NJ SRECS - ICE FUTURES ENERGY DIV                                    Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       85,088
COMMITMENTS
  19,910    4,406    2,840   62,338   77,842   85,088   85,088        0        0

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.4      5.2      3.3     73.3     91.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        2        4       17       10       22       16                  
 
 
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV                        Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:      201,442
COMMITMENTS
  33,747   44,915    7,712  159,970  148,815  201,429  201,442       13        0

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:        388)
     697      517       29     -338     -158      388      388        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.8     22.3      3.8     79.4     73.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       8        7        8       24       19       37       30                  
 
 
CALIF LOW CARBON FSC-OPIS - ICE FUTURES ENERGY DIV                   Code-0063CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 LCFS Credits- each of 1 MT                       OPEN INTEREST:       33,306
COMMITMENTS
  15,553    9,691    3,246   14,504   20,369   33,304   33,306        2        0

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:        942)
     493    1,494      228      247     -762      969      960      -27      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    46.7     29.1      9.7     43.5     61.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      20        5        7       12       10       35       20                  
 
 
D6 RINs OPIS CURRENT YEAR - ICE FUTURES ENERGY DIV                   Code-0063CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(50,000 RINs)                                        OPEN INTEREST:       12,637
COMMITMENTS
   5,443    4,107      549    6,578    7,824   12,570   12,480       67      157

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:        166)
     118      121      -16       51       56      153      161       13        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    43.1     32.5      4.3     52.1     61.9     99.5     98.8      0.5      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       9       17        8        7       11       20       32                  
 
 
PA SOLAR ALTER ENERGY CREDIT - ICE FUTURES ENERGY DIV                Code-0063DA
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 PA SRECs)                                        OPEN INTEREST:       22,217
COMMITMENTS
   5,025    4,837       50   17,142   17,330   22,217   22,217        0        0

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.6     21.8      0.2     77.2     78.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        2        1       15       10       19       12                  
 
 
CALIF CARBON CURRENT AUCTION - ICE FUTURES ENERGY DIV                Code-0063DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       31,525
COMMITMENTS
   7,800   26,875    2,100   21,625    2,550   31,525   31,525        0        0

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:        100)
       0        0        0      100      100      100      100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.7     85.2      6.7     68.6      8.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       6        8        4        8        4       17       13                  
 
 
D4 BIODIESEL RINs OPIS CURR YR - ICE FUTURES ENERGY DIV              Code-0063DG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(50,000 RINs)                                        OPEN INTEREST:        7,377
COMMITMENTS
   1,820    1,510      378    5,175    5,370    7,373    7,258        4      119

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:         15)
       0       21        0       15      -66       15      -45        0       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.7     20.5      5.1     70.2     72.8     99.9     98.4      0.1      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
      11        7        4        8        6       20       16                  
 
 
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV                Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| 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:       15,166
COMMITMENTS
     100    7,050      525   14,541    7,591   15,166   15,166        0        0

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7     46.5      3.5     95.9     50.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        4        2        7       13        9       18                  
 
 
MARYLAND COMPLIANCE REC TIER1 - ICE FUTURES ENERGY DIV               Code-0063DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(100 Tier 1 RECs)                                    OPEN INTEREST:       31,235
COMMITMENTS
   8,788    5,415    2,831   19,616   22,989   31,235   31,235        0        0

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:       -701)
     250    1,199     -900      -51   -1,000     -701     -701        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.1     17.3      9.1     62.8     73.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5        4        3       14       13       20       19                  
 
 
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV                          Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       29,230
COMMITMENTS
   6,723    9,329        0   22,507   19,901   29,230   29,230        0        0

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.0     31.9      0.0     77.0     68.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        3        0       14        6       17        9                  
 
 
NEPOOL DUAL RECs CLASS 1 - ICE FUTURES ENERGY DIV                    Code-0063DQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| 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:       22,097
COMMITMENTS
     620    4,230    1,070   20,407   16,797   22,097   22,097        0        0

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.8     19.1      4.8     92.4     76.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        3        2       10       11       12       16                  
 
 
PA COMPLIANCE AECs TIER1 - ICE FUTURES ENERGY DIV                    Code-0063DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(100 AECs)                                           OPEN INTEREST:       30,352
COMMITMENTS
  11,748    4,982      652   17,952   24,718   30,352   30,352        0        0

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:        275)
     550        0      -50     -225      325      275      275        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.7     16.4      2.1     59.1     81.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       9        5        2       11       11       21       17                  
 
 
CALIF CARBON ALLOWANCE V2024 - ICE FUTURES ENERGY DIV                Code-0063E2
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:      221,543
COMMITMENTS
 124,077   48,502   41,780   55,425  131,232  221,282  221,513      261       30

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:      4,931)
   2,287    2,457      271    2,394    2,227    4,952    4,954      -21      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    56.0     21.9     18.9     25.0     59.2     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      78       14       30       30       29      114       67                  
 
 
RGGI V2024 - ICE FUTURES ENERGY DIV                                  Code-0063EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       48,190
COMMITMENTS
  27,670   16,698      620   19,779   30,848   48,069   48,167      121       23

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:     11,177)
   7,215       -2      -13    3,967   11,193   11,168   11,178        9       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    57.4     34.7      1.3     41.0     64.0     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      24        5        4       12        9       38       16                  
 
 
MARINE FUEL OIL 0.5% FOB USGC - ICE FUTURES ENERGY DIV               Code-021397
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:        9,002
COMMITMENTS
     407        0      285    8,082    8,461    8,774    8,746      228      256

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:        290)
       0        0        0      290      290      290      290        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.5      0.0      3.2     89.8     94.0     97.5     97.2      2.5      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        1       17       18       19       19                  
 
 
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV                          Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       33,878
COMMITMENTS
   5,329      974    3,811   24,735   29,032   33,875   33,817        3       61

