CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV                                                  Code-0063A2
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1,000 California carbon allowances                                         :
     :          :                                                                            :
All  :    16,244:     4,896        574        396     10,952     15,269     16,244     16,239:         0          5
Old  :    16,244:     4,896        574        396     10,952     15,269     16,244     16,239:         0          5
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :   -17,733:    -4,943     -8,158       -304    -12,464     -9,276    -17,711    -17,738:       -22          5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.1        3.5        2.4       67.4       94.0      100.0      100.0:       0.0        0.0
Old  :     100.0:      30.1        3.5        2.4       67.4       94.0      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         9          2          1         12          8         22         10:
Old  :        29:         9          2          1         12          8         22         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.6       79.0       69.6       97.5       45.6       76.7       69.6       87.7
Old  :                 45.6       79.0       69.6       97.5       45.6       76.7       69.6       87.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV                                                  Code-0063AS
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1,000 California carbon allowances                                         :
     :          :                                                                            :
All  :    71,481:    41,419     22,936      2,491     27,381     45,869     71,291     71,296:       190        185
Old  :    71,481:    41,419     22,936      2,491     27,381     45,869     71,291     71,296:       190        185
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :   -24,513:    -5,023     -1,025     -3,109    -15,074    -19,089    -23,206    -23,223:    -1,307     -1,290
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      57.9       32.1        3.5       38.3       64.2       99.7       99.7:       0.3        0.3
Old  :     100.0:      57.9       32.1        3.5       38.3       64.2       99.7       99.7:       0.3        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:        18          8          4         20         18         40         28:
Old  :        51:        18          8          4         20         18         40         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.1       44.2       65.1       70.8       43.5       43.8       63.8       69.0
Old  :                 44.1       44.2       65.1       70.8       43.5       43.8       63.8       69.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV                                                      Code-0063CA
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1,000 California carbon allowances                                         :
     :          :                                                                            :
All  :    67,232:    28,152     16,917      8,102     30,856     42,139     67,110     67,157:       122         75
Old  :    67,232:    28,152     16,917      8,102     30,856     42,139     67,110     67,157:       122         75
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :    -4,662:      -962     -1,097       -818     -2,888     -2,747     -4,667     -4,662:         5          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.9       25.2       12.1       45.9       62.7       99.8       99.9:       0.2        0.1
Old  :     100.0:      41.9       25.2       12.1       45.9       62.7       99.8       99.9:       0.2        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        54:        21          9         15         20         19         46         38:
Old  :        54:        21          9         15         20         19         46         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.9       43.5       42.5       65.3       23.6       35.8       38.4       54.1
Old  :                 24.9       43.5       42.5       65.3       23.6       35.8       38.4       54.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NJ SRECS - ICE FUTURES ENERGY DIV                                                                       Code-0063CC
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (10 SRECs)                                                                 :
     :          :                                                                            :
All  :   154,033:    41,935     24,401      3,984    108,114    125,648    154,033    154,033:         0          0
Old  :   154,033:    41,935     24,401      3,984    108,114    125,648    154,033    154,033:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :      -100:         0          0          0       -100       -100       -100       -100:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.2       15.8        2.6       70.2       81.6      100.0      100.0:       0.0        0.0
Old  :     100.0:      27.2       15.8        2.6       70.2       81.6      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         4          7          4         16         15         22         24:
Old  :        30:         4          7          4         16         15         22         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.0       77.4       85.5       87.8       63.5       75.1       79.8       80.4
Old  :                 64.0       77.4       85.5       87.8       63.5       75.1       79.8       80.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV                                                           Code-0063CH
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 100 MWh of renewable energy certificates                                   :
     :          :                                                                            :
All  :   122,816:    17,377     15,298      3,687    101,752    103,831    122,816    122,816:         0          0
Old  :   122,816:    17,377     15,298      3,687    101,752    103,831    122,816    122,816:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :    -1,005:      -670          0          0       -335     -1,005     -1,005     -1,005:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1       12.5        3.0       82.8       84.5      100.0      100.0:       0.0        0.0
Old  :     100.0:      14.1       12.5        3.0       82.8       84.5      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         7          2          3         18         11         26         15:
Old  :        29:         7          2          3         18         11         26         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.4       80.9       78.7       95.0       59.4       76.5       77.1       88.8
Old  :                 59.4       80.9       78.7       95.0       59.4       76.5       77.1       88.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV                                                      Code-0063CJ
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1,000 California carbon allowances                                         :
     :          :                                                                            :
All  :    26,854:    12,312      3,701      1,864     12,678     21,289     26,854     26,854:         0          0
Old  :    26,854:    12,312      3,701      1,864     12,678     21,289     26,854     26,854:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :    -8,320:        23     -1,636     -1,584     -6,759     -5,100     -8,320     -8,320:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.8       13.8        6.9       47.2       79.3      100.0      100.0:       0.0        0.0
Old  :     100.0:      45.8       13.8        6.9       47.2       79.3      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:        10          4          3          9         13         20         19:
Old  :        31:        10          4          3          9         13         20         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.9       44.4       74.6       71.7       49.1       43.4       66.4       65.7
Old  :                 52.9       44.4       74.6       71.7       49.1       43.4       66.4       65.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV                                                              Code-0063CL
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1,000 RGGI CO2 Allowances                                                  :
     :          :                                                                            :
