CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2 FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 33,695 COMMITMENTS 6,350 7,202 895 26,450 25,598 33,695 33,695 0 0 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 252) 0 0 0 252 252 252 252 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.8 21.4 2.7 78.5 76.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 10 4 2 18 11 30 15 CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 103,225 COMMITMENTS 43,382 25,555 11,045 48,275 66,115 102,702 102,715 523 510 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 2,170) -665 -250 450 2,062 1,655 1,847 1,855 323 315 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.0 24.8 10.7 46.8 64.0 99.5 99.5 0.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 23 13 10 28 21 57 38 CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 43,708 COMMITMENTS 19,866 11,601 2,520 21,205 29,502 43,591 43,623 117 85 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 1,765) 1,140 1,180 0 625 600 1,765 1,780 0 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.5 26.5 5.8 48.5 67.5 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 17 7 5 17 14 37 23 NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 149,445 COMMITMENTS 40,768 26,418 3,325 105,352 119,702 149,445 149,445 0 0 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: -600) 300 -73,750 400 -1,300 72,750 -600 -600 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.3 17.7 2.2 70.5 80.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 8 4 16 15 22 24 PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 108,676 COMMITMENTS 15,019 49,498 3,337 90,320 55,841 108,676 108,676 0 0 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 2,410) 1,000 1,500 700 710 210 2,410 2,410 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.8 45.5 3.1 83.1 51.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 7 3 3 18 10 26 15 CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 31,622 COMMITMENTS 9,645 5,523 4,254 17,723 21,845 31,622 31,622 0 0 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 1,513) 500 0 0 1,013 1,513 1,513 1,513 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.5 17.5 13.5 56.0 69.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 8 3 4 11 11 23 16 RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063CL FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 59,126 COMMITMENTS 6,205 2,985 2,015 50,906 54,126 59,126 59,126 0 0 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 1) 20 0 0 -19 1 1 1 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 5.0 3.4 86.1 91.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 8 2 3 18 15 26 20 CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9 FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 9,102 COMMITMENTS 5,194 1,801 558 3,350 6,743 9,102 9,102 0 0 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 50) 0 -300 50 0 300 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 57.1 19.8 6.1 36.8 74.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 6 3 2 4 11 12 15 CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| 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: 11,871 COMMITMENTS 896 2,550 264 10,711 9,057 11,871 11,871 0 0 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 21.5 2.2 90.2 76.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 4 2 11 7 14 13 MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| 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: 19,303 COMMITMENTS 2,498 5,850 950 15,830 12,503 19,278 19,303 25 0 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.9 30.3 4.9 82.0 64.8 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 5 5 4 12 9 18 17 MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 44,944 COMMITMENTS 23,194 9,400 2,487 19,263 33,057 44,944 44,944 0 0 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: -100) -250 0 -100 250 0 -100 -100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.6 20.9 5.5 42.9 73.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 7 3 4 15 10 23 16 MASS SREC CARVE OUT 1 - ICE FUTURES ENERGY DIV Code-0063DP FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 14,435 COMMITMENTS 700 7,450 1,450 12,285 5,535 14,435 14,435 0 0 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 51.6 10.0 85.1 38.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 4 2 11 6 14 11 USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 40,409 COMMITMENTS 4,038 1,615 3,618 32,581 35,166 40,237 40,399 172 10 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 2,445) 195 -123 449 1,876 2,119 2,520 2,445 -75 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.0 4.0 9.0 80.6 87.0 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 5 3 5 25 27 33 32 FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 35,473 COMMITMENTS 2,629 1,969 3,948 28,408 29,460 34,985 35,377 488 96 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 1,673) -159 260 368 1,365 1,035 1,574 1,663 99 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.4 5.6 11.1 80.1 83.0 98.6 99.7 1.