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:      2,104)
    -393      -10      411    2,086    1,696    2,104    2,097        0        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.7      2.9     11.2     73.0     85.7    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       5        4        7       35       45       42       54                  
 
 
FUEL OIL-3% USGC/3.5% FOB RDAM - ICE FUTURES ENERGY DIV              Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       15,619
COMMITMENTS
   3,162    1,790    1,402   10,968   12,385   15,532   15,577       87       42

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:        802)
      22     -128      238      542      692      802      802        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.2     11.5      9.0     70.2     79.3     99.4     99.7      0.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        4        5       26       17       32       24                  
 
 
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV               Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
BBL                                                  OPEN INTEREST:        6,928
COMMITMENTS
   1,254    2,553      307    5,268    4,006    6,829    6,866       99       62

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:         64)
     106        0      -78       36      142       64       64        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.1     36.9      4.4     76.0     57.8     98.6     99.1      1.4      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        3        4       18       21       22       26                  
 
 
NAT GAS ICE LD1 - ICE FUTURES ENERGY DIV                             Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    6,967,520
COMMITMENTS
 496,771  384,388  1470875  4958458  5099676  6926104  6954939   41,416   12,581

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:     -8,336)
  28,102  -28,872  -16,577  -18,610   38,482   -7,085   -6,967   -1,251   -1,369

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.1      5.5     21.1     71.2     73.2     99.4     99.8      0.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      254)
      32       40       56      171      135      237      198                  
 
 
NAT GAS ICE PEN - ICE FUTURES ENERGY DIV                             Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:    3,736,498
COMMITMENTS
 263,815  222,081  1677884  1790369  1832871  3732069  3732837    4,429    3,661

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:   -252,476)
     690   -9,622 -155,905  -99,228  -89,011 -254,444 -254,538    1,968    2,062

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.1      5.9     44.9     47.9     49.1     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      31       13       34       51       47       93       83                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      176,144
COMMITMENTS
   1,723    3,405      706  163,974  164,132  166,403  168,243    9,741    7,901

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:      3,130)
     272      843       -2    2,679    2,136    2,949    2,977      181      153

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      1.9      0.4     93.1     93.2     94.5     95.5      5.5      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        5        2       28       25       31       31                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      171,367
COMMITMENTS
   3,969    1,092      131  146,092  164,145  150,192  165,368   21,175    5,999

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:        795)
       3      -62       23      316      895      342      856      453      -61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.3      0.6      0.1     85.3     95.8     87.6     96.5     12.4      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        3        2       28       31       31       35                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      400,933
COMMITMENTS
   9,332   18,105    2,883  379,462  373,049  391,677  394,037    9,256    6,896

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:      4,206)
   2,022    3,142     -713    7,155    2,293    8,464    4,722   -4,258     -516

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.3      4.5      0.7     94.6     93.0     97.7     98.3      2.3      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       5        3        4       42       34       48       40                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      934,335
COMMITMENTS
  27,363   28,768    5,263  892,208  896,689  924,834  930,720    9,501    3,615

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:      4,409)
    -212     -943      -13    4,512    5,543    4,287    4,587      122     -178

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9      3.1      0.6     95.5     96.0     99.0     99.6      1.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       6        4        5       39       32       48       39                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      349,700
COMMITMENTS
  20,398    3,810    1,738  319,446  334,983  341,582  340,531    8,118    9,169

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:      4,009)
   1,373    1,894        0    2,369    4,426    3,742    6,320      267   -2,311

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.8      1.1      0.5     91.3     95.8     97.7     97.4      2.3      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       6        4        2       43       33       49       39                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      753,191
COMMITMENTS
   3,215   29,571   11,134  730,989  702,044  745,338  742,749    7,853   10,442

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:     21,272)
     580   -3,835    1,137   17,186   22,009   18,903   19,311    2,369    1,961

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      3.9      1.5     97.1     93.2     99.0     98.6      1.0      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
       5        7        8       47       51       56       62                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      408,690
COMMITMENTS
   2,332   16,169    3,553  393,625  380,146  399,510  399,868    9,180    8,822

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:      3,239)
    -351    3,158      594    2,286     -520    2,529    3,232      710        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      4.0      0.9     96.3     93.0     97.8     97.8      2.2      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       2        6        4       38       34       44       40                  
 
 
ALGONQUIN CITYGATES BASIS - ICE FUTURES ENERGY DIV                   Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       87,621
COMMITMENTS
       0    3,939        0   77,684   73,048   77,684   76,987    9,937   10,634

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:        608)
       0        0        0      608      608      608      608        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      4.5      0.0     88.7     83.4     88.7     87.9     11.3     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        3        0       13       14       13       17                  
 
 
CG-MAINLINE FINANCIAL INDEX - ICE FUTURES ENERGY DIV                 Code-02339P
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Any multiple of 2,500 MMBtus                         OPEN INTEREST:       39,954
COMMITMENTS
     319        0    1,820   37,257   37,824   39,396   39,644      558      310

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:      1,705)
     248        0     -248    1,519    1,953    1,519    1,705      186        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      0.0      4.6     93.2     94.7     98.6     99.2      1.4      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        1       12       12       13       13                  
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       82,666
COMMITMENTS
   9,968    1,488       31   69,768   78,486   79,767   80,005    2,899    2,661

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:      4,014)
     775        0        0    5,569    4,130    6,344    4,130   -2,330     -116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.1      1.8      0.0     84.4     94.9     96.5     96.8      3.5      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        2        1       23       22       27       24                  
 
 
CIG ROCKIES BASIS - ICE FUTURES ENERGY DIV                           Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      344,382
COMMITMENTS
  17,124   16,924    1,730  312,351  315,085  331,205  333,739   13,177   10,643

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:      9,554)
   1,717    2,050      160    8,502    6,122   10,379    8,332     -825    1,222

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.0      4.9      0.5     90.7     91.5     96.2     96.9      3.8      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        1        4       26       28       30       32                  
 
