 10,945 0 2,285 675 0 0 5,115 375 1,445: 266 0 Old : 57,789: 37,058 53,684 10,945 0 2,285 675 0 0 5,115 375 1,445: 266 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.1 92.9 18.9 0.0 4.0 1.2 0.0 0.0 8.9 0.6 2.5: 0.5 0.0 Old : 100.0: 64.1 92.9 18.9 0.0 4.0 1.2 0.0 0.0 8.9 0.6 2.5: 0.5 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 17 12 4 0 . . 0 0 . . .: Old : 30: 17 12 4 0 . . 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.6 83.8 79.9 96.1 54.5 77.0 71.8 83.5 Old : 60.6 83.8 79.9 96.1 54.5 77.0 71.8 83.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 Disaggregated Commitments of Traders - Futures Only, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 56,825: 36,668 53,150 10,834 0 1,845 675 0 0 5,565 865 955: 283 10 Old : 56,825: 36,668 53,150 10,834 0 1,845 675 0 0 5,565 865 955: 283 10 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 17: 0 0 0 0 17 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.5 93.5 19.1 0.0 3.2 1.2 0.0 0.0 9.8 1.5 1.7: 0.5 0.0 Old : 100.0: 64.5 93.5 19.1 0.0 3.2 1.2 0.0 0.0 9.8 1.5 1.7: 0.5 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 17 12 4 0 . . 0 0 . . .: Old : 30: 17 12 4 0 . . 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.6 85.0 79.6 95.0 56.7 78.0 73.0 84.1 Old : 60.6 85.0 79.6 95.0 56.7 78.0 73.0 84.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB Disaggregated Commitments of Traders - Futures Only, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 122,958: 106,239 85,266 8,960 20,880 1,548 955 1,250 310 4,340 13,455 210: 396 39 Old : 122,958: 106,239 85,266 8,960 20,880 1,548 955 1,250 310 4,340 13,455 210: 396 39 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 973: 3,975 863 0 -515 375 0 0 0 -3,370 265 -15: 8 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.4 69.3 7.3 17.0 1.3 0.8 1.0 0.3 3.5 10.9 0.2: 0.3 0.0 Old : 100.0: 86.4 69.3 7.3 17.0 1.3 0.8 1.0 0.3 3.5 10.9 0.2: 0.3 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 50: 30 25 . 4 4 . . . 4 . .: Old : 50: 30 25 . 4 4 . . . 4 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.2 50.4 64.4 79.4 44.1 50.0 57.4 66.2 Old : 44.2 50.4 64.4 79.4 44.1 50.0 57.4 66.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC Disaggregated Commitments of Traders - Futures Only, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :352 MWh : : : Positions : All : 134,520: 117,474 91,354 10,450 25,895 916 1,525 940 800 2,880 13,955 335: 140 325 Old : 134,520: 117,474 91,354 10,450 25,895 916 1,525 940 800 2,880 13,955 335: 140 325 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 836: 4,346 1,036 0 -450 150 0 -250 0 -3,445 565 -215: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.3 67.9 7.8 19.2 0.7 1.1 0.7 0.6 2.1 10.4 0.2: 0.1 0.2 Old : 100.0: 87.3 67.9 7.8 19.2 0.7 1.1 0.7 0.6 2.1 10.4 0.2: 0.1 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 53: 34 25 . 4 . . . . . . .: Old : 53: 34 25 . 4 . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.4 47.8 64.8 78.3 47.2 43.9 59.5 69.5 Old : 47.4 47.8 64.8 78.3 47.2 43.9 59.5 69.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF Disaggregated Commitments of Traders - Futures Only, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 267,366: 169,330 188,511 37,631 6,338 24,639 11,573 24,549 9,538 6,424 6,191 7,516: 715 84 Old : 267,366: 169,330 188,511 37,631 6,338 24,639 11,573 24,549 9,538 6,424 6,191 7,516: 715 84 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 6,570: 3,397 5,693 -1,523 -344 1,623 905 -727 768 2,489 637 -1,103: 14 23 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.3 70.5 14.1 2.4 9.2 4.3 9.2 3.6 2.4 2.3 2.8: 0.3 0.0 Old : 100.0: 63.3 70.5 14.1 2.4 9.2 4.3 9.2 3.6 2.4 2.3 2.8: 0.3 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 84: 39 38 . . 4 7 11 11 10 8 11: Old : 84: 39 38 . . 4 7 11 11 10 8 11: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.7 41.4 58.6 60.3 28.0 30.5 39.0 38.2 Old : 40.7 41.4 58.6 60.3 28.0 30.5 39.0 38.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL Disaggregated Commitments of Traders - Futures Only, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 21,420: 13,934 20,230 2,525 695 245 530 0 0 3,845 0 230: 111 20 Old : 21,420: 13,934 20,230 2,525 695 245 530 0 0 3,845 0 230: 111 20 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 620: 1,165 635 0 0 0 0 0 0 -585 -25 0: 40 10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.1 94.4 11.8 3.2 1.1 2.5 0.0 0.0 18.0 0.0 1.1: 0.5 0.1 Old : 100.0: 65.1 94.4 11.8 3.2 1.1 2.5 0.0 0.0 18.0 0.0 1.1: 0.5 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 19 8 . . . . 0 0 . 0 .: Old : 26: 19 8 . . . . 0 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.7 93.7 78.1 99.0 53.1 85.9 75.7 89.6 Old : 53.7 93.7 78.1 99.0 53.1 85.9 75.7 89.