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 5 3 4 22 21 28 27 USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- BBL OPEN INTEREST: 6,064 COMMITMENTS 138 2,123 497 5,357 3,264 5,992 5,884 72 180 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 35.0 8.2 88.3 53.8 98.8 97.0 1.2 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 2 2 12 11 14 14 NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391 FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 5,117,062 COMMITMENTS 296,976 103,236 330,271 4457562 4661995 5084809 5095502 32,253 21,560 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 69,176) -89,025 2,185 50,300 111,699 17,126 72,974 69,611 -3,798 -435 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 2.0 6.5 87.1 91.1 99.4 99.6 0.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237) 44 24 54 154 123 219 182 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 197,799 COMMITMENTS 19,138 60,929 24,194 154,019 111,344 197,351 196,467 448 1,332 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 7,522) -3,697 1,132 3,785 7,348 2,605 7,436 7,522 86 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.7 30.8 12.2 77.9 56.3 99.8 99.3 0.2 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 13 5 11 24 22 39 36 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 260,870 COMMITMENTS 544 5,254 0 235,912 250,631 236,456 255,885 24,414 4,985 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 3,087) 544 0 0 2,694 3,147 3,238 3,147 -151 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 2.0 0.0 90.4 96.1 90.6 98.1 9.4 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 2 0 29 25 30 27 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 145,436 COMMITMENTS 2,814 5,136 917 138,316 125,892 142,047 131,945 3,389 13,491 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 1,545) 231 -217 333 458 508 1,022 624 523 921 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 3.5 0.6 95.1 86.6 97.7 90.7 2.3 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 5 1 4 19 23 24 28 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 315,637 COMMITMENTS 2,766 4,866 5,200 294,805 298,691 302,771 308,757 12,866 6,880 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 1,786) -1,462 945 844 95 -559 -523 1,230 2,309 556 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 1.5 1.6 93.4 94.6 95.9 97.8 4.1 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 3 4 4 29 27 35 32 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 853,746 COMMITMENTS 5,726 12,585 3,140 836,979 836,236 845,845 851,961 7,901 1,785 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: -2,697) -872 -531 756 -2,271 -2,893 -2,387 -2,668 -310 -29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 1.5 0.4 98.0 97.9 99.1 99.8 0.9 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 5 2 4 40 27 46 32 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 386,437 COMMITMENTS 3,280 5,437 2,077 368,078 373,498 373,435 381,012 13,002 5,425 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 8,408) 147 -225 282 7,610 8,944 8,039 9,001 369 -593 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 1.4 0.5 95.2 96.7 96.6 98.6 3.4 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 3 4 3 39 36 43 42 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 527,001 COMMITMENTS 2,142 906 182 514,858 519,866 517,182 520,954 9,819 6,047 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 6,491) 393 0 0 5,834 6,922 6,227 6,922 264 -431 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.2 0.0 97.7 98.6 98.1 98.9 1.9 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 3 2 1 41 39 45 41 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 389,926 COMMITMENTS 0 3,865 1,488 380,848 376,829 382,336 382,182 7,590 7,744 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 1,738) 0 822 -762 2,126 1,650 1,364 1,710 374 28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.0 0.4 97.7 96.6 98.1 98.0 1.9 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 0 3 1 39 28 40 31 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 112,241 COMMITMENTS 0 4,245 403 106,643 103,467 107,046 108,115 5,195 4,126 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 4,077) -186 453 -31 4,501 3,436 4,284 3,858 -207 219 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.8 0.4 95.0 92.2 95.4 96.3 4.6 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 2 2 16 19 18 21 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 31,547 COMMITMENTS 570 1,364 30 29,373 29,397 29,973 30,791 1,574 756 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 4,363) 0 584 30 4,631 4,115 4,661 4,729 -298 -366 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 4.3 0.1 93.1 93.2 95.0 97.6 5.0 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 3 1 15 18 18 21 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 243,192 COMMITMENTS 0 1,356 144 238,306 235,016 238,450 236,516 4,742 6,676 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 3,973) 0 1,356 144 3,569 5,393 3,713 6,893 260 -2,920 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.6 0.1 98.0 96.6 98.1 97.3 1.9 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 0 2 2 25 23 27 25 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 188,794 COMMITMENTS 0 0 0 180,182 185,646 180,182 185,646 8,612 3,148 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 2,386) 0 0 0 737 2,386 737 2,386 1,649 