 
TCO Basis - ICE FUTURES ENERGY DIV                                   Code-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      180,128
COMMITMENTS
       0      365        0  168,885  177,627  168,885  177,992   11,243    2,136

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:        560)
       0      365        0       52    2,664       52    3,029      508   -2,469

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.2      0.0     93.8     98.6     93.8     98.8      6.2      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       0        1        0       24       26       24       27                  
 
 
CG Mainline Basis - ICE FUTURES ENERGY DIV                           Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      248,880
COMMITMENTS
   1,926    1,602      969  243,450  235,222  246,345  237,793    2,535   11,087

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:      4,692)
   1,926     -248        0    2,631    5,205    4,557    4,957      135     -265

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      0.6      0.4     97.8     94.5     99.0     95.5      1.0      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        2        1       23       27       25       29                  
 
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                      Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       81,180
COMMITMENTS
  10,764    1,332       62   68,409   79,351   79,235   80,745    1,945      435

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:      5,366)
     589    1,332       62    4,870    4,238    5,521    5,632     -155     -266

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.3      1.6      0.1     84.3     97.7     97.6     99.5      2.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       5        2        1       24       26       30       28                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      773,576
COMMITMENTS
  50,367    1,092   13,474  701,519  754,492  765,360  769,058    8,216    4,518

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:      6,941)
    -496      -28    2,982    8,486    4,539   10,972    7,493   -4,031     -552

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.5      0.1      1.7     90.7     97.5     98.9     99.4      1.1      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      11        3       10       56       45       70       55                  
 
 
EP SAN JUAN BASIS - ICE FUTURES ENERGY DIV                           Code-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      195,050
COMMITMENTS
   7,766        0      590  171,528  184,568  179,884  185,158   15,166    9,892

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:     -1,204)
     -92     -337      340     -860   -2,073     -612   -2,070     -592      866

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.0      0.0      0.3     87.9     94.6     92.2     94.9      7.8      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        1       19       17       21       18                  
 
 
HENRY HUB BASIS - ICE FUTURES ENERGY DIV                             Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      152,483
COMMITMENTS
   8,678   22,270    5,425  136,201  121,220  150,304  148,915    2,179    3,568

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:     30,868)
  -3,145   16,969    2,945   30,789   13,991   30,589   33,905      279   -3,037

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.7     14.6      3.6     89.3     79.5     98.6     97.7      1.4      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       3       10        2       28       34       31       46                  
 
 
HENRY HUB INDEX - ICE FUTURES ENERGY DIV                             Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      211,642
COMMITMENTS
   9,593   21,492   12,589  187,350  175,509  209,532  209,590    2,110    2,052

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:     33,842)
  -5,671   11,847    4,975   34,691   17,083   33,995   33,905     -153      -63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.5     10.2      5.9     88.5     82.9     99.0     99.0      1.0      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
       5       10        9       43       46       53       60                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      531,842
COMMITMENTS
   2,160   64,279      461  524,465  465,079  527,086  529,819    4,756    2,023

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:     10,795)
   1,432     -293      -35    7,432   10,782    8,829   10,454    1,966      341

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4     12.1      0.1     98.6     87.4     99.1     99.6      0.9      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       2        4        1       29       30       32       34                  
 
 
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV                     Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
MMBTU                                                OPEN INTEREST:       43,570
COMMITMENTS
   3,262      806        0   39,440   42,640   42,702   43,446      868      124

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:      1,271)
     341        0        0      744    1,209    1,085    1,209      186       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.5      1.8      0.0     90.5     97.9     98.0     99.7      2.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        0       20       15       22       16                  
 
 
MICHCON BASIS - ICE FUTURES ENERGY DIV                               Code-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      261,541
COMMITMENTS
  15,585    1,307    2,151  228,806  253,014  246,542  256,472   14,999    5,069

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:      4,049)
   2,941    1,307      884    3,030    2,127    6,855    4,318   -2,806     -269

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.0      0.5      0.8     87.5     96.7     94.3     98.1      5.7      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       5        2        3       37       35       43       39                  
 
 
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV                  Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      146,887
COMMITMENTS
       0    9,000        0  144,828  135,198  144,828  144,198    2,059    2,689

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:       -199)
       0      -96        0     -602      514     -602      418      403     -617

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      6.1      0.0     98.6     92.0     98.6     98.2      1.4      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       0        3        0       22       29       22       32                  
 
 
NGPL MIDCONT BASIS - ICE FUTURES ENERGY DIV                          Code-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       78,981
COMMITMENTS
   1,147    2,849    1,895   70,484   63,631   73,526   68,375    5,455   10,606

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      3.6      2.4     89.2     80.6     93.1     86.6      6.9     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        1       13       14       16       15                  
 
 
NGPL TXOK BASIS - ICE FUTURES ENERGY DIV                             Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      303,282
COMMITMENTS
  10,015   12,613      572  283,202  282,860  293,789  296,045    9,493    7,237

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:      3,626)
   3,394     -201        0      293    2,191    3,687    1,990      -61    1,636

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.3      4.2      0.2     93.4     93.3     96.9     97.6      3.1      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       3        3        2       40       39       45       42                  
 
 
NNG VENTURA BASIS - ICE FUTURES ENERGY DIV                           Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      123,861
COMMITMENTS
     286      631      433  115,109  118,973  115,828  120,037    8,033    3,824

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:      2,760)
     126      631       13    2,504    1,973    2,643    2,617      117      143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      0.5      0.3     92.9     96.1     93.5     96.9      6.5      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        2        2       20       21       22       24                  
 
 
ONEOK GAS TRANSPORTATION BASIS - ICE FUTURES ENERGY DIV              Code-0233BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       50,432
COMMITMENTS
   1,926        0        0   42,415   44,656   44,341   44,656    6,091    5,776

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:        345)
       0        0        0      216      620      216      620      129     -275