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM Disaggregated Commitments of Traders - Futures Only, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 20,247: 12,511 18,722 2,427 0 520 0 790 10 4,375 0 195: 209 10 Old : 20,247: 12,511 18,722 2,427 0 520 0 790 10 4,375 0 195: 209 10 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 595: 1,138 620 0 0 0 0 0 0 -253 0 -25: -265 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.8 92.5 12.0 0.0 2.6 0.0 3.9 0.0 21.6 0.0 1.0: 1.0 0.0 Old : 100.0: 61.8 92.5 12.0 0.0 2.6 0.0 3.9 0.0 21.6 0.0 1.0: 1.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 16 9 . 0 . 0 . . . 0 .: Old : 24: 16 9 . 0 . 0 . . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.2 92.3 79.6 98.6 56.6 86.2 78.3 88.5 Old : 57.2 92.3 79.6 98.6 56.6 86.2 78.3 88.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA Disaggregated Commitments of Traders - Futures Only, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 38,504: 31,006 27,354 2,180 3,095 60 0 2,925 775 0 0 0: 4,483 4,295 Old : 38,504: 31,006 27,354 2,180 3,095 60 0 2,925 775 0 0 0: 4,483 4,295 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 1,440: 1,520 1,950 130 0 -20 0 -200 150 0 0 0: -340 -440 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.5 71.0 5.7 8.0 0.2 0.0 7.6 2.0 0.0 0.0 0.0: 11.6 11.2 Old : 100.0: 80.5 71.0 5.7 8.0 0.2 0.0 7.6 2.0 0.0 0.0 0.0: 11.6 11.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 14 17 . . . 0 . . 0 0 0: Old : 23: 14 17 . . . 0 . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 75.4 46.1 84.2 72.5 72.6 43.9 75.4 67.2 Old : 75.4 46.1 84.2 72.5 72.6 43.9 75.4 67.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB Disaggregated Commitments of Traders - Futures Only, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 35,397: 29,202 26,580 1,930 2,980 120 0 1,740 575 0 0 0: 3,570 3,402 Old : 35,397: 29,202 26,580 1,930 2,980 120 0 1,740 575 0 0 0: 3,570 3,402 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 1,040: 1,210 1,440 130 0 -10 0 -100 0 0 0 0: -290 -290 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.5 75.1 5.5 8.4 0.3 0.0 4.9 1.6 0.0 0.0 0.0: 10.1 9.6 Old : 100.0: 82.5 75.1 5.5 8.4 0.3 0.0 4.9 1.6 0.0 0.0 0.0: 10.1 9.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 13 19 . . . 0 . . 0 0 0: Old : 23: 13 19 . . . 0 . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 78.1 44.1 86.3 72.6 75.4 43.6 78.0 66.3 Old : 78.1 44.1 86.3 72.6 75.4 43.6 78.0 66.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI Disaggregated Commitments of Traders - Futures Only, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 23,828: 7,018 16,246 11,733 1,710 1,365 525 1,660 330 600 0 200: 2,057 2,317 Old : 23,828: 7,018 16,246 11,733 1,710 1,365 525 1,660 330 600 0 200: 2,057 2,317 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 875: 875 875 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.5 68.2 49.2 7.2 5.7 2.2 7.0 1.4 2.5 0.0 0.8: 8.6 9.7 Old : 100.0: 29.5 68.2 49.2 7.2 5.7 2.2 7.0 1.4 2.5 0.0 0.8: 8.6 9.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 10 10 . . . . . . . 0 .: Old : 20: 10 10 . . . . . . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 75.7 59.7 86.7 82.5 70.8 56.4 76.1 75.1 Old : 75.7 59.7 86.7 82.5 70.8 56.4 76.1 75.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO Disaggregated Commitments of Traders - Futures Only, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 23,579: 12,041 9,620 829 2,280 3,885 0 970 6,000 0 0 0: 824 824 Old : 23,579: 12,041 9,620 829 2,280 3,885 0 970 6,000 0 0 0: 824 824 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 1,195: 940 0 225 780 -121 -225 160 275 0 0 0: 101 101 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.1 40.8 3.5 9.7 16.5 0.0 4.1 25.4 0.0 0.0 0.0: 3.5 3.5 Old : 100.0: 51.1 40.8 3.5 9.7 16.5 0.0 4.1 25.4 0.0 0.0 0.0: 3.5 3.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 10 15 . . . 0 . . 0 0 0: Old : 21: 10 15 . . . 0 . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.4 65.1 86.1 84.3 26.1 24.0 31.0 30.3 Old : 68.4 65.1 86.1 84.3 26.1 24.0 31.0 30.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP Disaggregated Commitments of Traders - Futures Only, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 20,754: 7,445 9,094 1,494 480 3,188 1,715 1,080 6,155 0 0 0: 757 757 Old : 20,754: 7,445 9,094 1,494 480 3,188 1,715 1,080 6,155 0 0 0: 757 757 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.9 43.8 7.2 2.3 15.4 8.3 5.2 29.7 0.0 0.0 0.0: 3.6 3.6 Old : 100.0: 35.9 43.8 7.2 2.3 15.4 8.3 5.2 29.7 0.0 0.0 0.0: 3.6 3.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 10 14 . . . . . . 0 0 0: Old : 20: 10 14 . . . . . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 74.5 68.7 91.2 84.9 21.3 18.4 27.2 26.1 Old : 74.5 68.7 91.2 84.9 21.3 18.4 27.2 26.