All  :    35,671:     8,160      1,100          0     27,511     34,571     35,671     35,671:         0          0
Old  :    35,671:     8,160      1,100          0     27,511     34,571     35,671     35,671:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :   -17,561:       505     -2,385       -505    -17,561    -14,671    -17,561    -17,561:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9        3.1        0.0       77.1       96.9      100.0      100.0:       0.0        0.0
Old  :     100.0:      22.9        3.1        0.0       77.1       96.9      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         8          1          0         13          5         21          6:
Old  :        26:         8          1          0         13          5         21          6:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.7       94.0       83.5      100.0       62.7       92.6       83.5       98.6
Old  :                 62.7       94.0       83.5      100.0       62.7       92.6       83.5       98.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV                                                   Code-0063D9
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1,000 California carbon allowances                                         :
     :          :                                                                            :
All  :    13,647:     6,316        475        858      6,473     12,314     13,647     13,647:         0          0
Old  :    13,647:     6,316        475        858      6,473     12,314     13,647     13,647:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :    -5,326:    -4,278       -758     -1,048          0     -3,520     -5,326     -5,326:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.3        3.5        6.3       47.4       90.2      100.0      100.0:       0.0        0.0
Old  :     100.0:      46.3        3.5        6.3       47.4       90.2      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         9          2          2          7         11         17         14:
Old  :        25:         9          2          2          7         11         17         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.9       72.3       83.0       93.1       60.0       68.2       77.1       79.3
Old  :                 61.9       72.3       83.0       93.1       60.0       68.2       77.1       79.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RGGI VINTAGE 2020 - ICE FUTURES ENERGY DIV                                                              Code-0063DJ
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1,000 RGGI CO2 Allowances                                                  :
     :          :                                                                            :
All  :    13,390:     1,015        500          0     12,374     12,890     13,390     13,390:         0          0
Old  :    13,390:     1,015        500          0     12,374     12,890     13,390     13,390:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :       -75:         0          0          0        -75        -75        -75        -75:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.6        3.7        0.0       92.4       96.3      100.0      100.0:       0.0        0.0
Old  :     100.0:       7.6        3.7        0.0       92.4       96.3      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         3          1          0         11          9         14         10:
Old  :        20:         3          1          0         11          9         14         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.6       93.8       94.0       99.1       72.5       92.9       91.1       96.1
Old  :                 73.6       93.8       94.0       99.1       72.5       92.9       91.1       96.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV                                                                Code-0063DK
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 100 MWh of Class 1 Renewable Energy Cert                                   :
     :          :                                                                            :
All  :    12,358:       881      2,500        214     11,263      9,644     12,358     12,358:         0          0
Old  :    12,358:       881      2,500        214     11,263      9,644     12,358     12,358:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :       163:         0          0          0        163        163        163        163:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.1       20.2        1.7       91.1       78.0      100.0      100.0:       0.0        0.0
Old  :     100.0:       7.1       20.2        1.7       91.1       78.0      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         2          3          2         11          8         14         12:
Old  :        21:         2          3          2         11          8         14         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 75.4       83.0       92.9       97.1       75.4       82.1       89.8       90.5
Old  :                 75.4       83.0       92.9       97.1       75.4       82.1       89.8       90.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV                                                   Code-0063DL
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 100 MWh of Class 1 Renewable Energy Cert                                   :
     :          :                                                                            :
All  :    19,809:     2,298      5,625        850     16,634     13,334     19,782     19,809:        27          0
Old  :    19,809:     2,298      5,625        850     16,634     13,334     19,782     19,809:        27          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6       28.4        4.3       84.0       67.3       99.9      100.0:       0.1        0.0
Old  :     100.0:      11.6       28.4        4.3       84.0       67.3       99.9      100.0:       0.1        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         4          6          4         12         10         18         18:
Old  :        25:         4          6          4         12         10         18         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.0       81.6       85.2       92.3       58.5       80.3       83.7       89.7
Old  :                 59.0       81.6       85.2       92.3       58.5       80.3       83.7       89.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV                                                             Code-0063DN
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (10 SRECs)                                                                 :
     :          :                                                                            :
All  :    44,335:    21,345     10,200      2,237     20,753     31,898     44,335     44,335:         0          0
Old  :    44,335:    21,345     10,200      2,237     20,753     31,898     44,335     44,335:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.1       23.0        5.0       46.8       71.9      100.0      100.0:       0.0        0.0
Old  :     100.0:      48.1       23.0        5.0       46.8       71.9      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         7          3          4         15         10         23         16:
Old  :        25:         7          3          4         15         10         23         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.1       66.4       86.8       89.0       57.8       63.5       73.6       78.5
Old  :                 65.1       66.4       86.8       89.0       57.8       63.5       73.6       78.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MASS SREC CARVE OUT 1 - ICE FUTURES ENERGY DIV                                                          Code-0063DP
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (10 SRECs)                                                                 :
     :          :                                                                            :
All  :    14,435:       550      7,400      1,450     12,435      5,585     14,435     14,435:         0          0
Old  :    14,435:       550      7,400      1,450     12,435      5,585     14,435     14,435:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.8       51.3       10.0       86.1       38.7      100.0      100.0:       0.0        0.0
Old  :     100.0:       3.8       51.3       10.0       86.1       38.7      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         2          3          2         11          7         14         11:
Old  :        20:         2          3          2         11          7         14         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.0       78.3       89.8       96.9       63.2       72.7       77.8       82.0
Old  :                 70.0       78.3       89.8       96.9       63.2       72.7       77.8       82.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV                                                             Code-02141B
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1000 barrels                                                               :
     :          :                                                                            :
All  :    36,439:     3,650        518      3,612     28,924     32,278     36,186     36,408:       253         31
Old  :    36,439:     3,650        518      3,612     28,924     32,278     36,186     36,408:       253         31
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :     1,770:      -123          0        167      1,726      1,603      1,770      1,770:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.0        1.4        9.9       79.4       88.6       99.3       99.9:       0.7        0.1
Old  :     100.0:      10.0        1.4        9.9       79.4       88.6       99.3       99.9:       0.7        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         6          1          5         25         25         33         30:
Old  :        38:         6          1          5         25         25         33         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.2       58.5       75.7       78.5       19.0       17.0       23.9       23.7
Old  :                 53.2       58.5       75.7       78.5       19.0       17.0       23.9       23.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV                                          Code-02141C
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1000 barrels                                                               :
     :          :                                                                            :
All  :    36,597:     2,040      1,968      4,062     29,536     30,514     35,638     36,544:       959         53
Old  :    36,597:     2,040      1,968      4,062     29,536     30,514     35,638     36,544:       959         53
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :       296:       100       -365        232        -36        429        296        296:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.6        5.4       11.1       80.7       83.4       97.4       99.9:       2.6        0.1
Old  :     100.0:       5.6        5.4       11.1       80.7       83.4       97.4       99.9:       2.6        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:         3          5          3         23         22         28         28:
Old  :        37:         3          5          3         23         22         28         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.4       49.2       64.5       72.9       34.0       37.3       45.7       48.8
Old  :                 43.4       49.2       64.5       72.9       34.0       37.3       45.7       48.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV                                                  Code-02141R
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : BBL                                                                        :
     :          :                                                                            :
All  :     7,380:       121      2,158        821      6,423      4,391      7,365      7,370:        15         10
Old  :     7,380:       121      2,158        821      6,423      4,391      7,365      7,370:        15         10
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.6       29.2       11.1       87.0       59.5       99.8       99.9:       0.2        0.1
Old  :     100.0:       1.6       29.2       11.1       87.0       59.5       99.8       99.9:       0.2        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         1          2          2         14         13         17         15:
Old  :        22:         1          2          2         14         13         17         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.1       68.3       88.1       89.3       61.6       60.9       73.6       72.6
Old  :                 66.1       68.3       88.1       89.3       61.6       60.9       73.6       72.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV                                                    Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 MMBtus                                                                :
     :          :                                                                            :
All  : 4,911,674:   245,332    130,847    378,655  4,258,129  4,374,453  4,882,116  4,883,955:    29,558     27,719
Old  : 4,911,674:   245,332    130,847    378,655  4,258,129  4,374,453  4,882,116  4,883,955:    29,558     27,719
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :  -204,027:    24,092     -2,287    -34,836   -193,860   -168,287   -204,604   -205,410:       577      1,383
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.0        2.7        7.7       86.7       89.1       99.4       99.4:       0.6        0.6
Old  :     100.0:       5.0        2.7        7.7       86.7       89.1       99.4       99.4:       0.6        0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       218:        30         28         41        143        116        193        165:
Old  :       218:        30         28         41        143        116        193        165:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.9       42.0       44.5       57.9       26.4       40.7       39.7       56.0
Old  :                 27.9       42.0       44.5       57.9       26.4       40.7       39.7       56.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                                                    Code-023392
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  : 1,012,180:    17,164     42,869    301,155    692,348    666,557  1,010,667  1,010,581:     1,513      1,599
Old  : 1,012,180:    17,164     42,869    301,155    692,348    666,557  1,010,667  1,010,581:     1,513      1,599
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :  -258,712:   -48,544    -36,050   -108,838   -100,833   -113,334   -258,215   -258,222:      -497       -490
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.7        4.2       29.8       68.4       65.9       99.9       99.8:       0.1        0.2
Old  :     100.0:       1.7        4.2       29.8       68.4       65.9       99.9       99.8:       0.1        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        66:        11         12         18         39         41         59         62:
Old  :        66:        11         12         18         39         41         59         62:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.7       53.3       72.2       74.0        9.9       12.2       11.8       13.4
Old  :                 56.7       53.3       72.2       74.0        9.9       12.2       11.8       13.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                                                         Code-023393
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   270,916:     5,454      5,805        302    240,461    259,725    246,217    265,832:    24,699      5,084
Old  :   270,916:     5,454      5,805        302    240,461    259,725    246,217    265,832:    24,699      5,084
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :       -27:         0         29        -29         31          4          2          4:       -29        -31
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.0        2.1        0.1       88.8       95.9       90.9       98.1:       9.1        1.9
Old  :     100.0:       2.0        2.1        0.1       88.8       95.9       90.9       98.1:       9.1        1.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         2          2          1         26         22         29         24:
Old  :        34:         2          2          1         26         22         29         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.8       76.6       74.1       87.8       51.6       72.5       66.7       79.7
Old  :                 58.8       76.6       74.1       87.8       51.6       72.5       66.7       79.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                                                        Code-023394
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   144,745:     1,786      1,786        927    138,392    127,428    141,105    130,141:     3,640     14,604
Old  :   144,745:     1,786      1,786        927    138,392    127,428    141,105    130,141:     3,640     14,604
