CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV               Code-0063A2
FUTURES ONLY POSITIONS AS OF 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       32,922
COMMITMENTS
   6,479    6,932      975   25,465   25,015   32,919   32,922        3        0

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:        254)
     195     -135      130      -74      259      251      254        3        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.7     21.1      3.0     77.3     76.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      12        2        2       19       12       31       16                  
 
 
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV               Code-0063AS
FUTURES ONLY POSITIONS AS OF 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:      101,914
COMMITMENTS
  47,560   26,236    7,783   46,356   67,675  101,699  101,694      215      220

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:       -130)
    -141      440      790     -374    1,195      275    2,425     -405   -2,555

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.7     25.7      7.6     45.5     66.4     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      21       12        8       27       20       52       36                  
 
 
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV                   Code-0063CA
FUTURES ONLY POSITIONS AS OF 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       47,045
COMMITMENTS
  22,632   13,211    2,520   21,746   31,159   46,898   46,890      147      155

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:        441)
   1,195      330        0     -784       41      411      371       30       70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.1     28.1      5.4     46.2     66.2     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      17        7        5       16       14       36       23                  
 
 
NJ SRECS - ICE FUTURES ENERGY DIV                                    Code-0063CC
FUTURES ONLY POSITIONS AS OF 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:      153,608
COMMITMENTS
  40,528   25,735    4,743  108,337  123,130  153,608  153,608        0        0

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.4     16.8      3.1     70.5     80.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        7        4       16       15       22       24                  
 
 
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV                        Code-0063CH
FUTURES ONLY POSITIONS AS OF 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:      109,129
COMMITMENTS
  14,919   51,498    3,337   90,873   54,294  109,129  109,129        0        0

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:          0)
     -50        0        0       50        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7     47.2      3.1     83.3     49.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       7        3        3       18        9       26       14                  
 
 
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV                   Code-0063CJ
FUTURES ONLY POSITIONS AS OF 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       32,222
COMMITMENTS
   9,645    5,823    4,304   18,273   22,095   32,222   32,222        0        0

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:          0)
       0        0       50      -50      -50        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.9     18.1     13.4     56.7     68.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       8        3        4       11       12       23       17                  
 
 
RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV                           Code-0063CL
FUTURES ONLY POSITIONS AS OF 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       60,061
COMMITMENTS
   6,355    2,985    1,790   51,916   55,286   60,061   60,061        0        0

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:       -215)
     265      -10     -265     -215       60     -215     -215        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.6      5.0      3.0     86.4     92.0    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 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       13,752
COMMITMENTS
   6,494    1,801    1,058    6,200   10,893   13,752   13,752        0        0

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:      3,400)
     900      500        0    2,850    3,250    3,750    3,750     -350     -350

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.2     13.1      7.7     45.1     79.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       7        3        2        6       11       15       15                  
 
 
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV                             Code-0063DK
FUTURES ONLY POSITIONS AS OF 12/03/19                         |
--------------------------------------------------------------| 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:       11,947
COMMITMENTS
   1,146    2,550      115   10,686    9,282   11,947   11,947        0        0

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:         26)
     100        0      -99       25      125       26       26        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.6     21.3      1.0     89.4     77.7    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 12/03/19                         |
--------------------------------------------------------------| 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:       19,453
COMMITMENTS
   2,398    6,000      850   16,180   12,603   19,428   19,453       25        0

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:        100)
    -100      100        0      200        0      100      100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3     30.8      4.4     83.2     64.8     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        6        4       12        9       18       18                  
 
 
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV                          Code-0063DN
FUTURES ONLY POSITIONS AS OF 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       45,194
COMMITMENTS
  22,444   10,200    2,487   20,263   32,507   45,194   45,194        0        0

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:        500)
       0      500        0      500        0      500      500        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.7     22.6      5.5     44.8     71.9    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 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       14,435
COMMITMENTS
     550    7,450    1,450   12,435    5,535   14,435   14,435        0        0

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8     51.6     10.0     86.1     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 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       31,179
COMMITMENTS
   3,462      518    3,265   24,301   27,374   31,028   31,157      151       22

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:     -7,275)
    -646   -1,128     -261   -6,347   -5,898   -7,254   -7,287      -21       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1      1.7     10.5     77.9     87.8     99.5     99.9      0.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       6        1        4       23       24       30       28                  
 
 
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV       Code-02141C
FUTURES ONLY POSITIONS AS OF 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       33,742
COMMITMENTS
   1,794    1,447    4,140   26,844   28,103   32,778   33,690      964       52

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:     -4,360)
  -1,171     -754     -130   -3,235   -3,312   -4,536   -4,196      176     -164

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3      4.3     12.3     79.6     83.3     97.1     99.8      2.9      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        5        3       23       22       28       28                  
 
 
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV                 Code-023391
FUTURES ONLY POSITIONS AS OF 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    4,943,402
COMMITMENTS
 291,427  146,724  320,125  4301527  4452211  4913079  4919060   30,323   24,342

