CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV               Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       34,780
COMMITMENTS
   8,758    8,607    1,014   25,002   25,159   34,774   34,780        6        0

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:        135)
       0        0       15      157      120      172      135      -37        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.2     24.7      2.9     71.9     72.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      13        4        3       17       11       31       17                  
 
 
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV               Code-0063AS
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:      109,405
COMMITMENTS
  46,390   30,078   17,005   45,953   62,172  109,349  109,255       56      150

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:      2,979)
  -1,479       71    1,456    3,292    1,617    3,269    3,144     -290     -165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    42.4     27.5     15.5     42.0     56.8     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      25       12       19       26       21       58       45                  
 
 
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV                   Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       48,636
COMMITMENTS
  17,457    7,158    6,475   24,528   34,902   48,461   48,536      175      100

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:      1,151)
   1,071      110     -193      272    1,233    1,150    1,151        1        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.9     14.7     13.3     50.4     71.8     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      15        9       11       18       16       38       31                  
 
 
NJ SRECS - ICE FUTURES ENERGY DIV                                    Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:      146,393
COMMITMENTS
  39,618   97,168    2,625  104,150   46,600  146,393  146,393        0        0

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.1     66.4      1.8     71.1     31.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        9        3       17       14       22       24                  
 
 
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV                        Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       98,660
COMMITMENTS
  15,330   35,850    2,237   81,078   60,573   98,645   98,660       15        0

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:      1,222)
     192    1,000      100      930      122    1,222    1,222        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.5     36.3      2.3     82.2     61.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       6        3        3       14       10       21       15                  
 
 
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV                   Code-0063CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       28,703
COMMITMENTS
   9,429    4,398    7,249   12,025   17,056   28,703   28,703        0        0

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:        204)
      -1        0        0      205      204      204      204        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.9     15.3     25.3     41.9     59.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       8        3        5       11        9       24       15                  
 
 
RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV                           Code-0063CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       47,634
COMMITMENTS
   6,370    2,885    1,815   39,449   42,934   47,634   47,634        0        0

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:        560)
       0        0      100      460      460      560      560        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.4      6.1      3.8     82.8     90.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       9        2        3       19       16       29       20                  
 
 
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV                Code-0063D9
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:        9,536
COMMITMENTS
   5,586    2,009      800    3,150    6,727    9,536    9,536        0        0

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:        450)
  -1,000        0        0    1,450      450      450      450        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    58.6     21.1      8.4     33.0     70.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6        3        2        4       10       12       14                  
 
 
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV                Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| 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:       20,093
COMMITMENTS
   2,945    5,000    1,025   16,098   14,068   20,068   20,093       25        0

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:        605)
    -150      100      250      505      255      605      605        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.7     24.9      5.1     80.1     70.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       5        5        3       12        8       18       15                  
 
 
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV                          Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       43,496
COMMITMENTS
  25,474    8,350      987   17,035   34,159   43,496   43,496        0        0

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:        598)
     500        0        0       98      598      598      598        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    58.6     19.2      2.3     39.2     78.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6        2        3       14       10       21       14                  
 
 
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV                          Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       36,853
COMMITMENTS
   4,164    3,556    1,766   30,763   31,498   36,693   36,820      160       33

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:      2,680)
     550       72      143    2,072    2,465    2,765    2,680      -85        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.3      9.6      4.8     83.5     85.5     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       6        1        4       31       28       38       32                  
 
 
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV       Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       34,741
COMMITMENTS
   4,856    1,754    2,073   27,348   30,802   34,277   34,629      464      112

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:      3,793)
     300     -108      242    3,491    3,659    4,033    3,793     -240        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.0      5.0      6.0     78.7     88.7     98.7     99.7      1.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        3        3       26       21       30       25                  
 
 
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV               Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
BBL                                                  OPEN INTEREST:        7,055
COMMITMENTS
       0    2,805      136    6,898    3,922    7,034    6,863       21      192

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:        625)
       0      575        0      625       50      625      625        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     39.8      1.9     97.8     55.6     99.7     97.3      0.3      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        4        3       15       12       18       16                  
 
 
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV                 Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    5,119,821
COMMITMENTS
 266,010  122,274  354,888  4471120  4615009  5092018  5092171   27,803   27,650