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 95.4 98.3 95.4 98.3 4.6 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 0 0 26 22 26 22 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 284,346 COMMITMENTS 0 0 0 278,221 281,498 278,221 281,498 6,125 2,848 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: -2,191) 0 0 0 -2,222 -2,160 -2,222 -2,160 31 -31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.8 99.0 97.8 99.0 2.2 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 0 0 21 23 21 23 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2 FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 35,935 COMMITMENTS 7,458 0 0 26,751 34,505 34,209 34,505 1,726 1,430 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 3,162) 434 0 0 2,604 3,068 3,038 3,068 124 94 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.8 0.0 0.0 74.4 96.0 95.2 96.0 4.8 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 8 0 0 13 14 21 14 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 603,428 COMMITMENTS 21,232 5,026 6,002 565,916 580,593 593,150 591,621 10,278 11,807 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: -3,042) 1,301 626 112 -3,690 -4,173 -2,277 -3,435 -765 393 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 0.8 1.0 93.8 96.2 98.3 98.0 1.7 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 6 2 6 46 34 54 40 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 208,983 COMMITMENTS 0 1,931 3,242 202,404 195,573 205,646 200,746 3,337 8,237 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 1,791) 0 714 304 1,518 777 1,822 1,795 -31 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.9 1.6 96.9 93.6 98.4 96.1 1.6 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 2 2 24 21 26 23 EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6 FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 46,611 COMMITMENTS 497 0 1,001 44,170 44,048 45,668 45,049 943 1,562 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 2,449) -31 0 0 2,418 1,401 2,387 1,401 62 1,048 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.0 2.1 94.8 94.5 98.0 96.6 2.0 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 1 15 9 16 10 EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8 FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 73,306 COMMITMENTS 0 0 0 69,971 65,807 69,971 65,807 3,335 7,499 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 2,162) 0 0 0 2,571 400 2,571 400 -409 1,762 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 95.5 89.8 95.5 89.8 4.5 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 19 15 19 15 HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 239,705 COMMITMENTS 3,645 0 0 233,161 239,457 236,806 239,457 2,899 248 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 3,068) 806 0 0 1,983 3,068 2,789 3,068 279 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 0.0 0.0 97.3 99.9 98.8 99.9 1.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 0 0 25 20 27 20 HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 224,961 COMMITMENTS 24,255 8,340 1,500 197,264 214,191 223,019 224,031 1,942 930 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 3,192) 626 0 180 2,386 3,192 3,192 3,372 0 -180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.8 3.7 0.7 87.7 95.2 99.1 99.6 0.9 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 6 7 2 31 35 37 44 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 138,747 COMMITMENTS 1,635 587 0 135,499 136,460 137,134 137,047 1,613 1,700 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 4,063) 0 155 0 3,819 3,292 3,819 3,447 244 616 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.4 0.0 97.7 98.4 98.8 98.8 1.2 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 1 0 19 21 21 22 MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- MMBTU OPEN INTEREST: 25,507 COMMITMENTS 240 3,480 0 24,177 21,202 24,417 24,682 1,090 825 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 5,139) 0 0 0 5,559 4,649 5,559 4,649 -420 490 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 13.6 0.0 94.8 83.1 95.7 96.8 4.3 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 2 0 18 10 19 12 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 268,598 COMMITMENTS 2,021 2,776 4,348 257,782 250,479 264,151 257,603 4,447 10,995 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 5,904) 0 5 -648 7,985 7,006 7,337 6,363 -1,433 -459 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 1.0 1.6 96.0 93.3 98.3 95.9 1.7 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 1 3 3 37 34 41 37 NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 99,790 COMMITMENTS 364 0 0 98,425 98,248 98,789 98,248 1,001 1,542 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.0 0.0 98.6 98.5 99.0 98.5 1.0 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 9 13 10 13 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 104,931 COMMITMENTS 0 0 0 95,992 93,616 95,992 93,616 8,939 11,315 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 1,389) 0 0 0 2,853 1,572 2,853 1,572 -1,464 -183 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 91.5 89.2 91.5 89.2 8.5 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 0 0 18 21 18 21 NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 228,205 COMMITMENTS 1,235 