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.8      0.0      0.0     84.1     88.5     87.9     88.5     12.1     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       13       14       14       14                  
 
 
MALIN (BASIS) - ICE FUTURES ENERGY DIV                               Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      137,924
COMMITMENTS
     692      649       62  128,966  127,679  129,720  128,390    8,204    9,534

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:        -91)
       0        0        0     -276        0     -276        0      185      -91

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      0.5      0.0     93.5     92.6     94.1     93.1      5.9      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        1       16       15       17       17                  
 
 
PANHANDLE BASIS - ICE FUTURES ENERGY DIV                             Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      124,376
COMMITMENTS
   5,139    1,155      394  104,966  106,953  110,499  108,502   13,877   15,874

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:      2,986)
    -124      797        0    1,770       13    1,646      810    1,340    2,176

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.1      0.9      0.3     84.4     86.0     88.8     87.2     11.2     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        2        1       25       21       27       24                  
 
 
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                     Code-0233BQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       58,412
COMMITMENTS
     456        0        0   56,562   57,486   57,018   57,486    1,394      926

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      0.0      0.0     96.8     98.4     97.6     98.4      2.4      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0        9       13       10       13                  
 
 
SONAT - TIER 1 POOL (ZONE 0) - ICE FUTURES ENERGY DIV                Code-0233C1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       78,524
COMMITMENTS
   2,621        0        0   67,641   77,457   70,262   77,457    8,262    1,067

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:        616)
       0        0        0      585      616      585      616       31        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.3      0.0      0.0     86.1     98.6     89.5     98.6     10.5      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        0       19       18       20       18                  
 
 
TETCO M3 INDEX - ICE FUTURES ENERGY DIV                              Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       68,737
COMMITMENTS
   2,465    2,263        0   63,748   64,926   66,213   67,189    2,524    1,548

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:      1,395)
     620      527        0      961      496    1,581    1,023     -186      372

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.6      3.3      0.0     92.7     94.5     96.3     97.7      3.7      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        3        0       21       18       24       21                  
 
 
TETCO M3 BASIS - ICE FUTURES ENERGY DIV                              Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      184,148
COMMITMENTS
   3,342    8,991      761  169,086  168,045  173,189  177,797   10,959    6,351

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:      1,154)
     -91      164       18      610      679      537      861      617      293

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8      4.9      0.4     91.8     91.3     94.0     96.6      6.0      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       4        6        6       27       33       35       41                  
 
 
TGT ZONE 1 BASIS - ICE FUTURES ENERGY DIV                            Code-0233CM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:      187,928
COMMITMENTS
       0        0        0  179,981  181,983  179,981  181,983    7,947    5,945

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:      7,675)
       0        0        0    7,493    7,551    7,493    7,551      182      124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     95.8     96.8     95.8     96.8      4.2      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        0        0       26       25       26       25                  
 
 
TRANSCO STN 85 MONTHLY INDEX - ICE FUTURES ENERGY DIV                Code-0233CS
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       31,365
COMMITMENTS
       0        0        0   30,435   30,869   30,435   30,869      930      496

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:      1,953)
       0        0        0    1,736    1,767    1,736    1,767      217      186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     97.0     98.4     97.0     98.4      3.0      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       18       16       18       16                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:      258,091
COMMITMENTS
  12,763    5,811    6,952  228,523  240,627  248,238  253,390    9,853    4,701

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:     -1,008)
  -3,584    2,427      667    2,403   -3,868     -514     -774     -494     -234

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.9      2.3      2.7     88.5     93.2     96.2     98.2      3.8      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       3        2        4       31       31       36       35                  
 
 
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV                Code-0233CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       83,567
COMMITMENTS
   4,874      308      124   76,698   82,219   81,696   82,651    1,871      916

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:      2,162)
     713        0        0    1,387    1,887    2,100    1,887       62      275

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.8      0.4      0.1     91.8     98.4     97.8     98.9      2.2      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        1        1       19       19       22       21                  
 
 
TRANSCO STATION 85-ZONE 4 BASI - ICE FUTURES ENERGY DIV              Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      213,724
COMMITMENTS
   9,248    2,894      266  192,283  206,617  201,797  209,777   11,927    3,947

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:      4,880)
     468      151      -37    3,980    7,198    4,411    7,312      469   -2,432

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.3      1.4      0.1     90.0     96.7     94.4     98.2      5.6      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       4        1        2       35       38       39       41                  
 
 
WAHA INDEX - ICE FUTURES ENERGY DIV                                  Code-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       75,492
COMMITMENTS
       0    3,743      589   71,507   70,031   72,096   74,363    3,396    1,129

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:        -93)
       0     -527      589     -102     -155      487      -93     -580        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      5.0      0.8     94.7     92.8     95.5     98.5      4.5      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        4        2       26       17       28       21                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:      360,242
COMMITMENTS
     910    2,766        0  349,864  352,580  350,774  355,346    9,468    4,896

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:      1,604)
       0      358        0    1,476    2,802    1,476    3,160      128   -1,556

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      0.8      0.0     97.1     97.9     97.4     98.6      2.6      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        2        0       28       21       29       23                  
 
 
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV                         Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       79,143
COMMITMENTS
   2,769        0      428   67,220   72,442   70,417   72,870    8,726    6,273

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:        341)
      60     -889       33      546    1,197      639      341     -298        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.5      0.0      0.5     84.9     91.5     89.0     92.1     11.0      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        1       18       19       20       20                  
 
 
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV                            Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:      220,726
COMMITMENTS
  12,963   10,005    1,526  192,695  201,253  207,184  212,784   13,542    7,942

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:     -1,233)
    -467     -786     -553   -2,318      685   -3,338     -654    2,105     -579

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.9      4.5      0.7     87.3     91.2     93.9     96.4      6.1      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        2        3       28       30       32       35                  
 