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:    -29,757)
 -11,975    7,544  -30,440   15,403   -5,386  -27,012  -28,282   -2,745   -1,475

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.2      2.4      6.9     87.3     90.1     99.5     99.5      0.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      231)
      39       31       56      153      116      217      178                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      999,172
COMMITMENTS
  10,184   31,765  296,084  690,597  669,144  996,866  996,993    2,306    2,178

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:     75,089)
  -1,949    5,187   54,723   22,316   15,158   75,090   75,068       -2       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      3.2     29.6     69.1     67.0     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      15       11       24       48       46       74       70                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      258,088
COMMITMENTS
     544    5,006      217  237,284  246,437  238,045  251,660   20,043    6,428

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:      4,155)
     521        0        0    4,595    2,424    5,116    2,424     -961    1,731

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      1.9      0.1     91.9     95.5     92.2     97.5      7.8      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        1        1       29       22       31       24                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      147,494
COMMITMENTS
   1,457    5,136    1,296  141,059  128,321  143,812  134,753    3,682   12,741

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:      3,246)
     -36        0      120    3,036    2,617    3,120    2,737      126      509

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      3.5      0.9     95.6     87.0     97.5     91.4      2.5      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        1        3       21       22       24       26                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      324,241
COMMITMENTS
   6,705    2,680    2,059  302,504  312,269  311,268  317,008   12,973    7,233

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:      8,168)
     431      484     -193    5,244    8,000    5,482    8,291    2,686     -123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.1      0.8      0.6     93.3     96.3     96.0     97.8      4.0      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        2        3       25       28       30       32                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      869,086
COMMITMENTS
   6,273   11,732      607  850,809  855,193  857,689  867,532   11,397    1,554

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:      4,249)
     270     -124      122    2,761    4,007    3,153    4,005    1,096      244

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      1.3      0.1     97.9     98.4     98.7     99.8      1.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        2        4       39       30       44       35                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      392,091
COMMITMENTS
   4,486    8,405      934  376,306  372,952  381,726  382,291   10,365    9,800

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:      1,349)
    -362      -64      531    6,659      711    6,828    1,178   -5,479      171

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      2.1      0.2     96.0     95.1     97.4     97.5      2.6      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       5        4        4       41       38       47       45                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      531,384
COMMITMENTS
   2,640    1,254      454  516,444  523,607  519,538  525,315   11,846    6,069

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:     12,247)
    -231      408      150   10,732   11,586   10,651   12,144    1,596      103

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      0.2      0.1     97.2     98.5     97.8     98.9      2.2      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       2        4        3       38       39       43       43                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      401,806
COMMITMENTS
     319    1,437      885  392,773  393,890  393,977  396,212    7,829    5,594

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:      3,374)
    -140     -180     -193    4,240    8,385    3,907    8,012     -533   -4,638

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      0.4      0.2     97.8     98.0     98.1     98.6      1.9      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       1        2        2       37       27       39       30                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      108,073
COMMITMENTS
   1,579    2,438    1,494   99,853  101,247  102,926  105,179    5,147    2,894

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:      3,152)
     357     -538      628    1,430    3,333    2,415    3,423      737     -271

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      2.3      1.4     92.4     93.7     95.2     97.3      4.8      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        2        5       16       20       21       25                  
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       14,974
COMMITMENTS
       0    1,363        0   14,143   13,053   14,143   14,416      831      558

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:      3,786)
       0        0        0    3,637    3,786    3,637    3,786      149        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      9.1      0.0     94.5     87.2     94.5     96.3      5.5      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        2        0       17       15       17       17                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      239,416
COMMITMENTS
     184      127      937  235,755  232,382  236,876  233,446    2,540    5,970

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:      1,368)
     184       -2      304    2,433    1,305    2,921    1,607   -1,553     -239

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      0.1      0.4     98.5     97.1     98.9     97.5      1.1      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        1        2       24       24       26       26                  
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      190,111
COMMITMENTS
       0        0        0  180,948  186,243  180,948  186,243    9,163    3,868