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:   -233,101)
 -77,128    4,922   -9,748 -136,088 -222,571 -222,964 -227,397  -10,137   -5,704

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.9      3.0      6.5     87.0     90.1     99.4     99.5      0.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      42       21       41      147      117      201      167                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
FUTURES ONLY POSITIONS AS OF 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      196,754
COMMITMENTS
  28,835   54,454   23,595  144,046  117,389  196,476  195,438      278    1,316

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:      8,541)
  10,058      -31   -1,203     -398    8,459    8,457    7,225       84    1,316

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.7     27.7     12.0     73.2     59.7     99.9     99.3      0.1      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      14        4        8       24       18       39       29                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
FUTURES ONLY POSITIONS AS OF 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      267,241
COMMITMENTS
     815    5,776      244  241,007  253,597  242,066  259,617   25,175    7,624

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:      3,829)
     431        0      -31    2,817      766    3,217      735      612    3,094

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      2.2      0.1     90.2     94.9     90.6     97.1      9.4      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        2        2       29       25       31       28                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
FUTURES ONLY POSITIONS AS OF 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      148,885
COMMITMENTS
   3,404    5,194    1,504  139,903  126,452  144,811  133,150    4,074   15,735

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:      1,171)
     -62       58       62    1,258   -1,383    1,258   -1,263      -87    2,434

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      3.5      1.0     94.0     84.9     97.3     89.4      2.7     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        2        5       20       21       25       27                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
FUTURES ONLY POSITIONS AS OF 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      320,079
COMMITMENTS
   3,791    3,912    6,520  296,439  303,397  306,750  313,829   13,329    6,250

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:      2,848)
    -222     -299    1,834     -252    1,855    1,360    3,390    1,488     -542

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      1.2      2.0     92.6     94.8     95.8     98.0      4.2      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       5        2        4       31       31       38       35                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
FUTURES ONLY POSITIONS AS OF 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      842,225
COMMITMENTS
   3,318   11,266    3,297  825,834  826,581  832,449  841,144    9,776    1,081

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:    -21,295)
  -2,464     -775      156  -20,953  -20,579  -23,261  -21,198    1,966      -97

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      1.3      0.4     98.1     98.1     98.8     99.9      1.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       3        2        4       39       28       43       33                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
FUTURES ONLY POSITIONS AS OF 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      393,611
COMMITMENTS
   4,077    5,396    1,457  373,316  377,098  378,850  383,951   14,761    9,660

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:      3,604)
    -996      819      -31    2,616    2,441    1,589    3,229    2,015      375

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      1.4      0.4     94.8     95.8     96.2     97.5      3.8      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       4        5        3       42       41       47       48                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
FUTURES ONLY POSITIONS AS OF 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      536,969
COMMITMENTS
   1,801      906      182  520,292  530,494  522,275  531,582   14,694    5,387

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:      4,875)
  -1,240        0        0    1,735    5,302      495    5,302    4,380     -427

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      0.2      0.0     96.9     98.8     97.3     99.0      2.7      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       2        2        1       44       40       47       42                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
FUTURES ONLY POSITIONS AS OF 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      397,284
COMMITMENTS
       0    4,411    1,922  382,150  383,049  384,072  389,382   13,212    7,902

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:      1,071)
       0        0        0   -4,916      294   -4,916      294    5,987      777

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.1      0.5     96.2     96.4     96.7     98.0      3.3      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       0        5        3       39       29       42       34                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
FUTURES ONLY POSITIONS AS OF 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      115,106
COMMITMENTS
       0    4,146      434  108,766  105,994  109,200  110,574    5,906    4,532

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:      1,501)
       0       89       31      894    1,073      925    1,193      576      308

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.6      0.4     94.5     92.1     94.9     96.1      5.1      3.9

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 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       34,085
COMMITMENTS
     300    1,466      300   30,607   31,133   31,207   32,899    2,878    1,186

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:          0)
       0        0        0     -900        0     -900        0      900        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      4.3      0.9     89.8     91.3     91.6     96.5      8.4      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        4        2       16       17       19       21                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
FUTURES ONLY POSITIONS AS OF 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      256,467
COMMITMENTS
       0    2,218      246  246,784  244,485  247,030  246,949    9,437    9,518

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:      1,032)
       0      137     -108   -3,456   -1,603   -3,564   -1,574    4,596    2,606

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.9      0.1     96.2     95.3     96.3     96.3      3.7      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       0        2        1       26       24       27       26                  
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
FUTURES ONLY POSITIONS AS OF 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      188,540
COMMITMENTS
       0        0        0  180,285  185,531  180,285  185,531    8,255    3,009

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:       -332)
       0        0        0   -1,289   -1,384   -1,289   -1,384      957    1,052