 
REX ZONE 3 INDEX - ICE FUTURES ENERGY DIV                            Code-0233ED
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:       25,643
COMMITMENTS
       0        0        0   24,326   24,626   24,326   24,626    1,317    1,017

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     94.9     96.0     94.9     96.0      5.1      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       12       12       12       12                  
 
 
Transco Zone 5 South Basis - ICE FUTURES ENERGY DIV                  Code-0233FJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:      115,276
COMMITMENTS
   4,343    2,323      490   99,456  107,281  104,289  110,094   10,987    5,182

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:      1,254)
   1,912        0       31     -844    1,223    1,099    1,254      155        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.8      2.0      0.4     86.3     93.1     90.5     95.5      9.5      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        1        2       20       22       24       24                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       27,925
COMMITMENTS
   2,238      368      275   25,144   27,240   27,657   27,883      268       42

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:        290)
      61        0      -34      257      333      284      299        6       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.0      1.3      1.0     90.0     97.5     99.0     99.8      1.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       9        3        5       22       27       32       34                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours)                          OPEN INTEREST:       20,023
COMMITMENTS
   2,403      586      351   17,229   19,086   19,983   20,023       40        0

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:        350)
     216      155       22      112      173      350      350        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.0      2.9      1.8     86.0     95.3     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       8        2        5       23       25       32       31                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours)               OPEN INTEREST:      185,571
COMMITMENTS
  29,517   10,630   15,491  139,386  159,314  184,394  185,435    1,177      136

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:      4,104)
    -240    1,663     -366    3,732    2,848    3,126    4,145      978      -41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.9      5.7      8.3     75.1     85.9     99.4     99.9      0.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      18       21       23       42       44       70       78                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       88,162
COMMITMENTS
   1,932   11,763    3,079   82,954   72,900   87,965   87,742      197      420

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:        734)
      92      353      -31      674      435      735      757       -1      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2     13.3      3.5     94.1     82.7     99.8     99.5      0.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       6       15       10       25       28       39       45                  
 
 
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV                 Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| 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:       73,298
COMMITMENTS
     975    8,321    3,949   68,262   60,965   73,186   73,235      112       63

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:        222)
    -180      -90      225      177       87      222      222        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3     11.4      5.4     93.1     83.2     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        7        6       20       21       26       30                  
 
 
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV              Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| 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:       48,650
COMMITMENTS
   1,148   10,054    1,117   45,846   37,413   48,111   48,584      539       66

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:        131)
    -159       36        5      285      120      131      161        0      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.4     20.7      2.3     94.2     76.9     98.9     99.9      1.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        5        6       27       28       35       35                  
 
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       62,232
COMMITMENTS
   1,249   16,088    1,072   59,409   44,848   61,730   62,008      502      224

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:        161)
     -54      167      -87      306       81      165      161       -4        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0     25.9      1.7     95.5     72.1     99.2     99.6      0.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4       11        6       30       29       38       42                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       61,348
COMMITMENTS
   2,820   10,599      491   57,233   50,237   60,544   61,327      804       21

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:        455)
     150      -16        0      305      471      455      455        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.6     17.3      0.8     93.3     81.9     98.7    100.0      1.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        6        3       29       27       33       34                  
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       71,400
COMMITMENTS
   3,389   10,360      507   66,638   60,508   70,534   71,375      866       25

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:        307)
     104      -66       46      157      327      307      307        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.7     14.5      0.7     93.3     84.7     98.8    100.0      1.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       4        6        3       29       25       34       33                  
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       33,304
COMMITMENTS
     130    2,395       75   32,964   30,725   33,169   33,195      135      109

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:        -41)
       0       50        0      -41      -91      -41      -41        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      7.2      0.2     99.0     92.3     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        2        1       22       13       24       16                  
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours)                           OPEN INTEREST:       31,774
COMMITMENTS
       0    1,106        0   31,409   30,478   31,409   31,584      365      190

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:       -300)
       0        0        0     -286     -311     -286     -311      -14       11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.5      0.0     98.9     95.9     98.9     99.4      1.1      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        4        0       17       17       17       21                  
 
 
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV               Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 Mwh per Peak Hour                                  OPEN INTEREST:       27,902
COMMITMENTS
   2,260    1,490      200   25,432   26,212   27,892   27,902       10        0

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:         50)
      60        0        0      -10       50       50       50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.1      5.3      0.7     91.1     93.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        2        1       18       13       20       16                  
 
 
ERCOT Houston 345KV RT OFF FIX - ICE FUTURES ENERGY DIV              Code-06439Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       27,448
COMMITMENTS
   2,560        0      250   24,449   27,078   27,259   27,328      189      120

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:         60)
      60        0        0        0       60       60       60        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.3      0.0      0.9     89.1     98.7     99.3     99.6      0.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        0        2       17       13       21       15                  
 
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                 Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 Mw per Peak Hour                                   OPEN INTEREST:      179,277
COMMITMENTS
  27,275    9,690    9,042  141,775  160,259  178,093  178,992    1,184      285

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:         57)
    -165      575      -81      359     -431      113       63      -56       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.2      5.4      5.0     79.1     89.4     99.3     99.8      0.7      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      13       14       18       38       39       60       62                  
 
 
ERCOT SOUTH 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV              Code-06439S
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 Mwh per Peak Hour                                  OPEN INTEREST:       35,890
COMMITMENTS
       0    8,614        0   35,362   27,081   35,362   35,695      528      195

CHANGES FROM 12/19/23 (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     24.0      0.0     98.5     75.5     98.5     99.5      1.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        3        0       15       15       15       18                  
 
 
ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV                 Code-06439U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       34,063
COMMITMENTS
       0    7,864        0   33,495   26,014   33,495   33,878      568      185

CHANGES FROM 12/19/23 (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     23.1      0.0     98.3     76.4     98.3     99.5      1.7      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        3        0       15       15       15       18                  
 