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :     1,096:       369          0        214        912        881      1,495      1,095:      -399          1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.2        1.2        0.6       95.6       88.0       97.5       89.9:       2.5       10.1
Old  :     100.0:       1.2        1.2        0.6       95.6       88.0       97.5       89.9:       2.5       10.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         4          1          4         20         21         24         26:
Old  :        33:         4          1          4         20         21         24         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.7       46.3       82.2       69.1       66.7       43.7       79.9       66.5
Old  :                 67.7       46.3       82.2       69.1       66.7       43.7       79.9       66.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                                                          Code-023395
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   340,954:     8,437      7,536      5,706    314,345    325,129    328,488    338,371:    12,466      2,583
Old  :   340,954:     8,437      7,536      5,706    314,345    325,129    328,488    338,371:    12,466      2,583
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :       565:     2,085       -180        652     -1,086        259      1,651        731:    -1,086       -166
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.5        2.2        1.7       92.2       95.4       96.3       99.2:       3.7        0.8
Old  :     100.0:       2.5        2.2        1.7       92.2       95.4       96.3       99.2:       3.7        0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:         5          3          4         33         33         39         39:
Old  :        51:         5          3          4         33         33         39         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.9       46.6       74.7       70.1       54.2       41.3       62.6       61.0
Old  :                 59.9       46.6       74.7       70.1       54.2       41.3       62.6       61.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                                                                 Code-023396
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   866,759:     7,811     10,908      2,680    847,016    851,620    857,507    865,208:     9,252      1,551
Old  :   866,759:     7,811     10,908      2,680    847,016    851,620    857,507    865,208:     9,252      1,551
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :     4,588:      -236          0        -62      4,733      4,648      4,435      4,586:       153          2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.9        1.3        0.3       97.7       98.3       98.9       99.8:       1.1        0.2
Old  :     100.0:       0.9        1.3        0.3       97.7       98.3       98.9       99.8:       1.1        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:         5          2          4         38         28         44         33:
Old  :        50:         5          2          4         38         28         44         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.4       64.6       60.7       89.4       33.7       63.1       59.4       87.3
Old  :                 34.4       64.6       60.7       89.4       33.7       63.1       59.4       87.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                                                              Code-023397
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   381,241:     3,432      4,677      1,483    369,508    366,283    374,423    372,443:     6,818      8,798
Old  :   381,241:     3,432      4,677      1,483    369,508    366,283    374,423    372,443:     6,818      8,798
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :       465:      -588        -30          3        712        280        127        253:       338        212
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.9        1.2        0.4       96.9       96.1       98.2       97.7:       1.8        2.3
Old  :     100.0:       0.9        1.2        0.4       96.9       96.1       98.2       97.7:       1.8        2.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        61:         3          4          4         42         40         47         46:
Old  :        61:         3          4          4         42         40         47         46:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.1       43.0       61.5       62.3       40.5       36.4       58.2       51.1
Old  :                 42.1       43.0       61.5       62.3       40.5       36.4       58.2       51.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                                                                  Code-023398
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   520,106:     1,022      1,247        120    509,613    511,218    510,755    512,585:     9,351      7,521
Old  :   520,106:     1,022      1,247        120    509,613    511,218    510,755    512,585:     9,351      7,521
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :     5,666:         0        279          0      5,294      5,483      5,294      5,762:       372        -96
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.2        0.2        0.0       98.0       98.3       98.2       98.6:       1.8        1.4
Old  :     100.0:       0.2        0.2        0.0       98.0       98.3       98.2       98.6:       1.8        1.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        56:         1          3          1         43         36         45         39:
Old  :        56:         1          3          1         43         36         45         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.1       45.0       74.8       72.9       58.1       42.9       73.3       66.6
Old  :                 58.1       45.0       74.8       72.9       58.1       42.9       73.3       66.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                                                                 Code-023399
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   394,307:         0      5,420         61    384,998    378,390    385,059    383,871:     9,248     10,436
Old  :   394,307:         0      5,420         61    384,998    378,390    385,059    383,871:     9,248     10,436
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :     4,631:         0        779         -1      4,662      3,240      4,661      4,018:       -30        613
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        1.4        0.0       97.6       96.0       97.7       97.4:       2.3        2.6
Old  :     100.0:       0.0        1.4        0.0       97.6       96.0       97.7       97.4:       2.3        2.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:         0          5          2         38         29         40         34:
Old  :        48:         0          5          2         38         29         40         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.1       64.5       64.7       80.4       45.5       60.3       63.3       72.7
Old  :                 46.1       64.5       64.7       80.4       45.5       60.3       63.3       72.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV                                           Code-02339E
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :   111,700:       155      4,857        551    105,944    103,845    106,650    109,253:     5,050      2,447
Old  :   111,700:       155      4,857        551    105,944    103,845    106,650    109,253:     5,050      2,447
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :     1,123:       155        -31        148        936      1,911      1,239      2,028:      -116       -905
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.1        4.3        0.5       94.8       93.0       95.5       97.8:       4.5        2.2
Old  :     100.0:       0.1        4.3        0.5       94.8       93.0       95.5       97.8:       4.5        2.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         1          3          3         18         22         21         26:
Old  :        31:         1          3          3         18         22         21         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 74.0       48.1       89.3       70.3       73.4       45.7       82.1       64.3
Old  :                 74.0       48.1       89.3       70.3       73.4       45.7       82.1       64.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                                                       Code-02339Q
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :    33,037:         0      1,224         31     31,441     30,755     31,472     32,010:     1,565      1,027