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:      3,035)
       0        0        0    3,010    3,027    3,010    3,027       25        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     95.2     98.0     95.2     98.0      4.8      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        0        0       27       23       27       23                  
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      307,995
COMMITMENTS
       0        0        0  302,203  305,439  302,203  305,439    5,792    2,556

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:     15,440)
       0        0        0   15,592   14,497   15,592   14,497     -152      943

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     98.1     99.2     98.1     99.2      1.9      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        0        0       21       23       21       23                  
 
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                      Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       34,142
COMMITMENTS
   6,395    1,228      589   24,924   30,440   31,908   32,257    2,234    1,885

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:      5,012)
   1,001     -589      589    2,601    4,987    4,191    4,987      821       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.7      3.6      1.7     73.0     89.2     93.5     94.5      6.5      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        3        1       10       18       13       22                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      597,847
COMMITMENTS
  24,466    4,913    4,040  558,004  579,832  586,510  588,785   11,337    9,062

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:     13,991)
     606   -1,050    1,713   11,939   13,240   14,258   13,903     -267       88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.1      0.8      0.7     93.3     97.0     98.1     98.5      1.9      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
       6        4        5       47       40       56       46                  
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      218,419
COMMITMENTS
      61      450    3,639  211,144  209,092  214,844  213,181    3,575    5,238

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:       -745)
      58      -85      -24        1     -301       35     -410     -780     -335

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.2      1.7     96.7     95.7     98.4     97.6      1.6      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        2        3       25       23       28       26                  
 
 
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV             Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       42,876
COMMITMENTS
     652        0    1,280   39,537   41,165   41,469   42,445    1,407      431

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:      1,996)
     218     -270     -218    1,936    2,484    1,936    1,996       60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      0.0      3.0     92.2     96.0     96.7     99.0      3.3      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        1       15       11       17       12                  
 
 
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       74,030
COMMITMENTS
       0        0        0   65,701   66,058   65,701   66,058    8,329    7,972

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:      1,740)
       0        0        0      239    3,108      239    3,108    1,501   -1,368

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     88.7     89.2     88.7     89.2     11.3     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       17       14       17       14                  
 
 
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      219,602
COMMITMENTS
   8,800        0        0  207,972  219,114  216,772  219,114    2,830      488

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:      9,975)
   7,584        0        0    2,391    9,975    9,975    9,975        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.0      0.0      0.0     94.7     99.8     98.7     99.8      1.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        0        0       24       20       26       20                  
 
 
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV      Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      212,540
COMMITMENTS
  19,083   12,214        0  192,735  199,551  211,818  211,765      722      775

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:      7,936)
   7,584        0        0      352    7,936    7,936    7,936        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.0      5.7      0.0     90.7     93.9     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
       9        5        0       38       32       47       37                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      134,240
COMMITMENTS
       0    1,278        0  132,765  132,099  132,765  133,377    1,475      863

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:      6,528)
       0      360        0    6,528    6,168    6,528    6,528        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.0      0.0     98.9     98.4     98.9     99.4      1.1      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        2        0       16       23       16       25                  
 
 
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV                     Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
MMBTU                                                OPEN INTEREST:       20,736
COMMITMENTS
   2,294    2,529        0   17,036   18,021   19,330   20,550    1,406      186

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:      1,350)
       0    1,110        0    1,110      240    1,110    1,350      240        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.1     12.2      0.0     82.2     86.9     93.2     99.1      6.8      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        1        0       11       17       13       18                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      252,455
COMMITMENTS
   1,460    5,150    5,422  237,944  233,643  244,826  244,215    7,629    8,240

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:      5,224)
     304     -552     -188    2,215    6,090    2,331    5,350    2,893     -126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      2.0      2.1     94.3     92.5     97.0     96.7      3.0      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       1        2        1       36       37       38       39                  
 
 
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV                  Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      101,358
COMMITMENTS
     248        0        0  100,893  100,986  101,141  100,986      217      372

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:       -120)
       0        0        0     -120     -120     -120     -120        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      0.0      0.0     99.5     99.6     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       17       12       18       12                  
 
 
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV     Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       14,926
COMMITMENTS
   2,976      346        0   11,273   12,785   14,249   13,131      677    1,795