 
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV                    Code-06439V
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 Mwh per peak hour                                  OPEN INTEREST:       34,053
COMMITMENTS
     696    5,963      120   32,989   27,829   33,805   33,912      248      141

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:        -71)
     300     -600        0     -179      529      121      -71     -192        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0     17.5      0.4     96.9     81.7     99.3     99.6      0.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        4        1       20       18       22       23                  
 
 
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439W
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MWh per Off-Peak Hour                              OPEN INTEREST:       30,804
COMMITMENTS
     696    5,963      120   29,712   24,526   30,528   30,609      276      195

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:         72)
     300     -600        0      -36      672      264       72     -192        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.3     19.4      0.4     96.5     79.6     99.1     99.4      0.9      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        4        1       20       19       22       24                  
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 Mwh per Off-Peak Hour                              OPEN INTEREST:      123,251
COMMITMENTS
  20,696    6,118    1,190  100,068  114,662  121,954  121,970    1,297    1,281

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:        530)
       0      752     -300      650      210      350      662      180     -132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.8      5.0      1.0     81.2     93.0     98.9     99.0      1.1      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       5        5        4       22       25       29       32                  
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       36,833
COMMITMENTS
     315    2,628       70   36,001   34,038   36,386   36,736      447       97

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:       -382)
       0      193        0     -392     -575     -392     -382       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      7.1      0.2     97.7     92.4     98.8     99.7      1.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        3        1       22       13       24       16                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       36,659
COMMITMENTS
     850    1,976       50   35,363   34,429   36,263   36,455      396      204

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:       -260)
      10     -143        0     -270     -117     -260     -260        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.3      5.4      0.1     96.5     93.9     98.9     99.4      1.1      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        6        1       18       19       20       25                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       33,374
COMMITMENTS
   2,325    3,660        0   30,930   29,337   33,255   32,997      119      377

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:        555)
       0      745        0      554     -190      554      555        1        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.0     11.0      0.0     92.7     87.9     99.6     98.9      0.4      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        3        0       22       21       24       24                  
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       32,654
COMMITMENTS
   2,621      630        0   29,789   31,645   32,410   32,275      244      379

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:        663)
       0      550        0      632      113      632      663       31        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.0      1.9      0.0     91.2     96.9     99.3     98.8      0.7      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        3        0       24       20       26       23                  
 
 
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV              Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| 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:       78,693
COMMITMENTS
     504    5,206    2,044   75,655   70,990   78,203   78,240      490      453

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:        277)
       0     -327      148      142      510      290      331      -13      -54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      6.6      2.6     96.1     90.2     99.4     99.4      0.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       1        9        4       27       32       31       42                  
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:      105,280
COMMITMENTS
   4,578    8,117    2,219   97,937   94,380  104,734  104,716      546      564

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:        957)
      10        4        3      954      942      967      949      -10        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.3      7.7      2.1     93.0     89.6     99.5     99.5      0.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      10       20       11       31       33       48       57                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       44,061
COMMITMENTS
     741    5,258      497   42,725   38,180   43,963   43,935       98      126

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:        272)
       8        0       35      229      222      272      257        0       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7     11.9      1.1     97.0     86.7     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        6        4       20       18       24       25                  
 
 
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV                 Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| 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:       42,478
COMMITMENTS
     125    5,402       15   42,183   37,058   42,323   42,475      155        3

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:          0)
       0     -300        0        0      300        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3     12.7      0.0     99.3     87.2     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        4        1       15       10       17       14                  
 
 
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV                  Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| 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:       58,794
COMMITMENTS
       0    3,421    1,045   57,207   53,784   58,252   58,250      542      544

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:      2,504)
       0      574      -17    2,511    1,947    2,494    2,504       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      5.8      1.8     97.3     91.5     99.1     99.1      0.9      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        6        2       19       24       21       30                  
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       65,346
COMMITMENTS
      30    6,833      974   63,636   57,379   64,640   65,186      706      160

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:      2,042)
       0     -206      -16    2,072    2,264    2,056    2,042      -14        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     10.5      1.5     97.4     87.8     98.9     99.8      1.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        8        3       23       26       27       34                  
 
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       39,923
COMMITMENTS
      45    2,368      273   39,207   37,018   39,525   39,659      398      264

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:         16)
      25       23        0      -39       -7      -14       16       30        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      5.9      0.7     98.2     92.7     99.0     99.3      1.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        5        3       23       25       26       31                  
 
 
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV               Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours)                            OPEN INTEREST:       31,556
COMMITMENTS
     180      193      314   30,971   30,949   31,465   31,456       91      100

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:        -40)
      50        0      -50      -40       10      -40      -40        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      0.6      1.0     98.1     98.1     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        2        1       24       20       26       23                  
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       31,182
COMMITMENTS
   1,226    3,534      620   28,897   26,897   30,743   31,051      439      131

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:        353)
      32      234      -69      390      192      353      357        0       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.9     11.3      2.0     92.7     86.3     98.6     99.6      1.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       4        9        3       25       26       30       37                  
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1MW for about 368 Hours)                            OPEN INTEREST:       21,400
COMMITMENTS
       0    1,905      480   20,223   18,418   20,703   20,803      697      597

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:        344)
       0       90        0      379      307      379      397      -35      -53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      8.9      2.2     94.5     86.1     96.7     97.2      3.3      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        9        2       22       22       24       31                  
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       11,912
COMMITMENTS
     350        0        0   11,522   11,791   11,872   11,791       40      121

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:        -95)
       0        0        0     -105      -95     -105      -95       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9      0.0      0.0     96.7     99.0     99.7     99.0      0.3      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        0        0       23       17       25       17                  
 
 
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV               Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1 MW for about 368 Hours)                           OPEN INTEREST:        8,997
COMMITMENTS
     166      139        0    8,821    8,838    8,987    8,977       10       20

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8      1.5      0.0     98.0     98.2     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        2        0       17       10       19       12                  
 