1,394 400 223,443 223,455 225,078 225,249 3,127 2,956 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 1,392) 15 -529 155 1,057 1,611 1,227 1,237 165 155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.6 0.2 97.9 97.9 98.6 98.7 1.4 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 2 1 1 25 33 27 35 NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY Code-0233BA FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 51,090 COMMITMENTS 0 0 0 47,707 48,420 47,707 48,420 3,383 2,670 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 1,255) 0 0 0 1,136 1,265 1,136 1,265 119 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 93.4 94.8 93.4 94.8 6.6 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 10 17 10 17 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 193,144 COMMITMENTS 0 0 0 189,397 188,524 189,397 188,524 3,747 4,620 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 6,072) 0 0 0 7,840 4,936 7,840 4,936 -1,768 1,136 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.1 97.6 98.1 97.6 1.9 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 0 0 23 19 23 19 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 82,634 COMMITMENTS 0 0 0 76,631 80,919 76,631 80,919 6,003 1,715 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 1,964) 0 0 0 -1,371 1,935 -1,371 1,935 3,335 29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 92.7 97.9 92.7 97.9 7.3 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 19 16 19 16 NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 34,974 COMMITMENTS 4,402 0 0 28,716 34,248 33,118 34,248 1,856 726 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 1,674) 124 0 0 1,426 1,674 1,550 1,674 124 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.6 0.0 0.0 82.1 97.9 94.7 97.9 5.3 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 0 0 14 12 16 12 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 190,024 COMMITMENTS 4,242 0 345 178,662 182,712 183,249 183,057 6,775 6,967 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 2,326) 775 0 7 284 1,603 1,066 1,610 1,260 716 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 0.0 0.2 94.0 96.2 96.4 96.3 3.6 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 0 2 17 19 20 21 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 159,375 COMMITMENTS 0 4,069 5,337 141,282 137,996 146,619 147,402 12,756 11,973 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 4,632) 0 1,815 1,157 2,447 1,860 3,604 4,832 1,028 -200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.6 3.3 88.6 86.6 92.0 92.5 8.0 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 0 3 3 28 29 31 32 SOCAL CITYGATE FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-0233BY FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- MMBtu OPEN INTEREST: 45,947 COMMITMENTS 651 0 0 40,916 42,995 41,567 42,995 4,380 2,952 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 609) 0 0 0 89 454 89 454 520 155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 0.0 0.0 89.1 93.6 90.5 93.6 9.5 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 16 13 17 13 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 40,968 COMMITMENTS 540 310 0 39,367 39,266 39,907 39,576 1,061 1,392 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 1,178) 0 0 0 1,054 682 1,054 682 124 496 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 0.8 0.0 96.1 95.8 97.4 96.6 2.6 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 0 13 12 14 13 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 235,112 COMMITMENTS 145 1,060 4,239 225,173 223,364 229,557 228,663 5,555 6,449 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 7,002) -203 -357 97 7,601 7,280 7,495 7,020 -493 -18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.5 1.8 95.8 95.0 97.6 97.3 2.4 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 1 2 3 34 35 37 38 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 132,742 COMMITMENTS 1,462 0 2 124,132 127,724 125,596 127,726 7,146 5,016 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 3,086) 511 0 2 2,940 2,520 3,453 2,522 -367 564 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.0 0.0 93.5 96.2 94.6 96.2 5.4 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 0 1 29 28 31 29 TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CV FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 29,317 COMMITMENTS 1,332 0 0 27,019 28,314 28,351 28,314 966 1,003 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 0.0 0.0 92.2 96.6 96.7 96.6 3.3 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 11 9 12 9 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 165,271 COMMITMENTS 1,220 1,220 0 155,626 159,767 156,846 160,987 8,425 4,284 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 69) 0 0 0 69 69 69 69 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.7 0.0 94.2 96.7 94.9 97.4 5.1 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 0 17 18 18 19 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4 FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 36,537 COMMITMENTS 395 1,739 401 33,454 32,790 34,250 34,930 2,287 1,607 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 4,954) 155 768 -126 4,281 4,370 4,310 5,012 644 -58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 4.8 1.1 91.6 89.7 93.7 95.6 6.3 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 1 9 18 11 19 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 281,969 COMMITMENTS 0 0 0 266,833 280,962 266,833 280,962 15,136 1,007 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 1,773) 0 0 0 1,559 1,708 1,559 1,708 214 65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 94.6 99.6 94.6 99.6 5.