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.9      2.3      0.0     75.5     85.7     95.5     88.0      4.5     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        0       10        7       12        8                  
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      106,420
COMMITMENTS
       0        0        0   95,454   93,487   95,454   93,487   10,966   12,933

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:     -4,034)
       0        0        0   -4,159   -3,124   -4,159   -3,124      125     -910

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     89.7     87.8     89.7     87.8     10.3     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       17       19       17       19                  
 
 
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV          Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      231,947
COMMITMENTS
   1,520    1,888        0  226,319  225,383  227,839  227,271    4,108    4,676

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:      4,823)
   1,520     -946        0    3,231    5,025    4,751    4,079       72      744

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      0.8      0.0     97.6     97.2     98.2     98.0      1.8      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       1        1        0       25       31       26       32                  
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      191,735
COMMITMENTS
       0        0        0  184,575  188,567  184,575  188,567    7,160    3,168

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:      2,832)
       0        0        0    2,955    2,590    2,955    2,590     -123      242

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     96.3     98.3     96.3     98.3      3.7      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        0        0       22       20       22       20                  
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       82,164
COMMITMENTS
       0        0        0   79,716   80,226   79,716   80,226    2,448    1,938

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:      2,134)
       0        0        0    4,652    3,479    4,652    3,479   -2,518   -1,345

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     97.0     97.6     97.0     97.6      3.0      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       21       17       21       17                  
 
 
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV  Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       32,530
COMMITMENTS
     705        0        0   29,679   31,786   30,384   31,786    2,146      744

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:        240)
     240        0        0        0      240      240      240        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2      0.0      0.0     91.2     97.7     93.4     97.7      6.6      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       16        6       17        6                  
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      197,885
COMMITMENTS
   3,457      465      285  186,352  191,368  190,094  192,118    7,791    5,767

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:        814)
     367      379     -381      644      644      630      642      184      172

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7      0.2      0.1     94.2     96.7     96.1     97.1      3.9      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        1       16       17       18       19                  
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      155,309
COMMITMENTS
       0    2,041    5,471  139,494  134,494  144,965  142,006   10,344   13,303

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:     -8,240)
       0   -1,038   -1,723   -6,235   -7,252   -7,958  -10,013     -282    1,773

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.3      3.5     89.8     86.6     93.3     91.4      6.7      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       0        3        2       27       32       29       35                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       47,082
COMMITMENTS
     806      744        0   45,445   45,876   46,251   46,620      831      462

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:      2,108)
       0        0        0    1,866    1,956    1,866    1,956      242      152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7      1.6      0.0     96.5     97.4     98.2     99.0      1.8      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        0       14       16       16       17                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      236,632
COMMITMENTS
   2,018    3,485    3,412  223,230  223,938  228,660  230,835    7,972    5,797

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:      3,006)
   1,417   -3,087    2,562     -430    3,872    3,549    3,347     -543     -341

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      1.5      1.4     94.3     94.6     96.6     97.6      3.4      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       2        2        2       31       35       35       37                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:      130,216
COMMITMENTS
     826        0      150  121,653  124,623  122,629  124,773    7,587    5,443

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:      4,204)
     362        0     -300    2,749    4,384    2,811    4,084    1,393      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      0.0      0.1     93.4     95.7     94.2     95.8      5.8      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        0        1       27       26       28       27                  
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      162,717
COMMITMENTS
       0    1,520        0  153,550  154,815  153,550  156,335    9,167    6,382

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:      6,981)
       0    1,520        0    7,564    7,808    7,564    9,328     -583   -2,347

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.9      0.0     94.4     95.1     94.4     96.1      5.6      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        0       17       16       17       17                  
 
 
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       33,381
COMMITMENTS
     341    1,926        0   31,324   28,308   31,665   30,234    1,716    3,147

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:        415)
       0        0        0      355      325      355      325       60       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      5.8      0.0     93.8     84.8     94.9     90.6      5.1      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        0       12       13       13       14                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:      266,253
COMMITMENTS
       0      360        0  248,236  264,725  248,236  265,085   18,017    1,168

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:      8,638)
       0        0        0    8,942    8,751    8,942    8,751     -304     -113

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.1      0.0     93.2     99.4     93.2     99.6      6.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        1        0       25       16       25       17                  
 