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     95.6     98.4     95.6     98.4      4.4      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        0        0       25       22       25       22                  
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
FUTURES ONLY POSITIONS AS OF 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      286,571
COMMITMENTS
       0    2,736        0  275,083  281,506  275,083  284,242   11,488    2,329

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:        403)
       0        0        0   -5,022      403   -5,022      403    5,425        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.0      0.0     96.0     98.2     96.0     99.2      4.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        1        0       22       23       22       24                  
 
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                      Code-0233A2
FUTURES ONLY POSITIONS AS OF 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       43,394
COMMITMENTS
   9,783        0        0   31,290   41,282   41,073   41,282    2,321    2,112

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:         31)
       0        0        0     -186        0     -186        0      217       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.5      0.0      0.0     72.1     95.1     94.7     95.1      5.3      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       8        0        0       16       17       24       17                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
FUTURES ONLY POSITIONS AS OF 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      612,093
COMMITMENTS
  21,234    5,214    6,428  573,535  588,213  601,197  599,855   10,896   12,238

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:       -686)
     857      -34     -711   -2,122       36   -1,976     -709    1,290       23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5      0.9      1.1     93.7     96.1     98.2     98.0      1.8      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       6        3        6       45       36       53       43                  
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
FUTURES ONLY POSITIONS AS OF 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      212,948
COMMITMENTS
     962    2,758    3,423  204,296  198,710  208,681  204,891    4,267    8,057

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:      1,781)
      31      558       62      424    1,378      517    1,998    1,264     -217

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      1.3      1.6     95.9     93.3     98.0     96.2      2.0      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        2        4       24       21       28       25                  
 
 
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV             Code-0233A6
FUTURES ONLY POSITIONS AS OF 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       47,293
COMMITMENTS
     497      249    1,031   44,643   43,997   46,171   45,277    1,122    2,016

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:          0)
       0        0        0     -240     -330     -240     -330      240      330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      0.5      2.2     94.4     93.0     97.6     95.7      2.4      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        2       15        8       17       10                  
 
 
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
FUTURES ONLY POSITIONS AS OF 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       78,744
COMMITMENTS
       0        0        0   74,828   71,221   74,828   71,221    3,916    7,523

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:      3,949)
       0        0        0    2,974    3,991    2,974    3,991      975      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     95.0     90.4     95.0     90.4      5.0      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       18       15       18       15                  
 
 
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233AG
FUTURES ONLY POSITIONS AS OF 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      279,861
COMMITMENTS
  18,959    5,983        0  252,094  267,058  271,053  273,041    8,808    6,820

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:     13,792)
  -1,519   -2,604        0   10,229   10,847    8,710    8,243    5,082    5,549

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.8      2.1      0.0     90.1     95.4     96.9     97.6      3.1      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       7        2        0       32       30       39       32                  
 
 
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV      Code-0233AH
FUTURES ONLY POSITIONS AS OF 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      274,572
COMMITMENTS
  36,030   10,045    6,708  227,363  252,007  270,101  268,760    4,471    5,812

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:     13,699)
      30   -1,860      -30   10,845   11,059   10,845    9,169    2,854    4,530

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.1      3.7      2.4     82.8     91.8     98.4     97.9      1.6      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      10        7        4       38       43       49       53                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
FUTURES ONLY POSITIONS AS OF 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      147,188
COMMITMENTS
   2,255      248        0  142,621  143,551  144,876  143,799    2,312    3,389

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:          0)
       0        0        0     -600   -1,410     -600   -1,410      600    1,410

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      0.2      0.0     96.9     97.5     98.4     97.7      1.6      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        1        0       25       22       27       23                  
 
 
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV                     Code-0233AN
FUTURES ONLY POSITIONS AS OF 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
MMBTU                                                OPEN INTEREST:       27,119
COMMITMENTS
     240    3,449       31   25,233   22,540   25,504   26,020    1,615    1,099

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:         31)
       0        0        0      -29     -150      -29     -150       60      181

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9     12.7      0.1     93.0     83.1     94.0     95.9      6.0      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        1       19       12       21       14                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
FUTURES ONLY POSITIONS AS OF 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      271,483
COMMITMENTS
   1,726    1,532    3,515  261,191  251,455  266,432  256,502    5,051   14,981

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:      1,241)
      -2      121     -153      885   -2,290      730   -2,322      511    3,563

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      0.6      1.3     96.2     92.6     98.1     94.5      1.9      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       2        2        2       37       34       40       37                  
 
 
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV                  Code-0233AT
FUTURES ONLY POSITIONS AS OF 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      103,293
COMMITMENTS
     178        0       62   98,154  100,750   98,394  100,812    4,899    2,481

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:        124)
       0        0        0   -3,836     -656   -3,836     -656    3,960      780

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      0.0      0.1     95.0     97.5     95.3     97.6      4.7      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        1       12       17       13       18                  
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
FUTURES ONLY POSITIONS AS OF 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      108,524
COMMITMENTS
       0      682       62   98,589   93,702   98,651   94,446    9,873   14,078