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 0 0 26 16 26 16 TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 111,272 COMMITMENTS 10,653 8,774 142 91,395 99,649 102,190 108,565 9,082 2,707 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.6 7.9 0.1 82.1 89.6 91.8 97.6 8.2 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 1 12 13 14 15 REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 211,675 COMMITMENTS 0 0 0 207,929 208,575 207,929 208,575 3,746 3,100 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 2,407) 0 0 0 2,593 2,957 2,593 2,957 -186 -550 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.2 98.5 98.2 98.5 1.8 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 0 0 21 24 21 24 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 13,298 COMMITMENTS 4,064 120 0 8,936 13,137 13,000 13,257 298 41 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.6 0.9 0.0 67.2 98.8 97.8 99.7 2.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 5 3 0 15 19 20 22 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 41,467 COMMITMENTS 8,215 595 720 32,523 40,152 41,458 41,467 9 0 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 3,409) 825 -306 -144 2,728 3,859 3,409 3,409 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.8 1.4 1.7 78.4 96.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 6 6 8 26 24 37 34 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 29,588 COMMITMENTS 4,572 375 578 24,438 28,635 29,588 29,588 0 0 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 2,085) 247 -75 -197 2,109 2,367 2,159 2,095 -74 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.5 1.3 2.0 82.6 96.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 5 2 4 19 18 25 23 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 137,895 COMMITMENTS 5,516 8,495 10,807 121,142 118,163 137,465 137,465 430 430 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 1,856) -244 63 102 1,994 1,691 1,852 1,856 4 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 6.2 7.8 87.9 85.7 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 11 9 8 33 35 46 50 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 74,268 COMMITMENTS 1,000 1,308 2,975 70,263 69,985 74,238 74,268 30 0 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 1,518) 275 -27 31 1,182 1,538 1,488 1,542 30 -24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 1.8 4.0 94.6 94.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 5 7 6 22 21 31 30 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 34,481 COMMITMENTS 350 650 225 33,906 33,606 34,481 34,481 0 0 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 589) -50 50 75 564 464 589 589 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 1.9 0.7 98.3 97.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 1 3 11 16 14 20 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 67,364 COMMITMENTS 16,070 800 5,812 45,156 60,722 67,038 67,334 326 30 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: -514) 10 210 5 -289 -729 -274 -514 -240 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.9 1.2 8.6 67.0 90.1 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 5 4 3 27 27 33 33 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 85,591 COMMITMENTS 26,209 1,843 4,781 53,742 78,750 84,732 85,374 859 217 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 218) -48 180 -23 286 31 215 188 3 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.6 2.2 5.6 62.8 92.0 99.0 99.7 1.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 7 6 6 27 27 36 37 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 76,732 COMMITMENTS 3,693 751 1,301 70,815 74,607 75,809 76,659 923 73 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 237) 0 350 -197 434 84 237 237 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 1.0 1.7 92.3 97.2 98.8 99.9 1.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 4 2 2 28 27 33 30 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 98,043 COMMITMENTS 4,191 754 1,893 91,247 95,381 97,331 98,028 712 15 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 438) 25 300 -186 599 324 438 438 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 0.8 1.9 93.1 97.3 99.3 100.0 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 5 2 4 30 30 36 35 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 42,988 COMMITMENTS 400 420 0 42,448 42,298 42,848 42,718 140 270 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 350) 0 0 0 350 350 350 350 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 1.0 0.0 98.7 98.4 99.7 99.4 0.3 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 0 19 22 20 23 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 26,238 COMMITMENTS 350 747 13 25,609 25,358 25,972 26,118 266 120 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 450) 0 50 0 450 400 450 450 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 2.8 0.0 97.6 96.6 99.0 99.5 1.