 
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV                         Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      116,326
COMMITMENTS
  11,374    8,774      174   94,107  104,099  105,655  113,047   10,671    3,279

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:      7,197)
     134        0       29    6,650    7,166    6,813    7,195      384        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.8      7.5      0.1     80.9     89.5     90.8     97.2      9.2      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        1       11       13       13       15                  
 
 
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV                            Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:      210,239
COMMITMENTS
       0        0        0  207,717  208,323  207,717  208,323    2,522    1,916

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:      1,122)
       0        0        0    1,152    1,398    1,152    1,398      -30     -276

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     98.8     99.1     98.8     99.1      1.2      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        0        0       23       23       23       23                  
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:       34,300
COMMITMENTS
   5,156       82    5,581   23,242   28,251   33,979   33,915      321      385

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:      1,360)
     194      -15       57    1,108    1,317    1,360    1,360        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.0      0.2     16.3     67.8     82.4     99.1     98.9      0.9      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      14        4       17       28       29       46       46                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       39,897
COMMITMENTS
   7,614      700    1,125   31,149   37,937   39,888   39,762        9      135

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:        645)
    -275       75      150      770      420      645      645        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.1      1.8      2.8     78.1     95.1    100.0     99.7      0.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       6        4        6       23       24       31       33                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:       27,739
COMMITMENTS
   3,075      925      525   24,058   26,289   27,658   27,739       81        0

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:         60)
      75        0        0      -15       60       60       60        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.1      3.3      1.9     86.7     94.8     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        3        4       17       16       23       20                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:      137,270
COMMITMENTS
   6,052    8,803    9,919  120,798  118,437  136,769  137,159      501      111

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:       -700)
      76      -24     -378     -255     -273     -557     -675     -143      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.4      6.4      7.2     88.0     86.3     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      12       10        9       34       35       49       51                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       72,090
COMMITMENTS
     853    2,270    3,028   68,209   66,783   72,090   72,082        0        8

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:      2,113)
    -295     -240      176    2,232    2,175    2,113    2,111        0        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      3.1      4.2     94.6     92.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       6        6        5       23       23       31       32                  
 
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:       32,352
COMMITMENTS
     225      725      175   31,952   31,452   32,352   32,352        0        0

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:         25)
      25       75        0        0      -50       25       25        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      2.2      0.5     98.8     97.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        3       11       13       14       17                  
 
 
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV                    Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       67,499
COMMITMENTS
  15,962    1,427    4,857   46,382   61,215   67,201   67,499      298        0

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:        -28)
      -7       50      -67       45      -11      -29      -28        1        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.6      2.1      7.2     68.7     90.7     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       5        2        3       26       27       32       31                  
 
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       85,519
COMMITMENTS
  25,937    2,999    4,191   54,659   78,128   84,787   85,318      732      201

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:     -1,584)
       4      120   -1,324     -267     -370   -1,587   -1,574        3      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.3      3.5      4.9     63.9     91.4     99.1     99.8      0.9      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5        7        5       25       27       33       36                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       73,827
COMMITMENTS
   3,292      449    1,500   68,429   71,791   73,221   73,740      606       87

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:      1,163)
     100      280     -100    1,163      983    1,163    1,163        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.5      0.6      2.0     92.7     97.2     99.2     99.9      0.8      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        2        2       28       26       32       29                  
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       97,734
COMMITMENTS
   3,791      478    2,025   91,177   95,184   96,993   97,687      741       47

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:      1,536)
     200      305     -100    1,436    1,331    1,536    1,536        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.9      0.5      2.1     93.3     97.4     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        3        2       30       30       34       34                  
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       43,620
COMMITMENTS
     400      420        0   43,095   42,915   43,495   43,335      125      285

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:         30)
       0        0        0       30       30       30       30        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      1.0      0.0     98.8     98.4     99.7     99.3      0.3      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        0       17       18       18       19                  
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       26,724
COMMITMENTS
     945      697       18   25,566   25,889   26,529   26,604      195      120

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:          5)
       0        0        0        5        5        5        5        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.5      2.6      0.1     95.7     96.9     99.3     99.6      0.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        2       19       19       22       22                  
 