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW Disaggregated Commitments of Traders - Futures Only, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 71,493: 23,938 25,778 20,788 25,780 35 12,575 4,550 1,755 0 710 1,295: 11,107 11,590 Old : 71,493: 23,938 25,778 20,788 25,780 35 12,575 4,550 1,755 0 710 1,295: 11,107 11,590 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : -105: 70 255 695 0 0 -600 120 -50 0 -215 20: -240 -235 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.5 36.1 29.1 36.1 0.0 17.6 6.4 2.5 0.0 1.0 1.8: 15.5 16.2 Old : 100.0: 33.5 36.1 29.1 36.1 0.0 17.6 6.4 2.5 0.0 1.0 1.8: 15.5 16.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 15 21 . . . . . . 0 . .: Old : 30: 15 21 . . . . . . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 71.1 45.3 79.4 61.1 67.7 45.3 71.6 59.3 Old : 71.1 45.3 79.4 61.1 67.7 45.3 71.6 59.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX Disaggregated Commitments of Traders - Futures Only, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 69,048: 24,707 21,606 19,280 26,625 295 11,615 4,700 1,860 0 2,100 1,145: 10,146 10,717 Old : 69,048: 24,707 21,606 19,280 26,625 295 11,615 4,700 1,860 0 2,100 1,145: 10,146 10,717 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 93: 388 228 520 0 0 -600 120 -50 0 -40 20: -185 -185 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.8 31.3 27.9 38.6 0.4 16.8 6.8 2.7 0.0 3.0 1.7: 14.7 15.5 Old : 100.0: 35.8 31.3 27.9 38.6 0.4 16.8 6.8 2.7 0.0 3.0 1.7: 14.7 15.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 15 20 . . . . . . 0 . .: Old : 30: 15 20 . . . . . . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 69.9 48.8 79.4 63.2 66.0 48.2 70.5 60.7 Old : 69.9 48.8 79.4 63.2 66.0 48.2 70.5 60.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ Disaggregated Commitments of Traders - Futures Only, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 24,432: 13,035 5,615 3,650 1,631 2,046 595 8,505 705 0 2,130 815: 3,586 2,985 Old : 24,432: 13,035 5,615 3,650 1,631 2,046 595 8,505 705 0 2,130 815: 3,586 2,985 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : -185: 100 0 0 300 -300 -5 110 5 0 -300 0: 15 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.4 23.0 14.9 6.7 8.4 2.4 34.8 2.9 0.0 8.7 3.3: 14.7 12.2 Old : 100.0: 53.4 23.0 14.9 6.7 8.4 2.4 34.8 2.9 0.0 8.7 3.3: 14.7 12.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 14 6 . . . . . . 0 . .: Old : 23: 14 6 . . . . . . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.4 70.6 69.0 83.2 43.0 60.4 62.3 70.7 Old : 45.4 70.6 69.0 83.2 43.0 60.4 62.3 70.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR Disaggregated Commitments of Traders - Futures Only, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 22,727: 11,931 5,315 3,450 2,041 1,611 600 7,895 700 0 1,280 1,015: 3,420 2,870 Old : 22,727: 11,931 5,315 3,450 2,041 1,611 600 7,895 700 0 1,280 1,015: 3,420 2,870 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : -300: 0 0 0 300 -300 0 0 0 0 -300 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.5 23.4 15.2 9.0 7.1 2.6 34.7 3.1 0.0 5.6 4.5: 15.0 12.6 Old : 100.0: 52.5 23.4 15.2 9.0 7.1 2.6 34.7 3.1 0.0 5.6 4.5: 15.0 12.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 15 5 . . . . . . 0 . .: Old : 23: 15 5 . . . . . . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.7 70.3 67.4 83.8 42.7 60.7 61.6 70.1 Old : 45.7 70.3 67.4 83.8 42.7 60.7 61.6 70.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM Disaggregated Commitments of Traders - Futures Only, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 37,583: 13,743 24,678 1,922 7,780 465 12,335 0 25 4,805 0 0: 4,288 4,635 Old : 37,583: 13,743 24,678 1,922 7,780 465 12,335 0 25 4,805 0 0: 4,288 4,635 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 2,570: 0 2,570 0 0 0 2,170 0 0 400 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.6 65.7 5.1 20.7 1.2 32.8 0.0 0.1 12.8 0.0 0.0: 11.4 12.3 Old : 100.0: 36.6 65.7 5.1 20.7 1.2 32.8 0.0 0.1 12.8 0.0 0.0: 11.4 12.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 11 15 . . . 4 0 . . 0 0: Old : 26: 11 15 . . . 4 0 . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.6 74.9 75.3 83.5 52.9 74.9 72.1 80.8 Old : 54.6 74.9 75.3 83.5 52.9 74.9 72.1 80.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN Disaggregated Commitments of Traders - Futures Only, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 37,805: 14,421 22,957 1,205 9,335 495 11,975 0 25 4,805 0 0: 4,879 4,993 Old : 37,805: 14,421 22,957 1,205 9,335 495 11,975 0 25 4,805 0 0: 4,879 4,993 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 2,570: 0 2,570 0 0 0 2,170 0 0 400 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.1 60.7 3.2 24.7 1.3 31.7 0.0 0.1 12.7 0.0 0.0: 12.9 13.2 Old : 100.0: 38.1 60.7 3.2 24.7 1.3 31.7 0.0 0.1 12.7 0.0 0.0: 12.9 13.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 9 11 . . . 4 0 . . 0 0: Old : 24: 9 11 . . . 4 0 . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.9 76.7 76.8 84.8 53.1 76.7 74.7 83.1 Old : 53.9 76.7 76.8 84.8 53.1 76.7 74.7 83.