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 2 2 19 19 21 22 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 78,755 COMMITMENTS 23,304 683 2,186 52,946 75,751 78,436 78,620 319 135 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 1,629) 830 78 27 786 1,524 1,643 1,629 -14 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.6 0.9 2.8 67.2 96.2 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 19 1 10 32 32 52 42 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 28,976 COMMITMENTS 9,936 110 750 18,004 27,774 28,690 28,634 286 342 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 96) 0 0 0 96 96 96 96 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.3 0.4 2.6 62.1 95.9 99.0 98.8 1.0 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 6 1 4 21 22 28 26 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 49,016 COMMITMENTS 400 370 50 48,421 48,386 48,871 48,806 145 210 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 355) 0 0 0 355 355 355 355 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 0.8 0.1 98.8 98.7 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 1 1 20 23 22 24 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 40,517 COMMITMENTS 605 1,460 120 38,848 38,843 39,573 40,423 944 94 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 606) 0 25 0 581 581 581 606 25 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 3.6 0.3 95.9 95.9 97.7 99.8 2.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 4 2 21 21 24 27 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 62,753 COMMITMENTS 2,912 200 0 59,268 62,208 62,180 62,408 573 345 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 575) -20 0 0 595 575 575 575 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 0.3 0.0 94.4 99.1 99.1 99.5 0.9 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 1 0 25 17 27 18 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 66,614 COMMITMENTS 3,259 3,300 60 63,015 63,074 66,334 66,434 280 180 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 1,475) 0 0 0 1,475 1,475 1,475 1,475 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 5.0 0.1 94.6 94.7 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 1 1 25 18 28 20 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 81,916 COMMITMENTS 1,400 1,045 186 80,065 80,685 81,651 81,916 265 0 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 858) 336 514 -193 715 537 858 858 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 1.3 0.2 97.7 98.5 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 2 3 3 27 27 31 31 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 102,564 COMMITMENTS 1,664 5,166 659 99,886 96,723 102,209 102,548 355 16 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 1,445) -248 -118 273 1,415 1,290 1,440 1,445 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 5.0 0.6 97.4 94.3 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 4 15 5 30 30 38 46 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 56,323 COMMITMENTS 150 4,156 275 55,878 51,892 56,303 56,323 20 0 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 460) 50 375 0 410 85 460 460 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 7.4 0.5 99.2 92.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 5 2 15 16 17 22 CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 25MWh OPEN INTEREST: 50,540 COMMITMENTS 125 470 340 50,075 49,730 50,540 50,540 0 0 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 560) 75 0 -75 560 635 560 560 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.9 0.7 99.1 98.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 3 2 13 8 15 12 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 62,702 COMMITMENTS 1,427 1,956 1,512 59,711 59,082 62,650 62,550 52 152 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 175) -3 0 5 173 170 175 175 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 3.1 2.4 95.2 94.2 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 6 1 3 23 23 30 26 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 64,398 COMMITMENTS 2,076 1,522 5,378 56,588 57,380 64,042 64,280 356 118 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 741) -6 25 -26 767 742 735 741 6 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 2.4 8.4 87.9 89.1 99.4 99.8 0.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 8 3 3 24 25 33 30 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 28,785 COMMITMENTS 990 450 80 27,563 28,199 28,633 28,729 152 56 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 360) 0 0 0 380 360 380 360 -20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 1.6 0.3 95.8 98.0 99.5 99.8 0.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 1 18 13 20 14 NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 28,460 COMMITMENTS 875 0 0 27,379 28,348 28,254 28,348 206 112 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 235) 0 0 0 235 225 235 225 0 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 0.0 0.0 96.2 99.6 99.3 99.6 0.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 0 19 11 20 11 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 33,568 COMMITMENTS 389 1,874 889 32,275 30,805 33,553 33,568 15 0 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 381) -210 240 25 565 116 380 381 1 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 5.6 2.6 96.1 91.