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                 Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       73,819
COMMITMENTS
  17,635      681    2,401   53,479   70,622   73,515   73,704      304      115

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:        851)
      -2      100      -41      923      791      881      851      -30        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.9      0.9      3.3     72.4     95.7     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      19        3       12       30       32       51       45                  
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       27,427
COMMITMENTS
   7,975      165      650   18,511   26,260   27,136   27,075      291      352

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:      1,416)
       0        0        0    1,416    1,416    1,416    1,416        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.1      0.6      2.4     67.5     95.7     98.9     98.7      1.1      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       6        1        4       20       21       27       25                  
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       50,845
COMMITMENTS
     500      345       75   50,140   50,200   50,715   50,620      130      225

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:       -305)
       0        0        0     -300     -305     -300     -305       -5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      0.7      0.1     98.6     98.7     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        1       22       22       25       23                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       40,178
COMMITMENTS
   1,350    1,607      128   37,856   38,361   39,334   40,096      844       82

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:         86)
     -25        0        0      111       86       86       86        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.4      4.0      0.3     94.2     95.5     97.9     99.8      2.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        5        3       23       21       28       28                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       60,618
COMMITMENTS
   3,095      200        0   56,925   60,073   60,020   60,273      598      345

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:        230)
       5        0        0      225      230      230      230        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.1      0.3      0.0     93.9     99.1     99.0     99.4      1.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        0       24       17       26       18                  
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       65,873
COMMITMENTS
   3,437    3,600       60   62,080   62,033   65,577   65,693      296      180

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:        244)
      35        0        0      209      244      244      244        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.2      5.5      0.1     94.2     94.2     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        1        1       25       19       28       21                  
 
 
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       81,287
COMMITMENTS
   1,359       90      137   79,627   81,040   81,123   81,267      164       20

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:        420)
     293     -212      -20      147      637      420      405        0       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7      0.1      0.2     98.0     99.7     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        1        3       25       29       29       32                  
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:      105,720
COMMITMENTS
   1,758    4,911    1,341  102,369   99,388  105,468  105,640      252       80

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:        501)
     451     -278     -171      240      910      520      461      -19       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7      4.6      1.3     96.8     94.0     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       4       14        8       28       31       38       47                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       55,948
COMMITMENTS
     100    4,406      375   55,453   51,167   55,928   55,948       20        0

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:      1,815)
       0        0        0    1,815    1,815    1,815    1,815        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      7.9      0.7     99.1     91.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        4        2       13       13       16       18                  
 
 
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV                        Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
25MWh                                                OPEN INTEREST:       49,220
COMMITMENTS
       0      805      275   48,945   48,140   49,220   49,220        0        0

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:      3,600)
       0        0        0    3,600    3,600    3,600    3,600        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.6      0.6     99.4     97.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        4        1       12        9       13       13                  
 
 
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       61,955
COMMITMENTS
   1,341    1,722    1,487   59,022   58,622   61,850   61,831      105      124

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:         75)
     120        0        2      -57       74       65       76       10       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2      2.8      2.4     95.3     94.6     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       5        3        3       23       22       29       27                  
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       65,712
COMMITMENTS
   2,089    1,254    5,371   57,875   58,950   65,335   65,575      377      137

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:       -198)
     204        0        0     -409     -198     -205     -198        7        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.2      1.9      8.2     88.1     89.7     99.4     99.8      0.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       7        3        3       22       22       30       27                  
 
 
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       29,881
COMMITMENTS
     735      485       80   28,981   29,261   29,796   29,826       85       55

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:         -5)
      15        0        0      -20       -5       -5       -5        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.5      1.6      0.3     97.0     97.9     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       19       13       21       14                  
 
 
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       28,919
COMMITMENTS
     640       80        0   28,081   28,759   28,721   28,839      198       80

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:        110)
       0        0        0      110      110      110      110        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2      0.3      0.0     97.1     99.4     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        0       19       11       20       12                  
 
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       33,672
COMMITMENTS
     260    1,297    1,319   31,873   30,577   33,452   33,193      220      479

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:       -580)
     210   -2,036   -1,335      545    2,545     -580     -826        0      246