 
PJM BGE ZONE DA OFFPEAK FIXED - ICE FUTURES ENERGY DIV               Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        8,001
COMMITMENTS
     276      200      595    6,800    7,206    7,671    8,001      330        0

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.4      2.5      7.4     85.0     90.1     95.9    100.0      4.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        3        1       13       12       15       15                  
 
 
PJM BGE ZONE DA, PEAK FIXED - ICE FUTURES ENERGY DIV                 Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        8,101
COMMITMENTS
     292      210      590    6,884    7,301    7,766    8,101      335        0

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.6      2.6      7.3     85.0     90.1     95.9    100.0      4.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        3        1       13       12       15       15                  
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       15,615
COMMITMENTS
   3,503        0        0   11,948   15,465   15,451   15,465      164      150

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:         30)
       0     -100        0       30      100       30        0        0       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.4      0.0      0.0     76.5     99.0     98.9     99.0      1.1      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       5        0        0       12       11       17       11                  
 
 
PJM PECO DA OFFPK FIXED - ICE FUTURES ENERGY DIV                     Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       15,015
COMMITMENTS
     731      450        0   14,115   14,415   14,846   14,865      169      150

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:         30)
       0     -100        0       30      100       30        0        0       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.9      3.0      0.0     94.0     96.0     98.9     99.0      1.1      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        1        0       12       11       16       12                  
 
 
PJM PPL ZONE DA OFF-PEAK FIXED - ICE FUTURES ENERGY DIV              Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       32,613
COMMITMENTS
     470        0        0   31,705   32,603   32,175   32,603      438       10

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:         60)
       0        0        0       60       60       60       60        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      0.0      0.0     97.2    100.0     98.7    100.0      1.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        0       13       15       15       15                  
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       33,728
COMMITMENTS
     465        0        0   32,543   33,718   33,008   33,718      720       10

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:         60)
       0        0        0       60       60       60       60        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      0.0      0.0     96.5    100.0     97.9    100.0      2.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        0       13       14       15       14                  
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       83,889
COMMITMENTS
  14,796    6,990    1,802   66,864   74,914   83,462   83,706      427      183

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:      1,529)
   1,203      113      -28      229    1,459    1,404    1,544      125      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.6      8.3      2.1     79.7     89.3     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      15       10        9       40       37       57       54                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
352 MWh                                              OPEN INTEREST:       93,262
COMMITMENTS
  16,940   14,154    1,210   74,504   77,630   92,654   92,994      608      268

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:      1,820)
   1,160      435       78      457    1,312    1,695    1,825      125       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.2     15.2      1.3     79.9     83.2     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      13       15       11       42       40       59       62                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      363,212
COMMITMENTS
  50,069   54,630   50,879  258,943  257,043  359,891  362,552    3,320      660

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:    -39,267)
  -3,886   -1,463   -9,820  -28,557  -28,128  -42,264  -39,411    2,997      144

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.8     15.0     14.0     71.3     70.8     99.1     99.8      0.9      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      31       28       32       54       49       96       98                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,152
COMMITMENTS
   1,364    5,345       52   16,309   12,574   17,725   17,971      427      181

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:        -40)
       0        0        0      -70      -40      -70      -40       30        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.5     29.4      0.3     89.8     69.3     97.6     99.0      2.4      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        4        1       19       13       23       17                  
 
 
PJM PSEG DA OFF-PK FIXED PRICE - ICE FUTURES ENERGY DIV              Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       16,603
COMMITMENTS
   1,055    4,145       52   15,278   12,382   16,385   16,579      218       24

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:        -40)
       0        0        0      -40      -40      -40      -40        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.4     25.0      0.3     92.0     74.6     98.7     99.9      1.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        4        1       21       15       25       19                  
 
 
ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV              Code-0643IB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:        3,875
COMMITMENTS
     655      865      290    2,295    2,175    3,240    3,330      635      545

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:     -1,150)
    -300     -475      125     -935     -775   -1,110   -1,125      -40      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.9     22.3      7.5     59.2     56.1     83.6     85.9     16.4     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        7        5       16       12       22       21                  
 
 
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV                Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours)                            OPEN INTEREST:       59,323
COMMITMENTS
   3,021    6,080    4,328   51,616   48,564   58,965   58,972      358      351

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:        378)
    -180       65      130      410      183      360      378       18        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.1     10.2      7.3     87.0     81.9     99.4     99.4      0.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       6        6        5       33       25       43       32                  
 
 
ERCOT North 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV                Code-0643IK
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours)                            OPEN INTEREST:       59,438
COMMITMENTS
   7,057    7,645    1,581   50,109   49,927   58,747   59,153      691      285

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:         34)
    -720      175      275      519     -411       74       39      -40       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.9     12.9      2.7     84.3     84.0     98.8     99.5      1.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       6        4        5       26       23       35       30                  
 
 
ERCOT Houston 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV              Code-0643IL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours)                            OPEN INTEREST:       24,040
COMMITMENTS
   5,675        0        0   18,365   23,915   24,040   23,915        0      125

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.6      0.0      0.0     76.4     99.5    100.0     99.5      0.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        0        0       13       11       17       11                  
 
 
PJM DOM ZONE DAY AHEAD PEAK - ICE FUTURES ENERGY DIV                 Code-064IAZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
352 MWh                                              OPEN INTEREST:       12,688
COMMITMENTS
   2,250      456        0   10,288   12,188   12,538   12,644      150       44

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:          0)
       0      264     -264      300        0       36        0      -36        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.7      3.6      0.0     81.1     96.1     98.8     99.7      1.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        2        0       14       11       16       13                  
 
 
ERCOT North 345KV Hub RT 7x16 - ICE FUTURES ENERGY DIV               Code-064IBM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(1MW for about 352 Hours)                            OPEN INTEREST:       16,085
COMMITMENTS
   1,620    2,110      540   13,835   13,395   15,995   16,045       90       40