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 3 3 20 25 24 30 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 22,370 COMMITMENTS 325 2,822 275 21,309 19,173 21,909 22,270 461 100 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 255) 0 180 0 135 75 135 255 120 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 12.6 1.2 95.3 85.7 97.9 99.6 2.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 4 1 14 16 15 21 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 58,629 COMMITMENTS 2,176 3,312 917 55,434 54,384 58,527 58,613 102 16 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 662) 71 350 -127 687 456 631 679 31 -17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 5.6 1.6 94.6 92.8 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 5 5 6 30 29 38 37 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 39,975 COMMITMENTS 433 1,941 1,142 38,028 36,772 39,603 39,855 372 120 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 409) -84 36 84 409 289 409 409 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 4.9 2.9 95.1 92.0 99.1 99.7 0.9 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 4 4 24 19 28 24 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 22,527 COMMITMENTS 2,315 300 100 19,962 22,112 22,377 22,512 150 15 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 1,275) 650 0 0 625 1,275 1,275 1,275 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 1.3 0.4 88.6 98.2 99.3 99.9 0.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 1 1 16 14 20 16 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 12,506 COMMITMENTS 50 1,270 280 11,959 10,934 12,289 12,484 217 22 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 17) 0 0 0 0 0 0 0 17 17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 10.2 2.2 95.6 87.4 98.3 99.8 1.7 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 4 1 14 13 16 17 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 12,656 COMMITMENTS 50 1,670 205 12,281 10,781 12,536 12,656 120 0 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 13.2 1.6 97.0 85.2 99.1 100.0 0.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 4 1 15 13 17 17 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 17,253 COMMITMENTS 2,135 375 530 14,409 16,323 17,074 17,228 179 25 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 775) 40 0 15 720 760 775 775 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.4 2.2 3.1 83.5 94.6 99.0 99.9 1.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 2 3 17 16 20 20 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 16,981 COMMITMENTS 2,205 375 495 13,927 16,078 16,627 16,948 354 33 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 685) 40 0 -75 720 760 685 685 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.0 2.2 2.9 82.0 94.7 97.9 99.8 2.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 2 3 16 16 19 20 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 42,483 COMMITMENTS 405 1,060 3,235 38,778 38,128 42,418 42,423 65 60 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 205) -280 135 280 205 -250 205 165 0 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 2.5 7.6 91.3 89.7 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 5 3 3 23 15 29 20 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 42,296 COMMITMENTS 815 925 3,100 38,313 38,271 42,228 42,296 68 0 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 315) -465 0 465 315 -150 315 315 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 2.2 7.3 90.6 90.5 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 7 2 4 23 17 30 23 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 111,139 COMMITMENTS 1,970 10,837 1,424 107,685 98,838 111,079 111,099 60 40 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 490) -165 -395 45 570 840 450 490 40 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 9.8 1.3 96.9 88.9 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 7 8 6 38 33 48 44 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 352 MWh OPEN INTEREST: 124,421 COMMITMENTS 1,900 9,716 1,917 120,589 112,788 124,406 124,421 15 0 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 962) -75 -370 40 997 1,292 962 962 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 7.8 1.5 96.9 90.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 7 12 7 39 36 52 49 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 277,431 COMMITMENTS 19,988 17,856 27,575 229,303 231,315 276,866 276,746 565 685 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 3,804) 1,647 -738 648 1,496 3,624 3,791 3,534 13 270 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 6.4 9.9 82.7 83.4 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 20 21 19 40 41 69 73 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 16,426 COMMITMENTS 3,915 0 0 12,497 16,426 16,412 16,426 14 0 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 145) 0 0 0 145 145 145 145 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.8 0.0 0.0 76.1 100.0 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 5 0 0 19 12 24 12 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 16,053 COMMITMENTS 3,575 210 60 12,204 15,783 15,839 16,053 214 0 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 140) 0 0 0 140 140 140 140 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.3 1.3 0.4 76.0 98.3 98.7 100.0 1.