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      3.9      3.9     94.7     90.8     99.3     98.6      0.7      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        3        4       20       23       26       27                  
 
 
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       21,042
COMMITMENTS
     175    2,373      425   20,152   18,089   20,752   20,887      290      155

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:        -85)
       0       75     -180       95      -45      -85     -150        0       65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8     11.3      2.0     95.8     86.0     98.6     99.3      1.4      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        4        1       14       18       15       23                  
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       58,241
COMMITMENTS
   2,407    3,361      799   54,943   54,065   58,149   58,225       92       16

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:        270)
  -3,100       78       19    3,366      190      285      287      -15      -17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.1      5.8      1.4     94.3     92.8     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       5        4        5       27       29       34       36                  
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       36,764
COMMITMENTS
     689    1,816      927   34,756   33,901   36,372   36,644      392      120

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:        237)
     165       10      -17       99      244      247      237      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.9      4.9      2.5     94.5     92.2     98.9     99.7      1.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        3        4       24       21       28       26                  
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       20,429
COMMITMENTS
   1,560      300      150   18,554   19,964   20,264   20,414      165       15

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:         60)
       0        0        0       60       60       60       60        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.6      1.5      0.7     90.8     97.7     99.2     99.9      0.8      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        1        2       15       15       18       18                  
 
 
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV     Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       12,765
COMMITMENTS
      50      555      345   12,139   11,854   12,534   12,754      231       11

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      4.3      2.7     95.1     92.9     98.2     99.9      1.8      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        4        1       12       13       14       17                  
 
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       13,046
COMMITMENTS
      50      955      270   12,606   11,821   12,926   13,046      120        0

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      7.3      2.1     96.6     90.6     99.1    100.0      0.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        4        1       13       13       15       17                  
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,918
COMMITMENTS
   2,450      400      485   14,970   17,018   17,905   17,903       13       15

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:         46)
       0     -150      100      124      116      224       66     -178      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.7      2.2      2.7     83.5     95.0     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        2        3       17       19       21       23                  
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,635
COMMITMENTS
   2,505      400      540   14,578   16,680   17,623   17,620       12       15

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:         35)
       0     -150      100      128      108      228       58     -193      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.2      2.3      3.1     82.7     94.6     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        2        3       17       19       21       23                  
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       42,394
COMMITMENTS
   1,880    1,545    1,335   39,112   39,514   42,327   42,394       67        0

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:        390)
     135      175     -100      435      315      470      390      -80        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.4      3.6      3.1     92.3     93.2     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       6        3        3       23       14       29       20                  
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       42,807
COMMITMENTS
   2,565    1,600    1,405   38,765   39,802   42,735   42,807       72        0

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:        580)
     135      175      125      400      280      660      580      -80        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.0      3.7      3.3     90.6     93.0     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       6        4        3       23       16       30       22                  
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      116,883
COMMITMENTS
   2,501   12,506      678  113,692  103,674  116,871  116,858       12       25

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:        295)
      27      475     -390      658      215      295      300        0       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.1     10.7      0.6     97.3     88.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       9        8        7       37       28       49       40                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
352 MWh                                              OPEN INTEREST:      126,701
COMMITMENTS
   2,564   11,771      795  123,327  114,120  126,686  126,686       15       15

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:        685)
      60      524     -595    1,217      756      682      685        3        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0      9.3      0.6     97.3     90.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       8        9        6       39       35       51       46                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      504,360
COMMITMENTS
  23,354   33,431   58,712  421,751  411,234  503,817  503,377      543      983

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:       -413)
  -1,290      651   -2,222    3,434    1,251      -78     -320     -335      -93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.6      6.6     11.6     83.6     81.5     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      20       18       22       42       39       73       69                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,338
COMMITMENTS
   4,070        0        0   13,037   17,288   17,107   17,288      231       50

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:        300)
     350        0      -50        0      320      300      270        0       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.5      0.0      0.0     75.2     99.7     98.7     99.7      1.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        0        0       18       10       23       10                  
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       16,852
COMMITMENTS
   3,630      310       60   12,703   16,422   16,393   16,792      459       60

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:        350)
     300      -50       50        0      320      350      320        0       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.5      1.8      0.4     75.4     97.4     97.3     99.6      2.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        1        1       17        9       21       10                  
 