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY Disaggregated Commitments of Traders - Futures Only, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 48,685: 15,605 40,225 2,370 0 2,255 4,220 0 2,135 18,205 400 50: 3,845 3,620 Old : 48,685: 15,605 40,225 2,370 0 2,255 4,220 0 2,135 18,205 400 50: 3,845 3,620 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 1,860: 760 1,425 -210 0 325 150 0 -25 720 0 0: 140 135 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.1 82.6 4.9 0.0 4.6 8.7 0.0 4.4 37.4 0.8 0.1: 7.9 7.4 Old : 100.0: 32.1 82.6 4.9 0.0 4.6 8.7 0.0 4.4 37.4 0.8 0.1: 7.9 7.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 15 9 . 0 . 5 0 . . . .: Old : 30: 15 9 . 0 . 5 0 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.1 80.6 78.7 89.9 53.7 77.4 70.2 80.6 Old : 59.1 80.6 78.7 89.9 53.7 77.4 70.2 80.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ Disaggregated Commitments of Traders - Futures Only, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 48,390: 15,375 39,390 1,585 0 2,170 3,345 50 2,585 18,965 50 150: 4,215 3,995 Old : 48,390: 15,375 39,390 1,585 0 2,170 3,345 50 2,585 18,965 50 150: 4,215 3,995 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 2,085: 860 1,675 -460 0 295 150 0 -75 1,125 0 0: 190 190 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.8 81.4 3.3 0.0 4.5 6.9 0.1 5.3 39.2 0.1 0.3: 8.7 8.3 Old : 100.0: 31.8 81.4 3.3 0.0 4.5 6.9 0.1 5.3 39.2 0.1 0.3: 8.7 8.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 15 8 . 0 . 4 . . . . .: Old : 29: 15 8 . 0 . 4 . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.7 79.7 78.5 89.9 55.1 76.7 69.5 79.2 Old : 59.7 79.7 78.5 89.9 55.1 76.7 69.5 79.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG Disaggregated Commitments of Traders - Futures Only, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 15,885: 10,740 4,675 1,275 995 1,070 0 6,495 0 80 185 1,185: 1,535 1,280 Old : 15,885: 10,740 4,675 1,275 995 1,070 0 6,495 0 80 185 1,185: 1,535 1,280 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 520: 325 0 0 -275 300 0 125 -80 -475 0 400: 50 50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.6 29.4 8.0 6.3 6.7 0.0 40.9 0.0 0.5 1.2 7.5: 9.7 8.1 Old : 100.0: 67.6 29.4 8.0 6.3 6.7 0.0 40.9 0.0 0.5 1.2 7.5: 9.7 8.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 14 10 . . . 0 4 0 . . .: Old : 24: 14 10 . . . 0 4 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.1 52.9 75.9 82.5 47.7 48.1 63.0 64.8 Old : 51.1 52.9 75.9 82.5 47.7 48.1 63.0 64.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH Disaggregated Commitments of Traders - Futures Only, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 15,425: 10,180 4,085 1,275 645 1,045 0 6,995 0 260 185 1,155: 1,510 1,315 Old : 15,425: 10,180 4,085 1,275 645 1,045 0 6,995 0 260 185 1,155: 1,510 1,315 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 600: 325 0 0 -275 300 0 125 0 -475 0 400: 50 50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.0 26.5 8.3 4.2 6.8 0.0 45.3 0.0 1.7 1.2 7.5: 9.8 8.5 Old : 100.0: 66.0 26.5 8.3 4.2 6.8 0.0 45.3 0.0 1.7 1.2 7.5: 9.8 8.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 13 10 . . . 0 4 0 . . .: Old : 24: 13 10 . . . 0 4 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.3 55.3 76.1 82.3 47.2 52.8 62.1 64.9 Old : 51.3 55.3 76.1 82.3 47.2 52.8 62.1 64.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU Disaggregated Commitments of Traders - Futures Only, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 50,345: 29,165 18,510 105 930 3,085 1,295 18,055 2,370 7,575 1,275 1,370: 5,380 4,750 Old : 50,345: 29,165 18,510 105 930 3,085 1,295 18,055 2,370 7,575 1,275 1,370: 5,380 4,750 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 125: 275 -45 -270 0 70 150 0 -30 -200 0 100: 30 30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.9 36.8 0.2 1.8 6.1 2.6 35.9 4.7 15.0 2.5 2.7: 10.7 9.4 Old : 100.0: 57.9 36.8 0.2 1.8 6.1 2.6 35.9 4.7 15.0 2.5 2.7: 10.7 9.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 13 14 . . . . . . . . .: Old : 28: 13 14 . . . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.1 67.9 70.5 82.1 54.2 64.0 64.7 70.5 Old : 56.1 67.9 70.5 82.1 54.2 64.0 64.7 70.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV Disaggregated Commitments of Traders - Futures Only, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 51,475: 29,790 19,630 165 1,010 3,060 930 18,115 2,510 8,550 1,300 1,055: 5,415 4,795 Old : 51,475: 29,790 19,630 165 1,010 3,060 930 18,115 2,510 8,550 1,300 1,055: 5,415 4,795 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : -5: 200 0 -150 0 0 185 35 -40 -200 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.9 38.1 0.3 2.0 5.9 1.8 35.2 4.9 16.6 2.5 2.0: 10.5 9.3 Old : 100.0: 57.9 38.1 0.3 2.0 5.9 1.8 35.2 4.9 16.6 2.5 2.0: 10.5 9.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 13 15 . . . . . . . . .: Old : 28: 13 15 . . . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.9 65.2 71.3 80.6 56.6 61.2 65.8 70.4 Old : 57.9 65.2 71.3 80.6 56.6 61.2 65.8 70.