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 1 1 19 11 23 12 ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 3,390 COMMITMENTS 800 200 0 2,583 3,190 3,383 3,390 7 0 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 283) 0 0 0 283 283 283 283 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.6 5.9 0.0 76.2 94.1 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 1 0 12 14 15 15 ARGUS CIF ARA Lg Finl Propane - ICE FUTURES ENERGY DIV Code-066411 FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 metric tonnes OPEN INTEREST: 2,285 COMMITMENTS 337 0 255 1,380 1,640 1,972 1,895 313 390 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 85) 1 0 -2 66 55 65 53 20 32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.7 0.0 11.2 60.4 71.8 86.3 82.9 13.7 17.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 0 4 14 19 18 23 ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413 FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 metric tonnes OPEN INTEREST: 5,142 COMMITMENTS 576 566 187 3,680 3,478 4,443 4,231 699 911 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 208) 56 93 4 151 127 211 224 -3 -16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 11.0 3.6 71.6 67.6 86.4 82.3 13.6 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 6 6 20 22 27 30 ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416 FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 35,369 COMMITMENTS 5,247 35 35 29,927 35,148 35,209 35,218 160 151 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 492) 0 35 0 557 487 557 522 -65 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.8 0.1 0.1 84.6 99.4 99.5 99.6 0.5 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 3 1 1 38 40 41 42 NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 15,269 COMMITMENTS 93 0 137 14,911 14,317 15,141 14,454 128 815 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 432) 20 0 -20 437 224 437 204 -5 228 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.0 0.9 97.7 93.8 99.2 94.7 0.8 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 0 1 22 24 24 25 BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 11,995 COMMITMENTS 521 382 666 10,004 10,623 11,191 11,671 804 324 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 471) -22 268 -72 575 265 481 461 -10 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 3.2 5.6 83.4 88.6 93.3 97.3 6.7 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 5 2 3 31 32 37 36 PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 39,754 COMMITMENTS 3,649 942 498 34,687 38,274 38,834 39,714 920 40 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 1,146) 312 -245 31 803 1,360 1,146 1,146 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 2.4 1.3 87.3 96.3 97.7 99.9 2.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 4 4 3 28 39 35 43 PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 60,436 COMMITMENTS 3,421 1,530 3,267 53,250 55,022 59,938 59,819 498 617 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 455) -574 37 286 617 -4 329 319 126 136 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 2.5 5.4 88.1 91.0 99.2 99.0 0.8 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 12 9 14 64 64 81 82 PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 Metric Tonnes OPEN INTEREST: 1,730 COMMITMENTS 244 0 112 795 1,305 1,151 1,417 579 313 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.1 0.0 6.5 46.0 75.4 66.5 81.9 33.5 18.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 0 2 12 14 16 16 WTI 1st Line-Brent 1st Line - ICE FUTURES ENERGY DIV Code-06741R FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 264,435 COMMITMENTS 2,295 205,887 991 254,087 19,864 257,373 226,742 7,062 37,693 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 4,888) 300 5,263 -300 4,648 0 4,648 4,963 240 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 77.9 0.4 96.1 7.5 97.3 85.7 2.7 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 6 2 12 7 14 14 CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 BARRELS OPEN INTEREST: 23,306 COMMITMENTS 0 0 0 23,261 23,261 23,261 23,261 45 45 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: -5,038) 0 0 0 -5,033 -5,053 -5,033 -5,053 -5 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.8 99.8 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 0 0 25 22 25 22 ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 11,795 COMMITMENTS 90 735 55 11,455 10,865 11,600 11,655 195 140 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 6.2 0.5 97.1 92.1 98.3 98.8 1.7 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 3 2 10 13 13 16 ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 224,670 COMMITMENTS 0 0 0 215,660 212,406 215,660 212,406 9,010 12,264 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 1,820) 0 0 0 1,755 1,629 1,755 1,629 65 191 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.0 94.5 96.0 94.5 4.0 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 13 19 13 19
Updated November 22, 2019