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:      3,036)
       0      -62        0    1,215    2,526    1,215    2,464    1,821      572

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.6      0.1     90.8     86.3     90.9     87.0      9.1     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        1        1       20       20       21       21                  
 
 
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV          Code-0233B1
FUTURES ONLY POSITIONS AS OF 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      231,960
COMMITMENTS
   1,220    1,860      444  225,967  223,865  227,631  226,169    4,329    5,791

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:        310)
       0     -655     -182     -372   -1,705     -554   -2,542      864    2,852

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      0.8      0.2     97.4     96.5     98.1     97.5      1.9      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       1        3        2       25       33       28       36                  
 
 
NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY Code-0233BA
FUTURES ONLY POSITIONS AS OF 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       52,239
COMMITMENTS
       0        0        0   47,156   48,709   47,156   48,709    5,083    3,530

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:        632)
       0        0        0     -942     -441     -942     -441    1,574    1,073

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     90.3     93.2     90.3     93.2      9.7      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       10       16       10       16                  
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
FUTURES ONLY POSITIONS AS OF 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      192,138
COMMITMENTS
       0        0        0  187,851  185,336  187,851  185,336    4,287    6,802

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:      2,486)
       0        0        0    1,844      672    1,844      672      642    1,814

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     97.8     96.5     97.8     96.5      2.2      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        0        0       24       20       24       20                  
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
FUTURES ONLY POSITIONS AS OF 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       85,441
COMMITMENTS
       0        0        0   76,189   83,848   76,189   83,848    9,252    1,593

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:         48)
       0        0        0   -1,291       48   -1,291       48    1,339        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     89.2     98.1     89.2     98.1     10.8      1.9

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 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       33,981
COMMITMENTS
   3,049        0        0   26,996   30,794   30,045   30,794    3,936    3,187

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:          0)
  -1,290        0        0     -540   -2,490   -1,830   -2,490    1,830    2,490

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0      0.0      0.0     79.4     90.6     88.4     90.6     11.6      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        0        0       13       12       16       12                  
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
FUTURES ONLY POSITIONS AS OF 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      190,623
COMMITMENTS
   3,331    1,029      846  180,619  178,597  184,796  180,472    5,827   10,151

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:        378)
       0     -182      124      316   -3,532      440   -3,590      -62    3,968

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      0.5      0.4     94.8     93.7     96.9     94.7      3.1      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        3        2       19       20       22       23                  
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
FUTURES ONLY POSITIONS AS OF 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      164,625
COMMITMENTS
       0    6,318    5,725  146,455  138,583  152,180  150,626   12,445   13,999

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:      2,121)
       0     -310      151    2,041      806    2,192      647      -71    1,474

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.8      3.5     89.0     84.2     92.4     91.5      7.6      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       0        4        2       27       28       29       32                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
FUTURES ONLY POSITIONS AS OF 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       47,609
COMMITMENTS
   1,375      383      175   41,462   45,026   43,012   45,584    4,597    2,025

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:        329)
     -31        0        0   -3,002     -337   -3,033     -337    3,362      666

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      0.8      0.4     87.1     94.6     90.3     95.7      9.7      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        2        1       15       16       18       18                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
FUTURES ONLY POSITIONS AS OF 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      243,021
COMMITMENTS
      93    1,091    4,425  225,179  231,290  229,697  236,806   13,324    6,215

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:      2,394)
    -143       31      217   -4,016    2,293   -3,942    2,541    6,336     -147

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.4      1.8     92.7     95.2     94.5     97.4      5.5      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       1        3        4       35       36       39       40                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
FUTURES ONLY POSITIONS AS OF 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:      139,855
COMMITMENTS
   1,470      388      261  132,467  131,119  134,198  131,768    5,657    8,087

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:      4,031)
    -178      388      228    5,011      470    5,061    1,086   -1,030    2,945

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      0.3      0.2     94.7     93.8     96.0     94.2      4.0      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        1        3       29       28       33       31                  
 
 
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV                Code-0233CV
FUTURES ONLY POSITIONS AS OF 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       32,324
COMMITMENTS
   1,673        0        0   28,361   29,838   30,034   29,838    2,290    2,486

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:        248)
       0        0        0     -952     -832     -952     -832    1,200    1,080

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2      0.0      0.0     87.7     92.3     92.9     92.3      7.1      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        0       12        9       14        9                  
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
FUTURES ONLY POSITIONS AS OF 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      166,209
COMMITMENTS
   1,220    1,220        0  154,773  158,473  155,993  159,693   10,216    6,516

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:         31)
       0        0        0   -1,271   -2,139   -1,271   -2,139    1,302    2,170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      0.7      0.0     93.1     95.3     93.9     96.1      6.1      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        0       18       18       19       19                  
 
 
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
FUTURES ONLY POSITIONS AS OF 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       37,219
COMMITMENTS
     766    1,739      401   33,671   31,754   34,838   33,894    2,381    3,325

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0   -1,470        0   -1,470        0    1,470

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      4.7      1.1     90.5     85.3     93.6     91.1      6.4      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        1        9       18       12       19                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
FUTURES ONLY POSITIONS AS OF 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:      284,066
COMMITMENTS
       0        0        0  268,220  282,706  268,220  282,706   15,846    1,360

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:        -63)
       0        0        0     -590     -691     -590     -691      527      628

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     94.4     99.5     94.4     99.5      5.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        0        0       27       16       27       16                  
 
 
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV                         Code-0233DT
FUTURES ONLY POSITIONS AS OF 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      111,622
COMMITMENTS
  10,536    8,774        0   93,061  102,020  103,597  110,794    8,025      828

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:       -155)
    -117        0     -142    1,375    1,622    1,116    1,480   -1,271   -1,635

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4      7.9      0.0     83.4     91.4     92.8     99.3      7.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        0       13       15       14       16                  
 
 
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV                            Code-0233EB
FUTURES ONLY POSITIONS AS OF 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:      216,010
COMMITMENTS
       0        0        0  212,651  211,980  212,651  211,980    3,359    4,030

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:      2,385)
       0        0        0    1,765    1,114    1,765    1,114      620    1,271

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.4     98.1     98.4     98.1      1.6      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        0        0       22       24       22       24                  
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
FUTURES ONLY POSITIONS AS OF 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:       15,396
COMMITMENTS
   4,342    1,149      166   10,574   13,420   15,082   14,735      314      661

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:      2,098)
     278    1,029      166    1,638      644    2,082    1,839       16      259

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.2      7.5      1.1     68.7     87.2     98.0     95.7      2.0      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       8        6        2       17       18       26       25                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
FUTURES ONLY POSITIONS AS OF 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       39,294
COMMITMENTS
   8,015      358      282   30,864   38,654   39,161   39,294      133        0

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:     -2,213)
    -236      -38     -187   -1,803   -1,988   -2,226   -2,213       13        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.4      0.9      0.7     78.5     98.4     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       7        4        3       26       23       35       29                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
FUTURES ONLY POSITIONS AS OF 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:       28,509
COMMITMENTS
   4,722      200      150   23,637   28,159   28,509   28,509        0        0

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:     -2,661)
      75      -75     -450   -2,286   -2,136   -2,661   -2,661        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.6      0.7      0.5     82.9     98.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5        2        3       18       19       23       24                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
FUTURES ONLY POSITIONS AS OF 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:      138,882
COMMITMENTS
   5,124    7,230   11,430  121,306  118,714  137,860  137,374    1,022    1,508

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:      1,030)
    -839     -762      732      477       -7      370      -37      660    1,067

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      5.2      8.2     87.3     85.5     99.3     98.9      0.7      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      12       10        8       33       36       47       52                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
FUTURES ONLY POSITIONS AS OF 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       74,743
COMMITMENTS
   1,838      771    2,770   70,135   71,182   74,743   74,723        0       20

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:       -305)
     100      -12       -3     -387     -290     -290     -305      -15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      1.0      3.7     93.8     95.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       6        5        6       22       22       31       30                  
 
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-064396
FUTURES ONLY POSITIONS AS OF 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:       35,182
COMMITMENTS
     325      400      200   34,657   34,582   35,182   35,182        0        0

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      1.1      0.6     98.5     98.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        1        3       11       15       15       18                  
 
 
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV                    Code-06439A
FUTURES ONLY POSITIONS AS OF 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       67,306
COMMITMENTS
  16,065      788    5,824   45,090   60,464   66,979   67,076      327      230

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:       -282)
       0        0        0     -282     -482     -282     -482        0      200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.9      1.2      8.7     67.0     89.8     99.5     99.7      0.5      0.3

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 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       86,491
COMMITMENTS
  26,270    1,951    4,823   54,523   79,441   85,616   86,215      875      276

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:        537)
      16       25       60      450      412      526      497       11       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.4      2.3      5.6     63.0     91.8     99.0     99.7      1.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       7        7        4       27       27       35       37                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
FUTURES ONLY POSITIONS AS OF 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       76,769
COMMITMENTS
   3,631    1,051    1,294   70,044   73,651   74,969   75,996    1,800      773

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:       -100)
     -50        0        0     -927     -800     -977     -800      877      700

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7      1.4      1.7     91.2     95.9     97.7     99.0      2.3      1.0

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 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       98,979
COMMITMENTS
   4,084    1,054    1,891   91,190   95,217   97,165   98,162    1,814      817

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:        156)
     -90        0        0     -836     -639     -926     -639    1,082      795

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1      1.1      1.9     92.1     96.2     98.2     99.2      1.8      0.8

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 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       43,188
COMMITMENTS
     450      420        0   42,592   42,498   43,042   42,918      146      270

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:        400)
      50        0        0      350      400      400      400        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      1.0      0.0     98.6     98.4     99.7     99.4      0.3      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        0       19       22       21       23                  
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
FUTURES ONLY POSITIONS AS OF 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       27,103
COMMITMENTS
     350      747       73   26,414   26,163   26,837   26,983      266      120

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:        555)
       0       60        0      555      495      555      555        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      2.8      0.3     97.5     96.5     99.0     99.6      1.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        3        2       19       19       21       23                  
 
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                 Code-06439R
FUTURES ONLY POSITIONS AS OF 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       82,597
COMMITMENTS
  23,341      866    2,196   56,749   79,400   82,286   82,462      311      135

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:        136)
     -24       89       88       82      -41      146      136      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.3      1.0      2.7     68.7     96.1     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      20        2       10       32       32       53       43                  
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
FUTURES ONLY POSITIONS AS OF 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       32,566
COMMITMENTS
  11,136      110      950   20,194   31,164   32,280   32,224      286      342

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:        990)
   1,200        0        0     -210      990      990      990        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.2      0.3      2.9     62.0     95.7     99.1     98.9      0.9      1.1

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 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       48,935
COMMITMENTS
     500      370       50   48,233   48,305   48,783   48,725      152      210

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:         60)
     100        0        0      -40       60       60       60        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      0.8      0.1     98.6     98.7     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        1        1       22       23       25       24                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
FUTURES ONLY POSITIONS AS OF 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       41,122
COMMITMENTS
     695    1,510      120   39,395   39,418   40,210   41,048      912       74

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:        444)
       0      100        0      444      344      444      444        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      3.7      0.3     95.8     95.9     97.8     99.8      2.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       5        5        2       22       22       27       29                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
FUTURES ONLY POSITIONS AS OF 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       63,925
COMMITMENTS
   2,862    1,075        0   59,200   62,505   62,062   63,580    1,863      345

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:      1,037)
       0      600        0     -253      437     -253    1,037    1,290        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5      1.7      0.0     92.6     97.8     97.1     99.5      2.9      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        2        0       25       17       27       19                  
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
FUTURES ONLY POSITIONS AS OF 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       67,336
COMMITMENTS
   3,512    4,175       60   62,359   62,921   65,931   67,156    1,405      180

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:        595)
       0      600        0     -530       -5     -530      595    1,125        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2      6.2      0.1     92.6     93.4     97.9     99.7      2.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        2        1       26       18       29       21                  
 
 
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643BF
FUTURES ONLY POSITIONS AS OF 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       82,439
COMMITMENTS
   1,446    1,407      241   80,487   80,786   82,174   82,434      265        5

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:         95)
      30      161       59        6     -125       95       95        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      1.7      0.3     97.6     98.0     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 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:      103,358
COMMITMENTS
   2,007    6,124      559  100,460   96,612  103,026  103,295      332       63

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:        102)
      15      342       14       73     -301      102       55        0       47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      5.9      0.5     97.2     93.5     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       4       15        6       30       31       39       47                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
FUTURES ONLY POSITIONS AS OF 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       56,773
COMMITMENTS
     125    4,319      275   56,353   52,179   56,753   56,773       20        0

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:         25)
      25        0        0        0       25       25       25        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      7.6      0.5     99.3     91.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        5        2       17       16       19       22                  
 
 
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV                        Code-0643BR
FUTURES ONLY POSITIONS AS OF 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
25MWh                                                OPEN INTEREST:       51,690
COMMITMENTS
     575      520      240   50,875   50,930   51,690   51,690        0        0

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      1.0      0.5     98.4     98.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        3        2       13        9       16       13                  
 
 
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643BS
FUTURES ONLY POSITIONS AS OF 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       65,220
COMMITMENTS
   1,720    2,021    1,391   62,017   61,493   65,128   64,905       92      315

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:        898)
      53        0        0      805      735      858      735       40      163

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6      3.1      2.1     95.1     94.3     99.9     99.5      0.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       7        1        3       23       24       31       27                  
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
FUTURES ONLY POSITIONS AS OF 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       66,286
COMMITMENTS
   2,368    2,233    5,305   58,233   58,476   65,906   66,014      380      272

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:      1,165)
      52      314       72    1,001      623    1,125    1,009       40      156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6      3.4      8.0     87.9     88.2     99.4     99.6      0.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       8        4        3       24       26       34       31                  
 
 
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BW
FUTURES ONLY POSITIONS AS OF 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       28,943
COMMITMENTS
   1,061      450      100   27,454   28,008   28,615   28,558      328      385

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:        -10)
      15        0       20     -205     -343     -170     -323      160      313

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      1.6      0.3     94.9     96.8     98.9     98.7      1.1      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        2       18       13       21       15                  
 
 
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BX
FUTURES ONLY POSITIONS AS OF 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       28,547
COMMITMENTS
     875       20       25   27,280   28,113   28,180   28,158      367      389

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:          9)
       0       20       25     -176     -290     -151     -245      160      254

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1      0.1      0.1     95.6     98.5     98.7     98.6      1.3      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       19       12       21       13                  
 
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BY
FUTURES ONLY POSITIONS AS OF 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       33,911
COMMITMENTS
     429    1,894      958   32,180   30,983   33,567   33,835      344       76

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:         86)
     -25      -25       39     -107       41      -93       55      179       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      5.6      2.8     94.9     91.4     99.0     99.8      1.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        3        3       20       24       24       29                  
 
 
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BZ
FUTURES ONLY POSITIONS AS OF 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       22,935
COMMITMENTS
     448    3,206      252   20,830   18,382   21,530   21,840    1,405    1,095

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:         72)
      -2       31        2     -762     -956     -762     -923      834      995

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0     14.0      1.1     90.8     80.1     93.9     95.2      6.1      4.8

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 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       59,123
COMMITMENTS
   1,761    3,193    1,279   55,787   54,401   58,827   58,873      296      250

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:        190)
    -170        7      165        5     -222        0      -50      190      240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0      5.4      2.2     94.4     92.0     99.5     99.6      0.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       6        5        6       29       27       38       35                  
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
FUTURES ONLY POSITIONS AS OF 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       40,137
COMMITMENTS
     408    1,941    1,142   38,500   36,868   40,050   39,951       87      186

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:         80)
       0        0        0      115      -43      115      -43      -35      123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      4.8      2.8     95.9     91.9     99.8     99.5      0.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        4        4       25       21       29       26                  
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
FUTURES ONLY POSITIONS AS OF 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       22,175
COMMITMENTS
   1,745      300      100   20,195   21,760   22,040   22,160      135       15

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:       -952)
      55        0        0     -992     -952     -937     -952      -15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.9      1.4      0.5     91.1     98.1     99.4     99.9      0.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        1        1       17       14       21       16                  
 
 
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV     Code-0643CJ
FUTURES ONLY POSITIONS AS OF 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       12,551
COMMITMENTS
      50    1,270      280   11,959   10,799   12,289   12,349      262      202

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:          0)
       0        0        0      -45     -180      -45     -180       45      180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4     10.1      2.2     95.3     86.0     97.9     98.4      2.1      1.6

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 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       12,701
COMMITMENTS
      50    1,670      205   12,256   10,101   12,511   11,976      190      725

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:          0)
       0        0        0      -70     -725      -70     -725       70      725

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4     13.1      1.6     96.5     79.5     98.5     94.3      1.5      5.7

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 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,253
COMMITMENTS
   2,160      375      505   14,335   15,834   17,000   16,714      253      539

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:          0)
       0        0        0      -74     -514      -74     -514       74      514

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5      2.2      2.9     83.1     91.8     98.5     96.9      1.5      3.1

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 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       16,981
COMMITMENTS
   2,230      375      470   13,861   15,594   16,561   16,439      420      542

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:          0)
       0        0        0      -66     -509      -66     -509       66      509

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.1      2.2      2.8     81.6     91.8     97.5     96.8      2.5      3.2

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 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       42,398
COMMITMENTS
     355    1,065    3,235   38,306   37,623   41,896   41,923      502      475

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:          5)
       0        5        0     -432     -415     -432     -410      437      415

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      2.5      7.6     90.3     88.7     98.8     98.9      1.2      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        3        3       23       15       28       20                  
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
FUTURES ONLY POSITIONS AS OF 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       42,351
COMMITMENTS
     725      930    3,140   37,936   37,876   41,801   41,946      550      405

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:          5)
       0        5        0     -477     -405     -477     -400      482      405

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      2.2      7.4     89.6     89.4     98.7     99.0      1.3      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       6        2        4       24       17       30       23                  
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
FUTURES ONLY POSITIONS AS OF 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      112,281
COMMITMENTS
   1,915   10,913    1,385  107,153   98,527  110,453  110,825    1,828    1,456

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:         74)
      55     -145       15   -1,764   -1,222   -1,694   -1,352    1,768    1,426

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      9.7      1.2     95.4     87.8     98.4     98.7      1.6      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       8        8        6       41       33       52       44                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
FUTURES ONLY POSITIONS AS OF 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
352 MWh                                              OPEN INTEREST:      125,829
COMMITMENTS
   1,930    9,511    2,152  120,283  112,180  124,365  123,843    1,464    1,986

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:        206)
      70     -182      135   -1,448   -1,733   -1,243   -1,780    1,449    1,986

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      7.6      1.7     95.6     89.2     98.8     98.4      1.2      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      10        9        7       42       38       57       49                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
FUTURES ONLY POSITIONS AS OF 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      280,760
COMMITMENTS
  20,033   18,485   28,217  229,427  233,570  277,677  280,272    3,083      488

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:        -51)
    -782       53      499   -2,227     -810   -2,510     -258    2,459      207

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.1      6.6     10.1     81.7     83.2     98.9     99.8      1.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      22       20       19       42       43       71       76                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
FUTURES ONLY POSITIONS AS OF 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       16,426
COMMITMENTS
   3,915       25        0   12,202   15,596   16,117   15,621      309      805

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:          0)
       0        0        0     -295     -805     -295     -805      295      805

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.8      0.2      0.0     74.3     94.9     98.1     95.1      1.9      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       5        1        0       19       12       24       13                  
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
FUTURES ONLY POSITIONS AS OF 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       16,053
COMMITMENTS
   3,575      235       60   12,085   15,181   15,720   15,476      333      577

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:          0)
       0        0        0     -119     -577     -119     -577      119      577

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.3      1.5      0.4     75.3     94.6     97.9     96.4      2.1      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        2        1       19       11       23       13                  
 
 
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV                Code-0643ID
FUTURES ONLY POSITIONS AS OF 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        4,495
COMMITMENTS
   1,605      450        0    2,883    4,045    4,488    4,495        7        0

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.7     10.0      0.0     64.1     90.0     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        1        0       14       14       17       15                  
 
 
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV                      Code-066413
FUTURES ONLY POSITIONS AS OF 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000  metric tonnes                                  OPEN INTEREST:        4,780
COMMITMENTS
     140      451      147    3,862    3,389    4,149    3,987      631      793

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:       -648)
    -533     -127      -96       26     -275     -603     -498      -45     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      9.4      3.1     80.8     70.9     86.8     83.4     13.2     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        5        5       20       23       26       30                  
 
 
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV                 Code-066416
FUTURES ONLY POSITIONS AS OF 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       32,467
COMMITMENTS
   4,456       92        0   27,849   32,203   32,305   32,295      162      172

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:     -3,356)
    -911       92      -35   -2,412   -3,434   -3,358   -3,377        2       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7      0.3      0.0     85.8     99.2     99.5     99.5      0.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       3        1        0       35       38       38       39                  
 
 
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV              Code-06641A
FUTURES ONLY POSITIONS AS OF 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       14,167
COMMITMENTS
      45        0        0   14,026   13,655   14,071   13,655       96      512

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:     -1,483)
     -48        0     -137   -1,266   -1,290   -1,451   -1,427      -32      -56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      0.0      0.0     99.0     96.4     99.3     96.4      0.7      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        0       20       23       21       23                  
 
 
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV               Code-06641D
FUTURES ONLY POSITIONS AS OF 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:        9,668
COMMITMENTS
     194       48      172    8,516    9,115    8,882    9,335      786      333

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:     -2,491)
    -347     -509     -378   -1,701   -1,618   -2,426   -2,505      -65       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      0.5      1.8     88.1     94.3     91.9     96.6      8.1      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        1        2       29       32       32       34                  
 
 
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV              Code-06641F
FUTURES ONLY POSITIONS AS OF 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       38,066
COMMITMENTS
   2,405      742       50   34,962   36,966   37,417   37,758      649      308

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:     -3,478)
  -1,450     -185     -479   -1,538   -3,082   -3,467   -3,746      -11      268

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.3      1.9      0.1     91.8     97.1     98.3     99.2      1.7      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       5        2        1       28       40       34       43                  
 
 
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV              Code-06641G
FUTURES ONLY POSITIONS AS OF 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       56,101
COMMITMENTS
   1,981    1,524    2,378   51,352   51,769   55,711   55,671      390      430

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:     -5,749)
  -1,450      300   -1,284   -3,119   -4,753   -5,853   -5,737      104      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5      2.7      4.2     91.5     92.3     99.3     99.2      0.7      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      10       10       13       62       64       78       81                  
 
 
WTI 1st Line-Brent 1st Line - ICE FUTURES ENERGY DIV                 Code-06741R
FUTURES ONLY POSITIONS AS OF 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:      260,879
COMMITMENTS
   2,385  203,350      425  251,409   18,450  254,219  222,225    6,660   38,654

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:    -12,666)
       0   -9,967     -841  -11,273   -1,714  -12,114  -12,522     -552     -144

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9     77.9      0.2     96.4      7.1     97.4     85.2      2.6     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        6        2       12        5       14       12                  
 
 
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV                 Code-06742G
FUTURES ONLY POSITIONS AS OF 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 BARRELS                                         OPEN INTEREST:       24,256
COMMITMENTS
       0        0        0   24,211   23,831   24,211   23,831       45      425

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:        675)
       0        0        0      675      655      675      655        0       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.8     98.2     99.8     98.2      0.2      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        0        0       26       23       26       23                  
 
 
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV                  Code-06742T
FUTURES ONLY POSITIONS AS OF 12/03/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 BARRELS                                         OPEN INTEREST:       10,641
COMMITMENTS
     135        0        0   10,296   10,286   10,431   10,286      210      355

CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      0.0      0.0     96.8     96.7     98.0     96.7      2.0      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       10       12       11       12                  



Updated December 06, 2019