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE Disaggregated Commitments of Traders - Futures Only, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 59,100: 34,480 20,050 0 12,725 2,431 17,365 175 1,405 0 19,240 70: 3,349 3,004 Old : 59,100: 34,480 20,050 0 12,725 2,431 17,365 175 1,405 0 19,240 70: 3,349 3,004 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 2,075: 4,165 -245 0 375 133 1,700 0 50 -3,810 1,925 0: -163 -163 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.3 33.9 0.0 21.5 4.1 29.4 0.3 2.4 0.0 32.6 0.1: 5.7 5.1 Old : 100.0: 58.3 33.9 0.0 21.5 4.1 29.4 0.3 2.4 0.0 32.6 0.1: 5.7 5.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 21 9 0 . . . . . 0 . .: Old : 31: 21 9 0 . . . . . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.5 76.7 76.6 90.6 54.2 71.1 71.8 80.6 Old : 56.5 76.7 76.6 90.6 54.2 71.1 71.8 80.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF Disaggregated Commitments of Traders - Futures Only, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 49,005: 29,060 20,710 0 12,430 1,648 14,440 150 1,455 0 10,580 350: 2,052 1,682 Old : 49,005: 29,060 20,710 0 12,430 1,648 14,440 150 1,455 0 10,580 350: 2,052 1,682 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 50: 3,490 -375 0 175 250 0 0 50 -3,340 350 -100: -300 -300 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.3 42.3 0.0 25.4 3.4 29.5 0.3 3.0 0.0 21.6 0.7: 4.2 3.4 Old : 100.0: 59.3 42.3 0.0 25.4 3.4 29.5 0.3 3.0 0.0 21.6 0.7: 4.2 3.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 20 9 0 . . . . . 0 . .: Old : 30: 20 9 0 . . . . . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.1 72.5 78.4 90.6 55.3 68.3 74.5 83.1 Old : 58.1 72.5 78.4 90.6 55.3 68.3 74.5 83.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK Disaggregated Commitments of Traders - Futures Only, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 138,342: 72,372 91,457 19,101 520 6,614 3,764 8,455 6,975 6,110 1,035 2,435: 20,971 20,851 Old : 138,342: 72,372 91,457 19,101 520 6,614 3,764 8,455 6,975 6,110 1,035 2,435: 20,971 20,851 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 4,915: 2,850 5,555 595 0 -120 -1,350 1,885 1,325 2,005 -3,340 -975: 585 585 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.3 66.1 13.8 0.4 4.8 2.7 6.1 5.0 4.4 0.7 1.8: 15.2 15.1 Old : 100.0: 52.3 66.1 13.8 0.4 4.8 2.7 6.1 5.0 4.4 0.7 1.8: 15.2 15.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 41: 24 27 . . . . . 4 . . .: Old : 41: 24 27 . . . . . 4 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.7 42.0 71.7 59.0 49.7 40.3 59.5 53.4 Old : 58.7 42.0 71.7 59.0 49.7 40.3 59.5 53.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL Disaggregated Commitments of Traders - Futures Only, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 129,513: 67,737 85,080 25,049 0 5,075 3,914 4,710 6,980 1,350 8,380 1,365: 18,043 17,923 Old : 129,513: 67,737 85,080 25,049 0 5,075 3,914 4,710 6,980 1,350 8,380 1,365: 18,043 17,923 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 3,363: 3,015 4,392 625 0 88 -1,450 200 1,340 0 -2,402 -505: 250 250 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.3 65.7 19.3 0.0 3.9 3.0 3.6 5.4 1.0 6.5 1.1: 13.9 13.8 Old : 100.0: 52.3 65.7 19.3 0.0 3.9 3.0 3.6 5.4 1.0 6.5 1.1: 13.9 13.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 39: 20 26 . 0 . . . 4 . . .: Old : 39: 20 26 . 0 . . . 4 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.6 42.2 76.0 58.3 57.0 40.2 65.3 52.9 Old : 62.6 42.2 76.0 58.3 57.0 40.2 65.3 52.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA Disaggregated Commitments of Traders - Futures Only, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 37,575: 15,650 19,740 14,485 7,130 1,580 1,775 2,940 1,890 0 2,100 0: 2,195 2,195 Old : 37,575: 15,650 19,740 14,485 7,130 1,580 1,775 2,940 1,890 0 2,100 0: 2,195 2,195 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 95: -310 270 0 -720 70 -120 20 -195 0 0 0: 650 650 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 41.7 52.5 38.5 19.0 4.2 4.7 7.8 5.0 0.0 5.6 0.0: 5.8 5.8 Old : 100.0: 41.7 52.5 38.5 19.0 4.2 4.7 7.8 5.0 0.0 5.6 0.0: 5.8 5.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 12 16 . . . . . . 0 . 0: Old : 27: 12 16 . . . . . . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.9 39.4 84.0 65.5 64.6 37.3 72.7 58.0 Old : 68.9 39.4 84.0 65.5 64.6 37.3 72.7 58.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB Disaggregated Commitments of Traders - Futures Only, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 33,500: 11,175 18,245 14,895 5,905 845 1,720 1,705 2,840 0 2,000 0: 2,025 1,960 Old : 33,500: 11,175 18,245 14,895 5,905 845 1,720 1,705 2,840 0 2,000 0: 2,025 1,960 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : -65: -495 265 0 -720 50 -120 20 -120 0 0 0: 620 440 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.4 54.5 44.5 17.6 2.5 5.1 5.1 8.5 0.0 6.0 0.0: 6.0 5.9 Old : 100.0: 33.4 54.5 44.5 17.6 2.5 5.1 5.1 8.5 0.0 6.0 0.0: 6.0 5.