Old  :    33,037:         0      1,224         31     31,441     30,755     31,472     32,010:     1,565      1,027
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :       279:      -217        331         31        434        -62        248        300:        31        -21
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        3.7        0.1       95.2       93.1       95.3       96.9:       4.7        3.1
Old  :     100.0:       0.0        3.7        0.1       95.2       93.1       95.3       96.9:       4.7        3.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         0          3          1         17         17         18         20:
Old  :        33:         0          3          1         17         17         18         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.2       59.1       78.1       79.8       59.2       59.1       78.1       79.1
Old  :                 59.2       59.1       78.1       79.8       59.2       59.1       78.1       79.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV                                         Code-02339U
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :   250,260:         0      1,277         58    245,959    239,698    246,017    241,033:     4,243      9,227
Old  :   250,260:         0      1,277         58    245,959    239,698    246,017    241,033:     4,243      9,227
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :       -46:         0         66        -27        -74       -480       -101       -441:        55        395
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.5        0.0       98.3       95.8       98.3       96.3:       1.7        3.7
Old  :     100.0:       0.0        0.5        0.0       98.3       95.8       98.3       96.3:       1.7        3.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         0          2          1         25         22         26         24:
Old  :        38:         0          2          1         25         22         26         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.1       47.5       76.7       76.0       64.1       46.0       75.8       71.7
Old  :                 64.1       47.5       76.7       76.0       64.1       46.0       75.8       71.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV                               Code-02339W
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mm btu                                                                :
     :          :                                                                            :
All  :   189,080:         0          0          0    181,956    185,776    181,956    185,776:     7,124      3,304
Old  :   189,080:         0          0          0    181,956    185,776    181,956    185,776:     7,124      3,304
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :     2,480:         0          0          0      2,418      2,232      2,418      2,232:        62        248
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       96.2       98.3       96.2       98.3:       3.8        1.7
Old  :     100.0:       0.0        0.0        0.0       96.2       98.3       96.2       98.3:       3.8        1.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         0          0          0         24         22         24         22:
Old  :        32:         0          0          0         24         22         24         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.7       49.6       71.4       79.7       55.7       46.8       69.5       70.7
Old  :                 55.7       49.6       71.4       79.7       55.7       46.8       69.5       70.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY DIV                                Code-02339Y
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :   278,507:         0      2,736          0    271,710    273,043    271,710    275,779:     6,797      2,728
Old  :   278,507:         0      2,736          0    271,710    273,043    271,710    275,779:     6,797      2,728
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :       319:         0          0          0        319        319        319        319:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        1.0        0.0       97.6       98.0       97.6       99.0:       2.4        1.0
Old  :     100.0:       0.0        1.0        0.0       97.6       98.0       97.6       99.0:       2.4        1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         0          1          0         23         22         23         23:
Old  :        34:         0          1          0         23         22         23         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.9       64.7       82.6       79.8       52.1       62.2       76.0       75.9
Old  :                 53.9       64.7       82.6       79.8       52.1       62.2       76.0       75.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                                                         Code-0233A2
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :    40,128:     6,572          0          0     31,192     38,561     37,764     38,561:     2,364      1,567
Old  :    40,128:     6,572          0          0     31,192     38,561     37,764     38,561:     2,364      1,567
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :     1,891:     1,085       -217          0        713      2,170      1,798      1,953:        93        -62
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.4        0.0        0.0       77.7       96.1       94.1       96.1:       5.9        3.9
Old  :     100.0:      16.4        0.0        0.0       77.7       96.1       94.1       96.1:       5.9        3.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         5          0          0         14         17         19         17:
Old  :        31:         5          0          0         14         17         19         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.1       68.0       84.6       83.8       68.1       67.8       84.6       83.7
Old  :                 68.1       68.0       84.6       83.8       68.1       67.8       84.6       83.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV                                                 Code-0233A3
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :   588,483:    29,779      2,106      6,612    540,147    569,990    576,538    578,708:    11,945      9,775
Old  :   588,483:    29,779      2,106      6,612    540,147    569,990    576,538    578,708:    11,945      9,775
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :     8,254:      -337        554         60      7,951      7,573      7,674      8,187:       580         67
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.1        0.4        1.1       91.8       96.9       98.0       98.3:       2.0        1.7
Old  :     100.0:       5.1        0.4        1.1       91.8       96.9       98.0       98.3:       2.0        1.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        68:         6          4          5         49         40         57         48:
Old  :        68:         6          4          5         49         40         57         48:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.0       56.1       44.5       76.7       25.4       55.8       42.0       73.8
Old  :                 27.0       56.1       44.5       76.7       25.4       55.8       42.0       73.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV                                                Code-0233A5
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :   190,891:     1,202      2,537      2,124    183,611    179,325    186,937    183,986:     3,954      6,905
Old  :   190,891:     1,202      2,537      2,124    183,611    179,325    186,937    183,986:     3,954      6,905
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :      -350:       157        -86         54       -569         23       -358         -9:         8       -341
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.6        1.3        1.1       96.2       93.9       97.9       96.4:       2.1        3.6
Old  :     100.0:       0.6        1.3        1.1       96.2       93.9       97.9       96.4:       2.1        3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         2          2          3         23         19         27         22:
Old  :        28:         2          2          3         23         19         27         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.4       61.8       77.2       81.2       45.8       48.1       55.2       57.8
Old  :                 63.4       61.8       77.2       81.2       45.8       48.1       55.2       57.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV                                                Code-0233A6