 
ARGUS CIF ARA Lg Finl Propane - ICE FUTURES ENERGY DIV               Code-066411
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 metric tonnes                                   OPEN INTEREST:        2,336
COMMITMENTS
     355        0      294    1,324    1,417    1,973    1,711      363      625

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:         51)
     -13        0       37       58       23       82       60      -31       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.2      0.0     12.6     56.7     60.7     84.5     73.2     15.5     26.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        0        4       12       16       16       20                  
 
 
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV                      Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000  metric tonnes                                  OPEN INTEREST:        5,207
COMMITMENTS
     433      317      177    3,749    3,716    4,359    4,210      848      997

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:        138)
      49       22      -31       73      106       91       97       47       41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.3      6.1      3.4     72.0     71.4     83.7     80.9     16.3     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        3        3       21       22       25       26                  
 
 
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV                 Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       35,330
COMMITMENTS
   5,904    1,519      178   28,983   33,494   35,065   35,191      265      139

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:        710)
      95      -25       40      575      690      710      705        0        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.7      4.3      0.5     82.0     94.8     99.2     99.6      0.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        2        2       36       37       40       41                  
 
 
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV              Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       14,189
COMMITMENTS
     139        0      129   13,766   13,451   14,034   13,580      155      609

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:        281)
       0        0        0      281      281      281      281        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      0.0      0.9     97.0     94.8     98.9     95.7      1.1      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        0        1       23       26       25       27                  
 
 
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV               Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       11,850
COMMITMENTS
     574        0      730    9,549   10,746   10,853   11,476      997      374

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:        295)
      17      -33      -17      409      430      409      380     -114      -85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.8      0.0      6.2     80.6     90.7     91.6     96.8      8.4      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       6        0        3       30       30       36       33                  
 
 
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV              Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       36,770
COMMITMENTS
   1,287    1,949      695   34,169   33,926   36,151   36,570      619      200

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:      1,285)
     487      371     -208      708    1,122      987    1,285      298        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.5      5.3      1.9     92.9     92.3     98.3     99.5      1.7      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        5        2       19       32       24       37                  
 
 
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV              Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       63,456
COMMITMENTS
   7,989    1,474    2,453   52,792   58,911   63,234   62,838      222      618

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:      1,142)
     935      -66     -397      581    1,582    1,119    1,119       23       23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.6      2.3      3.9     83.2     92.8     99.7     99.0      0.3      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      15        7       16       66       65       85       84                  
 
 
WTI 1st Line-Brent 1st Line - ICE FUTURES ENERGY DIV                 Code-06741R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:      254,039
COMMITMENTS
   2,245  199,956    1,053  237,565   17,217  240,863  218,226   13,176   35,813

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:      6,256)
    -100    5,805      361    6,195     -190    6,456    5,976     -200      280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9     78.7      0.4     93.5      6.8     94.8     85.9      5.2     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        6        3       12        5       15       12                  
 
 
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV                 Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 BARRELS                                         OPEN INTEREST:       32,013
COMMITMENTS
       0        0        0   31,973   32,013   31,973   32,013       40        0

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:      1,887)
       0        0        0    1,887    1,887    1,887    1,887        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     99.9    100.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        0        0       27       25       27       25                  
 
 
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV               Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       10,090
COMMITMENTS
     180      630      160    9,600    9,090    9,940    9,880      150      210

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8      6.2      1.6     95.1     90.1     98.5     97.9      1.5      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        2       12       13       15       16                  
 
 
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV                  Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 BARRELS                                         OPEN INTEREST:       10,648
COMMITMENTS
       0        0        0   10,623   10,294   10,623   10,294       25      354

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:          0)
       0        0        0       -5        0       -5        0        5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     99.8     96.7     99.8     96.7      0.2      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       13       10       13       10                  
 
 
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV               Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:      219,863
COMMITMENTS
       0        0        0  211,568  209,481  211,568  209,481    8,295   10,382

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:      4,770)
       0        0        0    4,380    4,125    4,380    4,125      390      645

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     96.2     95.3     96.2     95.3      3.8      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       13       18       13       18                  



Updated October 18, 2019