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 11 15 . . . . . . 0 . 0: Old : 24: 11 15 . . . . . . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 71.3 38.2 86.8 63.6 62.3 32.7 64.8 50.3 Old : 71.3 38.2 86.8 63.6 62.3 32.7 64.8 50.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC Disaggregated Commitments of Traders - Futures Only, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 27,035: 5,320 17,325 0 6,205 2,105 18,070 0 340 0 0 0: 1,200 1,060 Old : 27,035: 5,320 17,325 0 6,205 2,105 18,070 0 340 0 0 0: 1,200 1,060 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : -1,115: 290 -1,460 0 70 -50 -1,680 0 275 0 0 0: 50 50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.7 64.1 0.0 23.0 7.8 66.8 0.0 1.3 0.0 0.0 0.0: 4.4 3.9 Old : 100.0: 19.7 64.1 0.0 23.0 7.8 66.8 0.0 1.3 0.0 0.0 0.0: 4.4 3.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 13 14 0 . . 4 0 . 0 0 0: Old : 23: 13 14 0 . . 4 0 . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 77.0 70.7 88.4 86.1 73.6 61.7 80.7 74.8 Old : 77.0 70.7 88.4 86.1 73.6 61.7 80.7 74.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD Disaggregated Commitments of Traders - Futures Only, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 31,595: 6,890 22,275 0 5,210 2,145 20,635 0 725 0 0 0: 1,200 1,240 Old : 31,595: 6,890 22,275 0 5,210 2,145 20,635 0 725 0 0 0: 1,200 1,240 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : -640: 630 -1,120 0 120 -20 -1,630 0 360 0 0 0: 20 20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.8 70.5 0.0 16.5 6.8 65.3 0.0 2.3 0.0 0.0 0.0: 3.8 3.9 Old : 100.0: 21.8 70.5 0.0 16.5 6.8 65.3 0.0 2.3 0.0 0.0 0.0: 3.8 3.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 9 11 0 . . 4 0 . 0 0 0: Old : 20: 9 11 0 . . 4 0 . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 84.1 77.9 93.0 91.8 79.2 69.0 82.7 81.6 Old : 84.1 77.9 93.0 91.8 79.2 69.0 82.7 81.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE Disaggregated Commitments of Traders - Futures Only, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 79,873: 46,646 30,671 1,995 5,585 9,230 275 14,095 4,340 1,365 0 30: 15,992 15,922 Old : 79,873: 46,646 30,671 1,995 5,585 9,230 275 14,095 4,340 1,365 0 30: 15,992 15,922 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 1,015: -807 153 0 1,120 -130 125 -1,550 375 465 0 30: 957 1,017 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.4 38.4 2.5 7.0 11.6 0.3 17.6 5.4 1.7 0.0 0.0: 20.0 19.9 Old : 100.0: 58.4 38.4 2.5 7.0 11.6 0.3 17.6 5.4 1.7 0.0 0.0: 20.0 19.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 33: 23 20 . . . . . . . 0 .: Old : 33: 23 20 . . . . . . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.2 42.8 56.1 56.9 29.3 25.6 35.4 33.5 Old : 39.2 42.8 56.1 56.9 29.3 25.6 35.4 33.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF Disaggregated Commitments of Traders - Futures Only, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 73,785: 40,741 28,405 140 10,411 8,219 400 4,215 7,855 1,215 35 0: 15,215 14,645 Old : 73,785: 40,741 28,405 140 10,411 8,219 400 4,215 7,855 1,215 35 0: 15,215 14,645 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 3,485: 985 2,480 -70 1,260 -100 0 -2,450 1,750 415 0 0: 505 545 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.2 38.5 0.2 14.1 11.1 0.5 5.7 10.6 1.6 0.0 0.0: 20.6 19.8 Old : 100.0: 55.2 38.5 0.2 14.1 11.1 0.5 5.7 10.6 1.6 0.0 0.0: 20.6 19.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 18 18 . . . . . . . . 0: Old : 28: 18 18 . . . . . . . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.4 42.7 59.9 60.4 24.2 23.6 32.1 32.7 Old : 43.4 42.7 59.9 60.4 24.2 23.6 32.1 32.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.DEOK_month_on_dap - NODAL EXCHANGE Code-064GAA Disaggregated Commitments of Traders - Futures Only, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 11,013: 6,813 1,245 135 3,513 0 1,190 5,820 175 2,285 0 0: 415 260 Old : 11,013: 6,813 1,245 135 3,513 0 1,190 5,820 175 2,285 0 0: 415 260 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.9 11.3 1.2 31.9 0.0 10.8 52.8 1.6 20.7 0.0 0.0: 3.8 2.4 Old : 100.0: 61.9 11.3 1.2 31.9 0.0 10.8 52.8 1.6 20.7 0.0 0.0: 3.8 2.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 12 5 . . 0 . . . . 0 0: Old : 20: 12 5 . . 0 . . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.1 95.2 79.9 97.6 55.1 93.6 79.9 95.4 Old : 55.1 95.2 79.9 97.6 55.1 93.6 79.9 95.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 Updated May 17, 2019

COT Report - Natural Gas and Products, Futures Disaggregated - May 17, 2019

NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391 Disaggregated Commitments of Traders - Futures Only, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 MMBtus : : : Positions : All : 5,019,717: 3,616,256 1,146,508 440,746 3,000,336 301,948 168,682 5,688 166,546 61,088 146,941 225,115: 39,336 26,635 Old : 5,019,717: 3,616,256 1,146,508 440,746 3,000,336 301,948 168,682 5,688 166,546 61,088 146,941 225,115: 39,336 26,635 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 28,454: 972 34,903 9,300 -30,863 10,870 -4,021 -2,981 6 -669 4,495 7,522: 4,474 4,502 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.0 22.8 8.8 59.8 6.0 3.4 0.1 3.3 1.2 2.9 4.5: 0.8 0.5 Old : 100.0: 72.0 22.8 8.8 59.8 6.0 3.4 0.1 3.3 1.2 2.9 4.5: 0.8 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 225: 119 90 12 19 22 12 8 16 23 24 36: Old : 225: 119 90 12 19 22 12 8 16 23 24 36: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 25.6 40.8 42.5 58.5 23.6 39.5 37.4 55.4 Old : 25.6 40.8 42.5 58.5 23.6 39.5 37.4 55.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 Disaggregated Commitments of Traders - Futures Only, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 149,962: 22,763 22,184 27,299 18,598 55,340 30 12,708 19,714 16,724 13,270 5,765: 2,327 2,383 Old : 149,962: 22,763 22,184 27,299 18,598 55,340 30 12,708 19,714 16,724 13,270 5,765: 2,327 2,383 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 3,791: -228 1,252 2,136 4,764 -1,153 0 -3,486 2,388 -218 -840 866: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.2 14.8 18.2 12.4 36.9 0.0 8.5 13.1 11.2 8.8 3.8: 1.6 1.6 Old : 100.0: 15.2 14.8 18.2 12.4 36.9 0.0 8.5 13.1 11.2 8.8 3.8: 1.6 1.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 46: 12 10 12 . 11 . 4 4 9 4 9: Old : 46: 12 10 12 . 11 . 4 4 9 4 9: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.2 63.0 67.0 79.8 19.0 26.8 28.4 33.6 Old : 48.2 63.0 67.0 79.8 19.0 26.8 28.4 33.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 Disaggregated Commitments of Traders - Futures Only, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 2,500 MMBTU'S) : : : Positions : All : 267,764: 173,821 237,121 63,959 8,158 13,356 0 5,006 0 141 0 541: 15,946 3,582 Old : 267,764: 173,821 237,121 63,959 8,158 13,356 0 5,006 0 141 0 541: 15,946 3,582 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 2,538: 525 1,209 394 861 612 0 0 0 0 0 0: 1,007 -144 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.9 88.6 23.9 3.0 5.0 0.0 1.9 0.0 0.1 0.0 0.2: 6.0 1.3 Old : 100.0: 64.9 88.6 23.9 3.0 5.0 0.0 1.9 0.0 0.1 0.0 0.2: 6.0 1.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 21 15 7 . 6 0 . 0 . 0 .: Old : 34: 21 15 7 . 6 0 . 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.8 70.7 77.1 86.2 55.8 66.9 68.6 77.1 Old : 63.8 70.7 77.1 86.2 55.8 66.9 68.6 77.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 Disaggregated Commitments of Traders - Futures Only, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 2,500 MMBTU'S) : : : Positions : All : 144,973: 128,097 64,112 1,641 61,760 6,786 0 385 0 1,569 6,219 862: 6,018 4,849 Old : 144,973: 128,097 64,112 1,641 61,760 6,786 0 385 0 1,569 6,219 862: 6,018 4,849 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 964: 109 -1,439 -40 2,501 -895 0 -62 0 348 305 374: 1,068 180 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.4 44.2 1.1 42.6 4.7 0.0 0.3 0.0 1.1 4.3 0.6: 4.2 3.3 Old : 100.0: 88.4 44.2 1.1 42.6 4.7 0.0 0.3 0.0 1.1 4.3 0.6: 4.2 3.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 39: 22 20 . 8 7 0 . 0 . . 5: Old : 39: 22 20 . 8 7 0 . 0 . . 5: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.9 41.1 80.2 65.1 61.0 35.5 70.0 53.5 Old : 64.9 41.1 80.2 65.1 61.0 35.5 70.0 53.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 Disaggregated Commitments of Traders - Futures Only, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 2,500 MMBTU'S) : : : Positions : All : 337,952: 271,123 89,819 29,424 215,963 23,632 393 0 1,507 1,335 0 899: 9,639 6,132 Old : 337,952: 271,123 89,819 29,424 215,963 23,632 393 0 1,507 1,335 0 899: 9,639 6,132 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 4,020: 1,540 4,367 1,803 -2,782 1,337 276 -679 735 -1,978 0 735: -428 307 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.2 26.6 8.7 63.9 7.0 0.1 0.0 0.4 0.4 0.0 0.3: 2.9 1.8 Old : 100.0: 80.2 26.6 8.7 63.9 7.0 0.1 0.0 0.4 0.4 0.0 0.3: 2.9 1.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 42: 26 16 4 8 6 . 0 . . 0 .: Old : 42: 26 16 4 8 6 . 0 . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.9 56.4 74.4 78.8 53.3 53.3 61.8 70.1 Old : 55.9 56.4 74.4 78.8 53.3 53.3 61.8 70.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 Disaggregated Commitments of Traders - Futures Only, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 2,500 MMBTU'S) : : : Positions : All : 745,653: 693,153 27,746 15,100 677,855 23,704 0 0 0 1,712 8,983 4,791: 7,193 2,574 Old : 745,653: 693,153 27,746 15,100 677,855 23,704 0 0 0 1,712 8,983 4,791: 7,193 2,574 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 3,395: 3,527 1,606 -32 -357 629 0 0 0 0 207 94: -823 1,216 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 93.0 3.7 2.0 90.9 3.2 0.0 0.0 0.0 0.2 1.2 0.6: 1.0 0.3 Old : 100.0: 93.0 3.7 2.0 90.9 3.2 0.0 0.0 0.0 0.2 1.2 0.6: 1.0 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 44: 27 12 . 