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :    45,719:       526        372        544     43,789     43,511     44,859     44,427:       860      1,292
Old  :    45,719:       526        372        544     43,789     43,511     44,859     44,427:       860      1,292
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :       -58:       116          0       -116        -58          0        -58       -116:         0         58
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.2        0.8        1.2       95.8       95.2       98.1       97.2:       1.9        2.8
Old  :     100.0:       1.2        0.8        1.2       95.8       95.2       98.1       97.2:       1.9        2.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         1          1          1         18         10         19         12:
Old  :        23:         1          1          1         18         10         19         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.9       74.3       78.6       94.3       60.4       71.6       73.0       84.4
Old  :                 60.9       74.3       78.6       94.3       60.4       71.6       73.0       84.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY D                            Code-0233A8
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :    93,331:       992          0         31     88,113     87,527     89,136     87,558:     4,195      5,773
Old  :    93,331:       992          0         31     88,113     87,527     89,136     87,558:     4,195      5,773
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :     1,914:       777          0          0        193      1,573        970      1,573:       944        341
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.1        0.0        0.0       94.4       93.8       95.5       93.8:       4.5        6.2
Old  :     100.0:       1.1        0.0        0.0       94.4       93.8       95.5       93.8:       4.5        6.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         2          0          1         15         16         17         17:
Old  :        24:         2          0          1         15         16         17         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.6       76.2       77.5       89.3       44.3       76.2       69.4       79.8
Old  :                 51.6       76.2       77.5       89.3       44.3       76.2       69.4       79.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV                                         Code-0233AG
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :   299,146:     7,415      6,758        558    285,207    291,090    293,180    298,406:     5,966        740
Old  :   299,146:     7,415      6,758        558    285,207    291,090    293,180    298,406:     5,966        740
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :     6,872:     1,569      1,395        558      4,297      4,702      6,424      6,655:       448        217
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.5        2.3        0.2       95.3       97.3       98.0       99.8:       2.0        0.2
Old  :     100.0:       2.5        2.3        0.2       95.3       97.3       98.0       99.8:       2.0        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        52:         6          2          1         34         25         40         28:
Old  :        52:         6          2          1         34         25         40         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.6       78.9       72.1       89.1       46.9       76.7       65.9       82.4
Old  :                 51.6       78.9       72.1       89.1       46.9       76.7       65.9       82.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV                                         Code-0233AH
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :   286,925:    25,147     14,818      1,426    256,605    269,263    283,178    285,507:     3,747      1,418
Old  :   286,925:    25,147     14,818      1,426    256,605    269,263    283,178    285,507:     3,747      1,418
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :     7,027:     1,184      1,612        682      4,671      4,578      6,537      6,872:       490        155
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.8        5.2        0.5       89.4       93.8       98.7       99.5:       1.3        0.5
Old  :     100.0:       8.8        5.2        0.5       89.4       93.8       98.7       99.5:       1.3        0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        75:        10          5          3         39         39         50         46:
Old  :        75:        10          5          3         39         39         50         46:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.6       72.0       69.1       82.1       48.4       70.2       66.3       80.0
Old  :                 50.6       72.0       69.1       82.1       48.4       70.2       66.3       80.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                                                   Code-0233AM
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :   134,245:       620      1,116          0    130,891    131,742    131,511    132,858:     2,734      1,387
Old  :   134,245:       620      1,116          0    130,891    131,742    131,511    132,858:     2,734      1,387
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :     3,348:         0        372          0      3,472      2,821      3,472      3,193:      -124        155
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.5        0.8        0.0       97.5       98.1       98.0       99.0:       2.0        1.0
Old  :     100.0:       0.5        0.8        0.0       97.5       98.1       98.0       99.0:       2.0        1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         1          2          0         25         21         26         23:
Old  :        38:         1          2          0         25         21         26         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.4       63.1       86.0       90.5       63.2       55.1       77.2       78.7
Old  :                 66.4       63.1       86.0       90.5       63.2       55.1       77.2       78.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV                                                        Code-0233AN
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : MMBTU                                                                      :
     :          :                                                                            :
All  :    31,770:       383          0          0     30,257     31,739     30,640     31,739:     1,130         31
Old  :    31,770:       383          0          0     30,257     31,739     30,640     31,739:     1,130         31
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :       -93:         0          0          0       -217        217       -217        217:       124       -310
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.2        0.0        0.0       95.2       99.9       96.4       99.9:       3.6        0.1
Old  :     100.0:       1.2        0.0        0.0       95.2       99.9       96.4       99.9:       3.6        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         1          0          0         20         16         21         16:
Old  :        31:         1          0          0         20         16         21         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.6       70.6       65.0       87.1       42.4       69.0       59.8       81.2
Old  :                 44.6       70.6       65.0       87.1       42.4       69.0       59.8       81.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV                               Code-0233AQ
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :   272,473:     1,410        762      1,074    265,219    262,602    267,703    264,438:     4,770      8,035
Old  :   272,473:     1,410        762      1,074    265,219    262,602    267,703    264,438:     4,770      8,035
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :     1,782:      -364          0       -505      1,260      2,701        391      2,196:     1,391       -414
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.5        0.3        0.4       97.3       96.4       98.2       97.1:       1.8        2.9
Old  :     100.0:       0.5        0.3        0.4       97.3       96.4       98.2       97.1:       1.8        2.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:         2          1          2         37         35         39         38:
Old  :        48:         2          1          2         37         35         39         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.9       38.1       70.8       59.1       50.3       34.1       62.4       50.0