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:       -120)
       0        0        0     -120     -120     -120     -120        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.1     13.1      3.4     86.0     83.3     99.4     99.8      0.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        4        2       19       19       21       24                  
 
 
PROPANE ARGUS FAR EAST MINI - ICE FUTURES ENERGY DIV                 Code-066393
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100  metric tonnes                                   OPEN INTEREST:        3,932
COMMITMENTS
     467      588      280    2,385    2,577    3,132    3,445      800      487

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:        235)
      40       70      -10      155      115      185      175       50       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.9     15.0      7.1     60.7     65.5     79.7     87.6     20.3     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        5        9       25       19       34       28                  
 
 
ARGUS CIF ARA Lg Finl Propane - ICE FUTURES ENERGY DIV               Code-066411
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 metric tonnes                                   OPEN INTEREST:        2,999
COMMITMENTS
       0      304      257    2,040    1,869    2,297    2,430      702      569

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     10.1      8.6     68.0     62.3     76.6     81.0     23.4     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        4        3       16       17       19       21                  
 
 
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV                      Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000  metric tonnes                                  OPEN INTEREST:       10,437
COMMITMENTS
     477      604    1,231    7,643    7,482    9,351    9,317    1,086    1,120

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:        203)
      27      -74       65      133      229      225      220      -22      -17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.6      5.8     11.8     73.2     71.7     89.6     89.3     10.4     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       7        6       11       37       40       49       52                  
 
 
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV                 Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       40,558
COMMITMENTS
   7,555    4,644    3,584   29,259   31,833   40,398   40,061      160      497

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:      2,655)
     275      -50      849    1,466    1,926    2,590    2,725       65      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.6     11.5      8.8     72.1     78.5     99.6     98.8      0.4      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       6        8        7       36       34       47       44                  
 
 
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV              Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       18,251
COMMITMENTS
      88    1,863    2,477   15,567   13,613   18,132   17,953      119      298

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:        -74)
      50        5       39     -163     -118      -74      -74        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5     10.2     13.6     85.3     74.6     99.3     98.4      0.7      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        3        5       20       20       25       25                  
 
 
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV               Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       29,671
COMMITMENTS
   7,339    3,003    2,442   19,339   23,987   29,120   29,432      551      239

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:      1,868)
     272      156      327    1,291    1,384    1,890    1,867      -22        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.7     10.1      8.2     65.2     80.8     98.1     99.2      1.9      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      11        5       11       46       52       61       64                  
 
 
PROPANE OPIS CONWAY INWELL FP - ICE FUTURES ENERGY DIV               Code-06641E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:        8,983
COMMITMENTS
     236      175      343    8,134    8,380    8,713    8,898      270       85

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:        523)
      18        5      -12      517      530      523      523        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.6      1.9      3.8     90.5     93.3     97.0     99.1      3.0      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        3       16       17       19       20                  
 
 
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV              Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       58,229
COMMITMENTS
  46,840      665      633   10,744   56,615   58,217   57,913       12      316

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:        161)
    -339      100        3      497      113      161      216        0      -55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    80.4      1.1      1.1     18.5     97.2    100.0     99.5      0.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       7        3        3       23       40       30       46                  
 
 
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV              Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:      116,183
COMMITMENTS
  17,894   57,441    5,603   92,311   52,647  115,808  115,691      375      492

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:      2,411)
     269     -548      579    1,563    2,380    2,411    2,411        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.4     49.4      4.8     79.5     45.3     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      13       13       17       84       73      107       94                  
 
 
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV                   Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 Metric  Tonnes                                  OPEN INTEREST:        3,637
COMMITMENTS
     286      114      337    2,262    2,530    2,885    2,981      752      656

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:        181)
     130       37      -19      277      150      388      168     -207       13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.9      3.1      9.3     62.2     69.6     79.3     82.0     20.7     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       5        3        5       16       18       23       24                  
 
 
CRUDE DIFF-WCS HOUSTON/WTI 1ST - ICE FUTURES ENERGY DIV              Code-06739C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 Barrels                                         OPEN INTEREST:       53,393
COMMITMENTS
     250       35      150   51,693   52,490   52,093   52,675    1,300      718

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:        695)
       0        0        0     -605      -23     -605      -23    1,300      718

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      0.1      0.3     96.8     98.3     97.6     98.7      2.4      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        1        2       27       31       29       34                  
 
 
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV                 Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 BARRELS                                         OPEN INTEREST:       48,188
COMMITMENTS
     975      130       40   47,098   48,003   48,113   48,173       75       15

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:        -40)
       0        0        0      -40      -40      -40      -40        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0      0.3      0.1     97.7     99.6     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       2        1        1       27       35       29       37                  
 
 
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV                  Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 BARRELS                                         OPEN INTEREST:       15,815
COMMITMENTS
       0      130       35   15,750   15,565   15,785   15,730       30       85

CHANGES FROM 12/19/23 (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      0.8      0.2     99.6     98.4     99.8     99.5      0.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        1       17       15       18       16                  
 
 
CONDENSATE DIF-TMX C5 1A INDEX - ICE FUTURES ENERGY DIV              Code-06743A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 BARRELS                                         OPEN INTEREST:       16,999
COMMITMENTS
       0        0        0   16,946   16,934   16,946   16,934       53       65

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:        -75)
       0        0        0      -75      -75      -75      -75        0        0

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       22       15       22       15                  
 
 
MARINE .5% FOB USGC/BRENT 1st - ICE FUTURES ENERGY DIV               Code-865392
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 Barrels                                        OPEN INTEREST:        6,475
COMMITMENTS
      63    1,235      129    5,913    5,091    6,105    6,455      370       20

CHANGES FROM 12/19/23 (CHANGE IN OPEN INTEREST:        347)
       0      257        0      387       90      387      347      -40        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0     19.1      2.0     91.3     78.6     94.3     99.7      5.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        4        2       14       17       17       22                  



Updated December 29, 2023