10 10 0 0 0 . . .: Old : 44: 27 12 . 10 10 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.8 68.1 64.3 92.4 38.4 67.7 62.7 90.6 Old : 39.8 68.1 64.3 92.4 38.4 67.7 62.7 90.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 Disaggregated Commitments of Traders - Futures Only, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 2,500 MMBTU'S) : : : Positions : All : 380,236: 270,473 260,536 58,378 75,511 35,630 0 0 0 1,662 0 362: 13,731 8,197 Old : 380,236: 270,473 260,536 58,378 75,511 35,630 0 0 0 1,662 0 362: 13,731 8,197 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 3,602: 2,176 1,119 -340 476 1,604 0 -1 -677 -115 0 240: 714 841 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.1 68.5 15.4 19.9 9.4 0.0 0.0 0.0 0.4 0.0 0.1: 3.6 2.2 Old : 100.0: 71.1 68.5 15.4 19.9 9.4 0.0 0.0 0.0 0.4 0.0 0.1: 3.6 2.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 56: 31 26 7 8 8 0 0 0 . 0 .: Old : 56: 31 26 7 8 8 0 0 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.5 42.0 65.1 63.3 44.5 35.9 55.4 51.6 Old : 45.5 42.0 65.1 63.3 44.5 35.9 55.4 51.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 Disaggregated Commitments of Traders - Futures Only, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 2,500 MMBTU'S) : : : Positions : All : 490,774: 439,497 297,519 13,158 171,393 17,226 0 0 0 11,560 840 0: 9,333 3,796 Old : 490,774: 439,497 297,519 13,158 171,393 17,226 0 0 0 11,560 840 0: 9,333 3,796 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 3,827: 3,119 5,803 0 -1,826 769 0 0 0 0 0 0: -61 -919 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 89.6 60.6 2.7 34.9 3.5 0.0 0.0 0.0 2.4 0.2 0.0: 1.9 0.8 Old : 100.0: 89.6 60.6 2.7 34.9 3.5 0.0 0.0 0.0 2.4 0.2 0.0: 1.9 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 59: 33 25 . 13 11 0 0 0 . . 0: Old : 59: 33 25 . 13 11 0 0 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.9 41.8 72.2 65.1 47.3 36.5 65.3 57.9 Old : 52.9 41.8 72.2 65.1 47.3 36.5 65.3 57.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 Disaggregated Commitments of Traders - Futures Only, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 2,500 MMBTU'S) : : : Positions : All : 322,715: 209,606 110,438 78,722 174,305 29,211 240 3,619 299 0 0 0: 4,637 4,843 Old : 322,715: 209,606 110,438 78,722 174,305 29,211 240 3,619 299 0 0 0: 4,637 4,843 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 10,588: 8,078 7,416 869 2,786 234 0 637 299 0 0 0: 1,108 -784 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.0 34.2 24.4 54.0 9.1 0.1 1.1 0.1 0.0 0.0 0.0: 1.4 1.5 Old : 100.0: 65.0 34.2 24.4 54.0 9.1 0.1 1.1 0.1 0.0 0.0 0.0: 1.4 1.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 49: 26 17 8 9 9 . . . 0 0 0: Old : 49: 26 17 8 9 9 . . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.8 55.2 66.9 72.3 43.7 49.6 57.2 64.6 Old : 45.8 55.2 66.9 72.3 43.7 49.6 57.2 64.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E Disaggregated Commitments of Traders - Futures Only, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 100,445: 71,441 77,796 20,115 15,884 931 1,882 0 277 751 0 91: 4,957 5,466 Old : 100,445: 71,441 77,796 20,115 15,884 931 1,882 0 277 751 0 91: 4,957 5,466 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 969: 1,058 1,030 218 -214 -92 -62 0 0 -60 0 0: -93 245 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.1 77.5 20.0 15.8 0.9 1.9 0.0 0.3 0.7 0.0 0.1: 4.9 5.4 Old : 100.0: 71.1 77.5 20.0 15.8 0.9 1.9 0.0 0.3 0.7 0.0 0.1: 4.9 5.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 18 18 . . . . 0 . . 0 .: Old : 30: 18 18 . . . . 0 . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.9 60.6 79.5 82.2 63.3 60.0 73.5 81.6 Old : 66.9 60.6 79.5 82.2 63.3 60.0 73.5 81.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q Disaggregated Commitments of Traders - Futures Only, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :2500 mmbtu : : : Positions : All : 31,136: 27,563 29,204 1,240 0 0 0 0 0 0 0 0: 2,333 1,932 Old : 31,136: 27,563 29,204 1,240 0 0 0 0 0 0 0 0: 2,333 1,932 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 7, 2019 : : 3,732: 2,880 3,552 0 0 0 0 0 0 0 0 0: 852 180 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.5 93.8 4.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 7.5 6.2 Old : 100.0: 88.5 93.8 4.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 7.5 6.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 15 11 . 0 0 0 0 0 0 0 0: Old : 25: 15 11 . 0 0 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.0 73.1 79.1 88.5 41.9 46.9 54.6 61.7 Old : 62.0 73.1 79.1 88.5 41.9 46.9 54.6 61.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U Disaggregated Commitments of Traders - Futures Only, May 14, 2019 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : :