NJ SRECS - ICE FUTURES ENERGY DIV                                    Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       91,083
COMMITMENTS
  27,010    4,506    2,240   61,833   84,337   91,083   91,083        0        0

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:       -300)
    -300        0        0        0     -300     -300     -300        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.7      4.9      2.5     67.9     92.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       6        3        4       17        9       23       16                  
 
 
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV                        Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:      189,311
COMMITMENTS
  27,643   26,110   12,553  149,102  150,648  189,298  189,311       13        0

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:     -2,542)
     306      477     -401   -2,447   -2,618   -2,542   -2,542        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.6     13.8      6.6     78.8     79.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      10        4        7       22       20       34       29                  
 
 
CALIF LOW CARBON FSC-OPIS - ICE FUTURES ENERGY DIV                   Code-0063CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 LCFS Credits- each of 1 MT                       OPEN INTEREST:       30,854
COMMITMENTS
  13,007    3,440    3,456   14,371   23,958   30,834   30,854       20        0

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:        960)
    -437      245      178    1,210      537      951      960        9        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    42.2     11.1     11.2     46.6     77.6     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      19        4        7       11        9       33       17                  
 
 
D6 RINs OPIS CURRENT YEAR - ICE FUTURES ENERGY DIV                   Code-0063CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(50,000 RINs)                                        OPEN INTEREST:       13,245
COMMITMENTS
   1,189    4,201      735   11,231    8,201   13,155   13,137       90      108

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:      1,179)
     -23     -314      217      980    1,213    1,174    1,116        5       63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.0     31.7      5.5     84.8     61.9     99.3     99.2      0.7      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       9       19        8        8        9       21       32                  
 
 
PA SOLAR ALTER ENERGY CREDIT - ICE FUTURES ENERGY DIV                Code-0063DA
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 PA SRECs)                                        OPEN INTEREST:       23,557
COMMITMENTS
   6,625    3,550    1,677   15,246   18,330   23,548   23,557        9        0

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.1     15.1      7.1     64.7     77.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        1        2       11       10       16       12                  
 
 
CALIF CARBON CURRENT AUCTION - ICE FUTURES ENERGY DIV                Code-0063DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       35,232
COMMITMENTS
   9,250   28,825    2,957   23,025    3,450   35,232   35,232        0        0

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:      2,675)
     550    1,925      750    1,375        0    2,675    2,675        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.3     81.8      8.4     65.4      9.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       9        9        7        8        3       22       14                  
 
 
D4 BIODIESEL RINs OPIS CURR YR - ICE FUTURES ENERGY DIV              Code-0063DG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(50,000 RINs)                                        OPEN INTEREST:        7,805
COMMITMENTS
   2,355    1,631      183    5,266    5,966    7,804    7,780        1       25

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:        482)
    -140       81       33      612      368      505      482      -23        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.2     20.9      2.3     67.5     76.4    100.0     99.7      0.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      13        7        5        7        7       22       17                  
 
 
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV                Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of Class 1 Renewable Energy Cert             OPEN INTEREST:       11,067
COMMITMENTS
     100    1,650    1,775    9,192    7,642   11,067   11,067        0        0

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:      1,050)
    -600      350      650    1,000       50    1,050    1,050        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9     14.9     16.0     83.1     69.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        4        2        6       13        8       18                  
 
 
MARYLAND COMPLIANCE REC TIER1 - ICE FUTURES ENERGY DIV               Code-0063DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(100 Tier 1 RECs)                                    OPEN INTEREST:       33,071
COMMITMENTS
  11,448    3,584    3,567   18,056   25,920   33,071   33,071        0        0

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:       -919)
  -1,105        0        0      186     -919     -919     -919        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.6     10.8     10.8     54.6     78.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        2        3       14       12       19       17                  
 
 
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV                          Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       29,480
COMMITMENTS
   9,323    9,329        0   20,157   20,151   29,480   29,480        0        0

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:       -300)
    -300        0        0        0     -300     -300     -300        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.6     31.6      0.0     68.4     68.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        3        0       12        6       15        9                  
 
 
PA COMPLIANCE AECs TIER1 - ICE FUTURES ENERGY DIV                    Code-0063DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(100 AECs)                                           OPEN INTEREST:       26,580
COMMITMENTS
   8,852    2,424      375   17,353   23,781   26,580   26,580        0        0

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:        500)
     650     -480     -150        0    1,130      500      500        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.3      9.1      1.4     65.3     89.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       6        3        1       10       11       16       15                  
 
 
CALIF CARBON 23 - ICE FUTURES ENERGY DIV                             Code-0063DX
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:      208,663
COMMITMENTS
 123,432   57,810   36,663   48,215  114,032  208,309  208,504      354      159

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:     -9,715)
  -2,915   -1,799   -4,664   -2,263   -3,351   -9,842   -9,815      128      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    59.2     27.7     17.6     23.1     54.6     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      81       23       42       33       27      124       82                  
 
 
CALIF CARBON ALLOWANCE V2024 - ICE FUTURES ENERGY DIV                Code-0063E2
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       68,163
COMMITMENTS
  30,754   17,704    7,992   29,291   42,460   68,037   68,156      126        7

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:      4,518)
   5,445    3,611     -117     -797    1,047    4,531    4,541      -13      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    45.1     26.0     11.7     43.0     62.3     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      29       15       19       16       20       51       48                  
 
 
RGGI V2023 - ICE FUTURES ENERGY DIV                                  Code-0063E6
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       62,878
COMMITMENTS
  19,771    8,053    6,085   36,936   48,706   62,792   62,844       86       34

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:      2,648)
     101       15    1,206    1,344    1,432    2,651    2,653       -3       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.4     12.8      9.7     58.7     77.5     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      28        7        9       21       18       52       31                  
 
 
WASHINGTON CARBON V2023 - ICE FUTURES ENERGY DIV                     Code-0063E8
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 Washington carbon allowances                   OPEN INTEREST:        3,115
COMMITMENTS
     929      626      614      929    1,845    2,472    3,085      643       30

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:        249)
     -50      137       75      -71       53      -46      265      295      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.8     20.1     19.7     29.8     59.2     79.4     99.0     20.6      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        9        6        7        8       16       20                  
 
 
MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV               Code-021397
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:        5,563
COMMITMENTS
     780        0       30    4,583    5,403    5,393    5,433      170      130

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:        364)
      40        0      -30      244      284      254      254      110      110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.0      0.0      0.5     82.4     97.1     96.9     97.7      3.1      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        1       19       17       21       18                  
 
 
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV                          Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       23,776
COMMITMENTS
   4,936      177    2,814   15,934   20,598   23,684   23,589       92      187

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:      2,089)
     933      -76      -41    1,164    2,180    2,056    2,063       33       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.8      0.7     11.8     67.0     86.6     99.6     99.2      0.4      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       4        2        7       31       41       39       48                  
 
 
FUEL OIL-3% USGC/3.5% FOB RDAM - ICE FUTURES ENERGY DIV              Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       19,550
COMMITMENTS
   4,172    1,218    1,434   13,920   16,883   19,526   19,535       24       15

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:        167)
     953      -69     -386     -406      622      161      167        6        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.3      6.2      7.3     71.2     86.4     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        4        6       30       16       36       24                  
 
 
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV               Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
BBL                                                  OPEN INTEREST:        6,571
COMMITMENTS
     160    3,426      278    6,053    2,777    6,491    6,481       80       90

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:         50)
       0      414        0       50     -364       50       50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.4     52.1      4.2     92.1     42.3     98.8     98.6      1.2      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        5        2       17       17       21       22                  
 
 
NAT GAS ICE LD1 - ICE FUTURES ENERGY DIV                             Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    6,494,232
COMMITMENTS
 514,176  187,133  1378170  4558816  4911950  6451162  6477253   43,070   16,979

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:     61,765)
   4,319   29,354    8,800   48,941   24,223   62,060   62,377     -295     -612

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.9      2.9     21.2     70.2     75.6     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      241)
      29       36       52      166      131      225      189                  
 
 
NAT GAS ICE PEN - ICE FUTURES ENERGY DIV                             Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:    3,160,850
COMMITMENTS
 190,982  163,440  1265346  1701427  1730619  3157754  3159404    3,095    1,446

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:    -22,430)
 -15,693   -5,887  -12,540    5,767   -3,989  -22,466  -22,416       35      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.0      5.2     40.0     53.8     54.8     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      22       17       36       53       48       90       86                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      160,894
COMMITMENTS
   2,377    1,274    1,188  146,781  154,569  150,346  157,031   10,548    3,863

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:      2,498)
     732      127      228    2,295    1,470    3,255    1,825     -757      673

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      0.8      0.7     91.2     96.1     93.4     97.6      6.6      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        2        3       26       25       30       29                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      170,818
COMMITMENTS
   4,882        0      382  146,478  161,768  151,742  162,150   19,076    8,668

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:      2,797)
  -1,130        0      334    3,591    1,118    2,795    1,452        2    1,345

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9      0.0      0.2     85.8     94.7     88.8     94.9     11.2      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        0        3       24       30       27       33                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      348,615
COMMITMENTS
  10,853    1,687    4,953  319,322  335,417  335,128  342,057   13,487    6,558

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:      7,021)
    -627     -877      440    5,773    8,411    5,586    7,974    1,435     -953

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.1      0.5      1.4     91.6     96.2     96.1     98.1      3.9      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       2        3        3       39       37       42       42                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      881,193
COMMITMENTS
  22,188   24,821    4,285  838,699  850,303  865,172  879,409   16,021    1,784

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:     19,298)
     301    6,991      283   18,398   11,181   18,982   18,455      316      843

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.5      2.8      0.5     95.2     96.5     98.2     99.8      1.8      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       4        3        3       45       36       51       40                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      315,325
COMMITMENTS
  21,103    2,630      573  286,024  307,126  307,700  310,329    7,625    4,996

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:      1,329)
    -493      315     -345      807    1,062      -31    1,032    1,360      297

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.7      0.8      0.2     90.7     97.4     97.6     98.4      2.4      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       6        2        3       41       38       48       42                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      617,352
COMMITMENTS
   8,161   58,023    2,542  601,625  548,718  612,328  609,283    5,024    8,069

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:      7,368)
   2,111    1,175     -642    7,531    6,447    9,000    6,980   -1,632      388

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      9.4      0.4     97.5     88.9     99.2     98.7      0.8      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
       3        6        4       46       50       52       57                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      431,822
COMMITMENTS
   3,172   12,593      973  418,746  410,393  422,891  423,959    8,931    7,863

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:      4,048)
     142      628      -85    3,671    3,014    3,728    3,557      320      491

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      2.9      0.2     97.0     95.0     97.9     98.2      2.1      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       3        6        4       45       36       51       43                  
 
 
ALGONQUIN CITYGATES BASIS - ICE FUTURES ENERGY DIV                   Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       93,421
COMMITMENTS
   2,092    4,979      361   87,449   85,334   89,902   90,674    3,519    2,747

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:      2,281)
     463     -139      134    4,865    2,528    5,462    2,523   -3,181     -242

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2      5.3      0.4     93.6     91.3     96.2     97.1      3.8      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        3        2       14       17       18       21                  
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       73,189
COMMITMENTS
   1,112      174      434   70,063   70,244   71,609   70,852    1,580    2,337

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:      2,832)
       0        0        0    2,832    2,677    2,832    2,677        0      155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      0.2      0.6     95.7     96.0     97.8     96.8      2.2      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        1        1       18       19       20       20                  
 
 
CIG ROCKIES BASIS - ICE FUTURES ENERGY DIV                           Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      349,403
COMMITMENTS
     708   21,500    2,928  337,767  315,244  341,403  339,672    8,000    9,731

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:      4,514)
     336      724     -572    5,031    3,736    4,795    3,888     -281      626

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      6.2      0.8     96.7     90.2     97.7     97.2      2.3      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       2        3        2       35       33       38       37                  
 
 
TCO Basis - ICE FUTURES ENERGY DIV                                   Code-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      196,725
COMMITMENTS
     434        0        0  188,834  193,270  189,268  193,270    7,457    3,455

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:        456)
     434        0        0      207      611      641      611     -185     -155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      0.0      0.0     96.0     98.2     96.2     98.2      3.8      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        0        0       27       28       28       28                  
 
 
CG Mainline Basis - ICE FUTURES ENERGY DIV                           Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      257,012
COMMITMENTS
       0    6,415      976  248,981  240,800  249,957  248,191    7,055    8,821

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:      5,567)
       0    1,284        0    5,476    1,870    5,476    3,154       91    2,413

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.5      0.4     96.9     93.7     97.3     96.6      2.7      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       0        5        3       23       28       26       33                  
 
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                      Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       60,407
COMMITMENTS
   4,614       23      690   52,676   58,727   57,980   59,440    2,427      967

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:      3,579)
    -690       23      690    3,126    3,015    3,126    3,728      453     -149

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.6      0.0      1.1     87.2     97.2     96.0     98.4      4.0      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        1        1       24       17       27       18                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      715,819
COMMITMENTS
  48,209    4,922    3,711  653,135  701,965  705,055  710,598   10,764    5,221

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:      2,874)
   3,954      667      765   -1,114    1,142    3,605    2,574     -731      300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.7      0.7      0.5     91.2     98.1     98.5     99.3      1.5      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
       7        7        7       54       48       64       59                  
 
 
EP SAN JUAN BASIS - ICE FUTURES ENERGY DIV                           Code-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      210,657
COMMITMENTS
   8,921        0      797  192,715  201,909  202,433  202,706    8,224    7,951

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:      3,739)
     116        0      189    3,730    3,489    4,035    3,678     -296       61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.2      0.0      0.4     91.5     95.8     96.1     96.2      3.9      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        0        2       21       18       23       20                  
 
 
HENRY HUB BASIS - ICE FUTURES ENERGY DIV                             Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      108,253
COMMITMENTS
       0   17,813    4,370  101,092   83,903  105,462  106,086    2,791    2,167

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:     18,052)
    -695   12,971      695   17,528    4,324   17,528   17,990      524       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     16.5      4.0     93.4     77.5     97.4     98.0      2.6      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        3        2       21       18       23       21                  
 
 
HENRY HUB INDEX - ICE FUTURES ENERGY DIV                             Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      171,259
COMMITMENTS
  17,130   44,356    4,457  145,633  119,008  167,220  167,821    4,039    3,438

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:     17,522)
       0   13,635       31   17,091    4,006   17,122   17,672      400     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.0     25.9      2.6     85.0     69.5     97.6     98.0      2.4      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
       7        7        4       37       34       47       42                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      485,716
COMMITMENTS
       0   53,405      148  484,013  430,311  484,161  483,864    1,555    1,852

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:      1,778)
       0   -3,428     -180    1,743    5,200    1,563    1,592      215      186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     11.0      0.0     99.6     88.6     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       0        3        2       34       35       36       38                  
 
 
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV                     Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
MMBTU                                                OPEN INTEREST:       27,670
COMMITMENTS
   2,264    2,932      248   24,018   24,062   26,530   27,242    1,140      428

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:       -899)
     124        0        0   -1,054   -1,085     -930   -1,085       31      186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.2     10.6      0.9     86.8     87.0     95.9     98.5      4.1      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        3        1       14       10       17       13                  
 
 
MICHCON BASIS - ICE FUTURES ENERGY DIV                               Code-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      260,563
COMMITMENTS
  13,591    3,278    5,510  229,321  247,722  248,422  256,510   12,141    4,053

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:      2,057)
     124      -59      146    4,176    2,095    4,446    2,182   -2,389     -125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.2      1.3      2.1     88.0     95.1     95.3     98.4      4.7      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        3        3       34       33       39       38                  
 
 
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV                  Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      148,462
COMMITMENTS
       0   12,646        0  147,856  133,048  147,856  145,694      606    2,768

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:        594)
       0    1,240        0      532     -708      532      532       62       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      8.5      0.0     99.6     89.6     99.6     98.1      0.4      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        3        0       20       25       20       28                  
 
 
NGPL MIDCONT BASIS - ICE FUTURES ENERGY DIV                          Code-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       84,119
COMMITMENTS
     369        0        0   78,191   71,897   78,560   71,897    5,559   12,222

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:        674)
      31        0        0     -187     -253     -156     -253      830      927

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      0.0      0.0     93.0     85.5     93.4     85.5      6.6     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       16       16       17       16                  
 
 
NGPL TXOK BASIS - ICE FUTURES ENERGY DIV                             Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      263,198
COMMITMENTS
   4,614   10,979      776  250,442  241,844  255,832  253,599    7,366    9,599

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:      5,491)
    -186    1,225        0    7,734    2,943    7,548    4,168   -2,057    1,323

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8      4.2      0.3     95.2     91.9     97.2     96.4      2.8      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       1        1        1       35       33       37       34                  
 
 
NNG VENTURA BASIS - ICE FUTURES ENERGY DIV                           Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      121,153
COMMITMENTS
       0        0        0  111,367  115,852  111,367  115,852    9,786    5,301

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:      2,096)
       0        0        0    1,759    2,090    1,759    2,090      337        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     91.9     95.6     91.9     95.6      8.1      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       21       21       21       21                  
 
 
ONEOK GAS TRANSPORTATION BASIS - ICE FUTURES ENERGY DIV              Code-0233BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       46,651
COMMITMENTS
       0        0        0   42,979   43,068   42,979   43,068    3,672    3,583

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     92.1     92.3     92.1     92.3      7.9      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       14       15       14       15                  
 
 
MALIN (BASIS) - ICE FUTURES ENERGY DIV                               Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      143,853
COMMITMENTS
       0      849      186  136,451  133,441  136,637  134,476    7,216    9,377

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:      5,827)
       0      245       31    5,941    3,289    5,972    3,565     -145    2,262

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.6      0.1     94.9     92.8     95.0     93.5      5.0      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        1       17       18       18       19                  
 
 
PANHANDLE BASIS - ICE FUTURES ENERGY DIV                             Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      142,539
COMMITMENTS
  14,989    2,286      393  115,936  127,068  131,318  129,747   11,221   12,792

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:       -809)
    -286      183        0    1,973     -997    1,687     -814   -2,496        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.5      1.6      0.3     81.3     89.1     92.1     91.0      7.9      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        2        1       27       29       31       31                  
 
 
SONAT - TIER 1 POOL (ZONE 0) - ICE FUTURES ENERGY DIV                Code-0233C1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       77,592
COMMITMENTS
   1,255        0       56   70,783   76,608   72,094   76,664    5,498      928

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:        250)
       0        0        0      250      -26      250      -26        0      276

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6      0.0      0.1     91.2     98.7     92.9     98.8      7.1      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        1       18       17       19       18                  
 
 
TETCO M3 INDEX - ICE FUTURES ENERGY DIV                              Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       58,460
COMMITMENTS
     727        0        0   56,277   58,400   57,004   58,400    1,456       60

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:        372)
     397        0        0      279      372      676      372     -304        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      0.0      0.0     96.3     99.9     97.5     99.9      2.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        0        0       18       17       20       17                  
 
 
TETCO M3 BASIS - ICE FUTURES ENERGY DIV                              Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      170,258
COMMITMENTS
   1,736    9,146    1,759  160,031  152,874  163,526  163,779    6,732    6,479

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:      3,341)
   1,240    1,199       46    2,447    4,354    3,733    5,599     -392   -2,258

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      5.4      1.0     94.0     89.8     96.0     96.2      4.0      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       2        6        3       25       30       30       36                  
 
 
TGT ZONE 1 BASIS - ICE FUTURES ENERGY DIV                            Code-0233CM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:      136,982
COMMITMENTS
       0    2,084        0  129,880  132,194  129,880  134,278    7,102    2,704

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:      4,381)
       0        0        0    4,412    4,381    4,412    4,381      -31        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.5      0.0     94.8     96.5     94.8     98.0      5.2      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        1        0       24       23       24       24                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:      225,724
COMMITMENTS
  10,952        0    1,754  203,417  217,180  216,123  218,934    9,601    6,790

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:      4,592)
     -55        0      395    4,828    3,464    5,168    3,859     -576      733

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.9      0.0      0.8     90.1     96.2     95.7     97.0      4.3      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        0        2       32       29       34       31                  
 
 
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV                Code-0233CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       50,425
COMMITMENTS
   1,276        0        0   48,507   49,273   49,783   49,273      642    1,152

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:      2,990)
       0        0        0    2,990    2,866    2,990    2,866        0      124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.5      0.0      0.0     96.2     97.7     98.7     97.7      1.3      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        0       13       10       14       10                  
 
 
TRANSCO STATION 85-ZONE 4 BASI - ICE FUTURES ENERGY DIV              Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      181,266
COMMITMENTS
   2,681      862      147  169,347  173,786  172,175  174,795    9,091    6,471

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:      8,071)
     229        0        0    6,992    7,556    7,221    7,556      850      515

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      0.5      0.1     93.4     95.9     95.0     96.4      5.0      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       2        1        1       38       33       40       35                  
 
 
WAHA INDEX - ICE FUTURES ENERGY DIV                                  Code-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       63,161
COMMITMENTS
       0    6,014        0   60,875   55,619   60,875   61,633    2,286    1,528

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:      2,384)
       0        0        0    2,292    2,384    2,292    2,384       92        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      9.5      0.0     96.4     88.1     96.4     97.6      3.6      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        2        0       27       21       27       23                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:      358,150
COMMITMENTS
   1,520      891        0  349,891  353,138  351,411  354,029    6,739    4,121

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:      1,136)
       0       31        0    1,102      953    1,102      984       34      152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      0.2      0.0     97.7     98.6     98.1     98.8      1.9      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       1        1        0       33       21       34       22                  
 
 
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV                         Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       80,812
COMMITMENTS
       0    2,877      333   70,673   74,579   71,006   77,789    9,806    3,023

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:     -1,983)
       0     -123      123   -2,410   -1,983   -2,287   -1,983      304        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.6      0.4     87.5     92.3     87.9     96.3     12.1      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        1       18       20       19       21                  
 
 
TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:       23,099
COMMITMENTS
       0        0        0   22,339   21,737   22,339   21,737      760    1,362

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:        899)
       0        0        0      713      899      713      899      186        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     96.7     94.1     96.7     94.1      3.3      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       12        9       12        9                  
 
 
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV                            Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:      220,890
COMMITMENTS
   8,468    5,606    1,064  201,807  207,472  211,339  214,142    9,551    6,748

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:      5,061)
     524     -234       90    4,643    4,921    5,257    4,777     -196      284

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.8      2.5      0.5     91.4     93.9     95.7     96.9      4.3      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        1        3       25       27       28       30                  
 
 
REX ZONE 3 INDEX - ICE FUTURES ENERGY DIV                            Code-0233ED
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:       28,316
COMMITMENTS
       0        0        0   27,343   27,466   27,343   27,466      973      850

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:      2,077)
       0        0        0    2,077    2,321    2,077    2,321        0     -244

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     96.6     97.0     96.6     97.0      3.4      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       13       15       13       15                  
 
 
Transco Zone 5 South Basis - ICE FUTURES ENERGY DIV                  Code-0233FJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:       81,309
COMMITMENTS
   4,232      647        0   72,854   74,728   77,086   75,375    4,223    5,934

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:      3,143)
     367      216        0    3,954    2,716    4,321    2,932   -1,178      211

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.2      0.8      0.0     89.6     91.9     94.8     92.7      5.2      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        1        0       20       22       22       23                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       27,194
COMMITMENTS
     767      341      299   26,045   26,500   27,110   27,139       84       55

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:        774)
       8       61       50      736      662      794      774      -20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.8      1.3      1.1     95.8     97.4     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       6        3        7       27       25       36       33                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours)                          OPEN INTEREST:       20,453
COMMITMENTS
   2,335      110      165   17,930   20,173   20,430   20,448       23        5

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:      1,038)
     108       -2      -50    1,028    1,090    1,086    1,038      -48        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.4      0.5      0.8     87.7     98.6     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       7        1        2       20       21       28       23                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours)               OPEN INTEREST:      202,125
COMMITMENTS
  21,647   15,364   25,543  154,576  161,010  201,766  201,917      359      208

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:        372)
    -332       26      142      687      324      497      492     -125     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.7      7.6     12.6     76.5     79.7     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      17       16       19       40       41       67       66                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       79,649
COMMITMENTS
   2,732    7,251    3,506   72,997   68,726   79,235   79,483      414      166

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:        812)
    -190      412       89      858      313      757      814       55       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.4      9.1      4.4     91.6     86.3     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       4       13        7       30       27       40       41                  
 
 
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV                 Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours)                  OPEN INTEREST:       61,365
COMMITMENTS
     500    7,535      793   59,509   52,890   60,802   61,218      563      147

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:        418)
      25      290       25      368       -7      418      308        0      110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8     12.3      1.3     97.0     86.2     99.1     99.8      0.9      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        7        4       20       20       24       28                  
 
 
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV              Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours)                  OPEN INTEREST:       50,501
COMMITMENTS
     800    9,495      984   48,048   39,580   49,832   50,059      669      442

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:         60)
       0     -120       50       21      134       71       64      -11       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6     18.8      1.9     95.1     78.4     98.7     99.1      1.3      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        3        3       27       25       30       29                  
 
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       60,369
COMMITMENTS
   1,681   14,066      728   57,526   45,343   59,935   60,137      434      232

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:        304)
       0     -420       78      190      622      268      280       36       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.8     23.3      1.2     95.3     75.1     99.3     99.6      0.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       4        9        4       28       29       34       40                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       60,422
COMMITMENTS
   1,999    9,435       15   57,692   50,972   59,706   60,422      716        0

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:        847)
       0        0        0      844      847      844      847        3        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.3     15.6      0.0     95.5     84.4     98.8    100.0      1.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        4        1       27       27       29       32                  
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       74,699
COMMITMENTS
   2,578    9,973       90   71,405   64,536   74,073   74,599      626      100

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:        755)
       0        0        0      755      755      755      755        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.5     13.4      0.1     95.6     86.4     99.2     99.9      0.8      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       4        4        3       29       26       34       33                  
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       35,990
COMMITMENTS
     260    1,527        0   35,715   34,323   35,975   35,850       15      140

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:         77)
       0        5        0       75       72       75       77        2        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      4.2      0.0     99.2     95.4    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        3        0       19       14       20       17                  
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours)                           OPEN INTEREST:       35,302
COMMITMENTS
       0      400        0   34,979   34,853   34,979   35,253      323       49

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:        220)
       0        0        0      220      220      220      220        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.1      0.0     99.1     98.7     99.1     99.9      0.9      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       18       19       18       20                  
 
 
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV               Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 Mwh per Peak Hour                                  OPEN INTEREST:       30,338
COMMITMENTS
     100    5,515        0   30,046   24,823   30,146   30,338      192        0

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:       -450)
       0     -450        0     -450        0     -450     -450        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3     18.2      0.0     99.0     81.8     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        0       18       12       19       14                  
 
 
ERCOT Houston 345KV RT OFF FIX - ICE FUTURES ENERGY DIV              Code-06439Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       28,590
COMMITMENTS
     300    3,725        0   27,918   24,865   28,218   28,590      372        0

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:       -361)
       0     -450        0     -361       89     -361     -361        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0     13.0      0.0     97.6     87.0     98.7    100.0      1.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        0       17       14       19       15                  
 
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                 Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 Mw per Peak Hour                                   OPEN INTEREST:      169,597
COMMITMENTS
  23,817    4,545    9,395  135,292  155,504  168,504  169,444    1,094      153

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:        182)
    -583     -558      208      467      519       92      169       90       13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.0      2.7      5.5     79.8     91.7     99.4     99.9      0.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      20       10       14       38       38       63       57                  
 
 
ERCOT SOUTH 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV              Code-06439S
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 Mwh per Peak Hour                                  OPEN INTEREST:       35,594
COMMITMENTS
       0    8,091        0   35,177   27,303   35,177   35,394      417      200

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     22.7      0.0     98.8     76.7     98.8     99.4      1.2      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        0       16       17       16       19                  
 
 
ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV                 Code-06439U
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       34,012
COMMITMENTS
       0    8,091        0   33,600   25,721   33,600   33,812      412      200

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     23.8      0.0     98.8     75.6     98.8     99.4      1.2      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        0       15       17       15       19                  
 
 
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV                    Code-06439V
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 Mwh per peak hour                                  OPEN INTEREST:       36,654
COMMITMENTS
       0    7,131        0   36,629   29,415   36,629   36,546       25      108

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:        140)
       0        0        0      140      140      140      140        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     19.5      0.0     99.9     80.3     99.9     99.7      0.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        4        0       20       16       20       20                  
 
 
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439W
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MWh per Off-Peak Hour                              OPEN INTEREST:       32,163
COMMITMENTS
       0    7,131        0   32,136   24,915   32,136   32,046       27      117

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:        -65)
       0        0        0      -65      -65      -65      -65        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     22.2      0.0     99.9     77.5     99.9     99.6      0.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        4        0       20       18       20       22                  
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 Mwh per Off-Peak Hour                              OPEN INTEREST:      121,464
COMMITMENTS
  22,340      776    1,317   96,967  118,396  120,624  120,489      840      975

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:        189)
    -510        0        0      699      189      189      189        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.4      0.6      1.1     79.8     97.5     99.3     99.2      0.7      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       6        2        4       23       28       30       33                  
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       42,687
COMMITMENTS
     360    1,605       70   41,931   40,888   42,361   42,563      326      124

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:        269)
       0       80        0      266      189      266      269        3        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      3.8      0.2     98.2     95.8     99.2     99.7      0.8      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        4        1       19       17       21       21                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       40,236
COMMITMENTS
     600    1,250      135   39,069   38,685   39,804   40,070      432      166

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:         53)
       0      260        0       -7     -212       -7       48       60        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      3.1      0.3     97.1     96.1     98.9     99.6      1.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        5        2       17       19       20       24                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       33,781
COMMITMENTS
   1,910        0        0   31,632   33,533   33,542   33,533      239      248

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:         73)
      10        0        0       63       73       73       73        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.7      0.0      0.0     93.6     99.3     99.3     99.3      0.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        0       22       20       23       20                  
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       35,355
COMMITMENTS
   2,256       70        0   32,538   35,037   34,794   35,107      561      248

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:        252)
       0        0        0      252      252      252      252        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.4      0.2      0.0     92.0     99.1     98.4     99.3      1.6      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        1        0       21       22       22       23                  
 
 
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV              Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 368 Hours)                  OPEN INTEREST:       71,554
COMMITMENTS
     964    2,667       97   69,857   68,328   70,918   71,092      636      462

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:      1,544)
    -297       70       17    1,803    1,427    1,523    1,514       21       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      3.7      0.1     97.6     95.5     99.1     99.4      0.9      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        6        3       29       28       33       36                  
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       93,792
COMMITMENTS
   2,675    2,393    1,772   88,790   88,914   93,237   93,079      555      713

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:      1,597)
    -801      -70      512    1,987    1,177    1,698    1,620     -101      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9      2.6      1.9     94.7     94.8     99.4     99.2      0.6      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       6       14       12       33       33       46       52                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       44,028
COMMITMENTS
       0    2,991      346   43,577   40,621   43,923   43,958      105       70

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:        621)
     -25       87       70      576      501      621      658        0      -37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      6.8      0.8     99.0     92.3     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        8        5       19       17       24       25                  
 
 
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV                 Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours)                  OPEN INTEREST:       43,424
COMMITMENTS
       0    4,024       75   43,324   39,315   43,399   43,414       25       10

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:        140)
       0     -150        0      140      290      140      140        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      9.3      0.2     99.8     90.5     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        3        1       16       13       17       16                  
 
 
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV                  Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours)                  OPEN INTEREST:       48,657
COMMITMENTS
     905        0    1,330   45,840   46,715   48,075   48,045      582      612

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:        332)
       0        0        0      342      332      342      332      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.9      0.0      2.7     94.2     96.0     98.8     98.7      1.2      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        1       19       25       20       26                  
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       49,653
COMMITMENTS
      70    1,923    1,242   47,346   46,112   48,658   49,277      995      376

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:        309)
       0        0        0      309      321      309      321        0      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      3.9      2.5     95.4     92.9     98.0     99.2      2.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        3        1       21       25       23       28                  
 
 
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       11,341
COMMITMENTS
       0        0        0   10,942   11,111   10,942   11,111      399      230

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:         40)
       0        0        0       40       40       40       40        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     96.5     98.0     96.5     98.0      3.5      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       17       17       17       17                  
 
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       37,184
COMMITMENTS
     587      465       25   35,916   36,371   36,528   36,861      656      323

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:         83)
       0      -20        0       73      103       73       83       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6      1.3      0.1     96.6     97.8     98.2     99.1      1.8      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        1        2       19       18       23       20                  
 
 
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV               Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours)                            OPEN INTEREST:       31,396
COMMITMENTS
     895      232       18   30,050   30,653   30,963   30,903      433      493

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:         90)
       0       15        0       90       70       90       85        0        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9      0.7      0.1     95.7     97.6     98.6     98.4      1.4      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        2        2       22       17       24       20                  
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       27,579
COMMITMENTS
       0    3,309       99   26,833   23,847   26,932   27,255      647      324

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:        838)
       0      109       16      811      722      827      847       11       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     12.0      0.4     97.3     86.5     97.7     98.8      2.3      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        7        1       26       24       27       31                  
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours)                            OPEN INTEREST:       19,770
COMMITMENTS
       9    1,134      302   18,669   17,896   18,980   19,332      790      438

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:        511)
      -5      -14       19      506      696      520      701       -9     -190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      5.7      1.5     94.4     90.5     96.0     97.8      4.0      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        4        4       22       19       26       24                  
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       12,143
COMMITMENTS
     208       56       16   11,914   12,051   12,138   12,123        5       20

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:        552)
       4        0        0      557      552      561      552       -9        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7      0.5      0.1     98.1     99.2    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        2        1       23       20       26       23                  
 
 
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV               Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours)                           OPEN INTEREST:        9,711
COMMITMENTS
      50      338       25    9,612    9,348    9,687    9,711       24        0

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:        450)
     -75        0        0      525      450      450      450        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      3.5      0.3     99.0     96.3     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        3        1       16       14       18       18                  
 
 
PJM PPL ZONE DA OFF-PEAK FIXED - ICE FUTURES ENERGY DIV              Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       34,693
COMMITMENTS
     605        0       25   33,024   34,628   33,654   34,653    1,039       40

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7      0.0      0.1     95.2     99.8     97.0     99.9      3.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        1       12       13       15       14                  
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       36,945
COMMITMENTS
     585        0       25   35,173   36,880   35,783   36,905    1,162       40

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6      0.0      0.1     95.2     99.8     96.9     99.9      3.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        1       12       12       15       13                  
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       85,475
COMMITMENTS
   9,514   10,570    2,375   72,913   71,929   84,802   84,874      673      601

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:        963)
       1   -2,381    1,908   -1,095    1,491      814    1,018      149      -55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.1     12.4      2.8     85.3     84.2     99.2     99.3      0.8      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       4       12        6       37       35       47       47                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
352 MWh                                              OPEN INTEREST:       98,306
COMMITMENTS
  10,359   20,582    3,423   84,063   73,889   97,845   97,894      461      412

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:      1,582)
      62   -2,655    2,728   -1,245    1,704    1,545    1,777       37     -195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.5     20.9      3.5     85.5     75.2     99.5     99.6      0.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
       6       18       10       41       38       56       57                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      360,442
COMMITMENTS
  34,044   39,707   63,148  262,418  256,919  359,610  359,775      832      668

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:      8,098)
      51   -3,841     -772    8,806   12,692    8,085    8,079       13       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.4     11.0     17.5     72.8     71.3     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      23       31       38       54       49       97       98                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       19,819
COMMITMENTS
   2,224    4,000      110   17,062   15,709   19,396   19,819      423        0

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:      1,086)
     145    2,842       30      911   -1,714    1,086    1,158        0      -72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.2     20.2      0.6     86.1     79.3     97.9    100.0      2.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       5        2        3       19       14       24       19                  
 
 
PJM PSEG DA OFF-PK FIXED PRICE - ICE FUTURES ENERGY DIV              Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,359
COMMITMENTS
   1,309    2,890      120   16,672   15,349   18,101   18,359      258        0

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:      1,261)
     125    2,750       50    1,086   -1,539    1,261    1,261        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.1     15.7      0.7     90.8     83.6     98.6    100.0      1.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        4        2       20       16       24       21                  
 
 
ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV              Code-0643IB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:       13,640
COMMITMENTS
   2,020    1,170      702   10,335   10,745   13,057   12,617      583    1,023

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:     -4,610)
    -635   -2,172      126   -4,160   -2,935   -4,669   -4,981       59      371

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.8      8.6      5.1     75.8     78.8     95.7     92.5      4.3      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       8        4        5       22       21       33       28                  
 
 
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV                Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours)                            OPEN INTEREST:       56,581
COMMITMENTS
   1,277    9,813    3,340   51,647   43,164   56,264   56,317      317      264

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:      1,466)
     187     -210      -57    1,346    1,743    1,476    1,476      -10      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.3     17.3      5.9     91.3     76.3     99.4     99.5      0.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       5        7        9       35       24       45       35                  
 
 
ERCOT North 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV                Code-0643IK
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours)                            OPEN INTEREST:       46,610
COMMITMENTS
   5,792    7,810      724   39,710   38,056   46,226   46,590      384       20

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:        479)
    -140      450       50      559      -21      469      479       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.4     16.8      1.6     85.2     81.6     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       6        3        3       21       23       27       29                  
 
 
ERCOT North 345KV Hub RT 7x16 - ICE FUTURES ENERGY DIV               Code-064IBM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours)                            OPEN INTEREST:       15,606
COMMITMENTS
   2,075    3,200        0   13,496   12,396   15,571   15,596       35       10

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:        540)
     300        0        0      240      540      540      540        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.3     20.5      0.0     86.5     79.4     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        4        0       20       16       21       20                  
 
 
PROPANE ARGUS FAR EAST MINI - ICE FUTURES ENERGY DIV                 Code-066393
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100  metric tonnes                                   OPEN INTEREST:        2,662
COMMITMENTS
     447      501      513    1,276    1,075    2,236    2,089      426      573

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:        270)
      45      -50       65      180      200      290      215      -20       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.8     18.8     19.3     47.9     40.4     84.0     78.5     16.0     21.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       8        9       11       17       10       31       24                  
 
 
ARGUS CIF ARA Lg Finl Propane - ICE FUTURES ENERGY DIV               Code-066411
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 metric tonnes                                   OPEN INTEREST:        3,424
COMMITMENTS
       0      383      421    2,476    2,127    2,897    2,931      527      493

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:         70)
       0      -28       31       -2       22       29       25       41       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     11.2     12.3     72.3     62.1     84.6     85.6     15.4     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        3        3       16       17       19       20                  
 
 
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV                      Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000  metric tonnes                                  OPEN INTEREST:       10,644
COMMITMENTS
     542      750    1,942    6,764    6,950    9,248    9,642    1,396    1,002

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:        572)
       0       25      200      318      407      518      632       54      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.1      7.0     18.2     63.5     65.3     86.9     90.6     13.1      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       7       11       18       33       36       51       55                  
 
 
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV                 Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       27,697
COMMITMENTS
   4,815    2,479    2,781   19,881   22,343   27,477   27,603      220       94

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:      1,918)
     584      130       53    1,221    1,700    1,858    1,883       60       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.4      9.0     10.0     71.8     80.7     99.2     99.7      0.8      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       4        5        7       36       34       45       41                  
 
 
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV              Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       16,489
COMMITMENTS
     498      966    2,509   13,345   12,633   16,352   16,108      137      381

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:      1,543)
     -87      262       35    1,625    1,174    1,573    1,471      -30       72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.0      5.9     15.2     80.9     76.6     99.2     97.7      0.8      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        4        4       20       20       24       25                  
 
 
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV               Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       30,864
COMMITMENTS
   4,326    3,191    2,952   23,217   24,302   30,495   30,445      369      419

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:      1,001)
     853   -1,172      196      -67    1,914      982      938       19       63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.0     10.3      9.6     75.2     78.7     98.8     98.6      1.2      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      10        7       11       54       44       70       56                  
 
 
PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV               Code-06641E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:        8,998
COMMITMENTS
     255      358      340    7,968    8,153    8,563    8,851      435      147

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:        327)
      -7        8      -26      377      338      344      320      -17        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.8      4.0      3.8     88.6     90.6     95.2     98.4      4.8      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        3       16       16       19       19                  
 
 
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV              Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       67,902
COMMITMENTS
  56,123      493      608   11,140   66,408   67,871   67,509       31      393

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:      1,229)
     584        0       22      628    1,277    1,234    1,299       -5      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    82.7      0.7      0.9     16.4     97.8    100.0     99.4      0.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       5        4        3       28       39       34       45                  
 
 
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV              Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:      126,323
COMMITMENTS
  20,119   61,852    6,251   99,155   57,679  125,525  125,782      798      541

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:      6,045)
   2,098    1,130     -443    4,199    5,210    5,854    5,897      191      148

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.9     49.0      4.9     78.5     45.7     99.4     99.6      0.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      23        8       18       74       70      101       92                  
 
 
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV                   Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 Metric  Tonnes                                  OPEN INTEREST:        3,213
COMMITMENTS
     220      161      434    1,606    2,143    2,260    2,738      953      475

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:        203)
     -73      -43       19      265      345      211      321       -8     -118

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.8      5.0     13.5     50.0     66.7     70.3     85.2     29.7     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        4        5       15       19       21       25                  
 
 
CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV              Code-06739C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 Barrels                                         OPEN INTEREST:       49,810
COMMITMENTS
     785       10      145   48,755   49,620   49,685   49,775      125       35

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:        700)
    -225        0       80    1,165      880    1,020      960     -320     -260

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6      0.0      0.3     97.9     99.6     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        1        3       24       19       28       22                  
 
 
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV                 Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 BARRELS                                         OPEN INTEREST:       60,712
COMMITMENTS
   1,491      150        0   59,056   60,442   60,547   60,592      165      120

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:     -4,663)
      85       30        0   -4,858   -4,800   -4,773   -4,770      110      107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.5      0.2      0.0     97.3     99.6     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       3        1        0       29       30       32       31                  
 
 
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV                  Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 BARRELS                                         OPEN INTEREST:       11,816
COMMITMENTS
       0        0        0   11,741   11,604   11,741   11,604       75      212

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:       -793)
     -73        0        0     -705     -537     -778     -537      -15     -256

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     99.4     98.2     99.4     98.2      0.6      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       12       15       12       15                  
 
 
CONDENSATE DIF-TMX C5 1A INDEX - ICE FUTURES ENERGY DIV              Code-06743A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 BARRELS                                         OPEN INTEREST:       19,822
COMMITMENTS
       0        0        0   19,763   19,747   19,763   19,747       59       75

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:       -936)
       0        0        0     -924     -921     -924     -921      -12      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     99.7     99.6     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       20       11       20       11                  
 
 
GASOLINE CRK-RBOB/BRENT 1st - ICE FUTURES ENERGY DIV                 Code-111415
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 Barrels                                         OPEN INTEREST:       18,090
COMMITMENTS
  11,191    1,450      335    5,330   12,934   16,856   14,719    1,234    3,371

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:      1,184)
     831        0        0      328    1,082    1,159    1,082       25      102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    61.9      8.0      1.9     29.5     71.5     93.2     81.4      6.8     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        2        2        6       11       10       15                  
 
 
MARINE .5% FOB USGC/BRENT 1st - ICE FUTURES ENERGY DIV               Code-865392
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 Barrels                                        OPEN INTEREST:        5,640
COMMITMENTS
       0    1,385       64    5,152    4,111    5,216    5,560      424       80

CHANGES FROM 09/12/23 (CHANGE IN OPEN INTEREST:        433)
       0      105      -32      465      360      433      433        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     24.6      1.1     91.3     72.9     92.5     98.6      7.5      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        5        3       19       16       22       21                  



Updated September 22, 2023