Old  :                 51.9       38.1       70.8       59.1       50.3       34.1       62.4       50.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV                                                     Code-0233AT
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :   109,730:         0          0          0    109,420    108,428    109,420    108,428:       310      1,302
Old  :   109,730:         0          0          0    109,420    108,428    109,420    108,428:       310      1,302
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :       403:         0          0          0        403        465        403        465:         0        -62
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       99.7       98.8       99.7       98.8:       0.3        1.2
Old  :     100.0:       0.0        0.0        0.0       99.7       98.8       99.7       98.8:       0.3        1.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         0          0          0         13         19         13         19:
Old  :        26:         0          0          0         13         19         13         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 95.1       83.6       98.7       93.8       86.6       73.6       87.5       82.1
Old  :                 95.1       83.6       98.7       93.8       86.6       73.6       87.5       82.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENERGY DIV                            Code-0233AY
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :   102,067:         0        248         62     89,870     87,091     89,932     87,401:    12,135     14,666
Old  :   102,067:         0        248         62     89,870     87,091     89,932     87,401:    12,135     14,666
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :       216:         0          0          0        244       -277        244       -277:       -28        493
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.2        0.1       88.1       85.3       88.1       85.6:      11.9       14.4
Old  :     100.0:       0.0        0.2        0.1       88.1       85.3       88.1       85.6:      11.9       14.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         0          1          1         15         16         16         17:
Old  :        24:         0          1          1         15         16         16         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.0       56.8       76.3       75.2       55.7       51.1       67.9       65.0
Old  :                 62.0       56.8       76.3       75.2       55.7       51.1       67.9       65.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV                                             Code-0233B1
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :   230,474:         0      1,433        116    226,041    222,839    226,157    224,388:     4,317      6,086
Old  :   230,474:         0      1,433        116    226,041    222,839    226,157    224,388:     4,317      6,086
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :     2,999:         0        335        -87      2,716      2,875      2,629      3,123:       370       -124
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.6        0.1       98.1       96.7       98.1       97.4:       1.9        2.6
Old  :     100.0:       0.0        0.6        0.1       98.1       96.7       98.1       97.4:       1.9        2.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:         0          3          1         24         28         25         31:
Old  :        41:         0          3          1         24         28         25         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.8       42.0       83.7       61.3       61.5       37.8       74.9       53.9
Old  :                 63.8       42.0       83.7       61.3       61.5       37.8       74.9       53.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY DIV                                Code-0233BA
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :    45,269:         0          0          0     42,087     42,531     42,087     42,531:     3,182      2,738
Old  :    45,269:         0          0          0     42,087     42,531     42,087     42,531:     3,182      2,738
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :       -62:         0          0          0       -638          0       -638          0:       576        -62
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       93.0       94.0       93.0       94.0:       7.0        6.0
Old  :     100.0:       0.0        0.0        0.0       93.0       94.0       93.0       94.0:       7.0        6.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         0          0          0         11         16         11         16:
Old  :        20:         0          0          0         11         16         11         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 74.8       55.9       90.6       78.3       64.9       52.8       71.1       68.1
Old  :                 74.8       55.9       90.6       78.3       64.9       52.8       71.1       68.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV                                         Code-0233BB
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :   192,236:         0          0          0    188,022    187,817    188,022    187,817:     4,214      4,419
Old  :   192,236:         0          0          0    188,022    187,817    188,022    187,817:     4,214      4,419
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :       941:         0          0          0        910        662        910        662:        31        279
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       97.8       97.7       97.8       97.7:       2.2        2.3
Old  :     100.0:       0.0        0.0        0.0       97.8       97.7       97.8       97.7:       2.2        2.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         0          0          0         25         20         25         20:
Old  :        33:         0          0          0         25         20         25         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.1       67.0       77.4       85.6       52.4       65.5       70.0       78.6
Old  :                 56.1       67.0       77.4       85.6       52.4       65.5       70.0       78.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV                                   Code-0233BC
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :    86,289:         0          0          0     77,958     84,401     77,958     84,401:     8,331      1,888
Old  :    86,289:         0          0          0     77,958     84,401     77,958     84,401:     8,331      1,888
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :     1,270:         0          0          0      1,299        842      1,299        842:       -29        428
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       90.3       97.8       90.3       97.8:       9.7        2.2
Old  :     100.0:       0.0        0.0        0.0       90.3       97.8       90.3       97.8:       9.7        2.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         0          0          0         20         15         20         15:
Old  :        24:         0          0          0         20         15         20         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.8       63.4       69.5       88.7       41.4       60.6       63.5       74.5
Old  :                 44.8       63.4       69.5       88.7       41.4       60.6       63.5       74.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV                                       Code-0233BH
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :   188,630:     3,586          0         80    178,077    179,792    181,743    179,872:     6,887      8,758
Old  :   188,630:     3,586          0         80    178,077    179,792    181,743    179,872:     6,887      8,758
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :      -641:        60          0        -29        148      2,092        179      2,063:      -820     -2,704
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.9        0.0        0.0       94.4       95.3       96.3       95.4:       3.7        4.6
Old  :     100.0:       1.9        0.0        0.0       94.4       95.3       96.3       95.4:       3.7        4.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         2          0          1         18         19         20         20:
Old  :        26:         2          0          1         18         19         20         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.7       68.8       90.2       83.6       65.6       68.0       86.2       82.6
Old  :                 67.7       68.8       90.2       83.6       65.6       68.0       86.2       82.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV                                            Code-0233BL
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :   164,179:         0      9,368      6,748    146,190    136,681    152,938    152,797:    11,241     11,382
Old  :   164,179:         0      9,368      6,748    146,190    136,681    152,938    152,797:    11,241     11,382
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :     1,902:         0      1,048        157      1,683        976      1,840      2,181:        62       -279
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        5.7        4.1       89.0       83.3       93.2       93.1:       6.8        6.9
Old  :     100.0:       0.0        5.7        4.1       89.0       83.3       93.2       93.1:       6.8        6.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:         0          5          2         28         26         30         31:
Old  :        41:         0          5          2         28         26         30         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.1       36.0       55.7       59.4       30.2       33.6       44.1       47.2
Old  :                 37.1       36.0       55.7       59.4       30.2       33.6       44.1       47.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV                                             Code-0233CG
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :    50,106:     1,317        310          0     46,997     48,835     48,314     49,145:     1,792        961
Old  :    50,106:     1,317        310          0     46,997     48,835     48,314     49,145:     1,792        961
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :     1,891:        97          0          0      1,860      1,643      1,957      1,643:       -66        248
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.6        0.6        0.0       93.8       97.5       96.4       98.1:       3.6        1.9
Old  :     100.0:       2.6        0.6        0.0       93.8       97.5       96.4       98.1:       3.6        1.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         3          1          0         12         19         15         20:
Old  :        29:         3          1          0         12         19         15         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 80.2       56.7       90.7       83.8       71.5       46.9       77.0       70.7
Old  :                 80.2       56.7       90.7       83.8       71.5       46.9       77.0       70.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV                                     Code-0233CH
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mm btu                                                                :
     :          :                                                                            :
All  :   233,271:         0      3,098      3,159    225,190    221,561    228,349    227,818:     4,922      5,453
Old  :   233,271:         0      3,098      3,159    225,190    221,561    228,349    227,818:     4,922      5,453
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :       429:         0        186        -37      1,226        457      1,189        606:      -760       -177
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        1.3        1.4       96.5       95.0       97.9       97.7:       2.1        2.3
Old  :     100.0:       0.0        1.3        1.4       96.5       95.0       97.9       97.7:       2.1        2.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        52:         0          5          4         36         37         40         42:
Old  :        52:         0          5          4         36         37         40         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.9       39.6       71.7       62.0       50.5       35.7       69.8       56.1
Old  :                 51.9       39.6       71.7       62.0       50.5       35.7       69.8       56.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                                                           Code-0233CU
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : mmbtu                                                                      :
     :          :                                                                            :
All  :   139,143:     1,083        186        455    133,019    134,623    134,557    135,264:     4,586      3,879
Old  :   139,143:     1,083        186        455    133,019    134,623    134,557    135,264:     4,586      3,879
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :       502:       -75        186        279        651        507        855        972:      -353       -470
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.8        0.1        0.3       95.6       96.8       96.7       97.2:       3.3        2.8
Old  :     100.0:       0.8        0.1        0.3       95.6       96.8       96.7       97.2:       3.3        2.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         3          1          3         26         26         30         29:
Old  :        36:         3          1          3         26         26         30         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.6       57.3       72.2       81.0       39.9       49.5       55.4       66.4
Old  :                 53.6       57.3       72.2       81.0       39.9       49.5       55.4       66.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV                                                   Code-0233CV
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : mmbtu                                                                      :
     :          :                                                                            :
All  :    25,709:       961        464          0     23,921     24,448     24,882     24,912:       827        797
Old  :    25,709:       961        464          0     23,921     24,448     24,882     24,912:       827        797
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :       639:       248        464          0        472        236        720        700:       -81        -61
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.7        1.8        0.0       93.0       95.1       96.8       96.9:       3.2        3.1
Old  :     100.0:       3.7        1.8        0.0       93.0       95.1       96.8       96.9:       3.2        3.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         2          1          0         14         12         16         13:
Old  :        24:         2          1          0         14         12         16         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.0       76.5       85.3       92.8       68.3       75.5       83.3       91.9
Old  :                 70.0       76.5       85.3       92.8       68.3       75.5       83.3       91.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV                                      Code-0233CW
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mm btu                                                                :
     :          :                                                                            :
All  :   161,789:       910          0          0    152,488    158,223    153,398    158,223:     8,391      3,566
Old  :   161,789:       910          0          0    152,488    158,223    153,398    158,223:     8,391      3,566
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :     1,196:         0          0          0      1,072        831      1,072        831:       124        365
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.6        0.0        0.0       94.3       97.8       94.8       97.8:       5.2        2.2
Old  :     100.0:       0.6        0.0        0.0       94.3       97.8       94.8       97.8:       5.2        2.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         1          0          0         18         18         19         18:
Old  :        28:         1          0          0         18         18         19         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.4       63.5       83.6       84.7       53.7       52.5       62.7       64.0
Old  :                 73.4       63.5       83.6       84.7       53.7       52.5       62.7       64.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV                                  Code-0233D4
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mm btu                                                                :
     :          :                                                                            :
All  :    31,816:       372      1,753        387     27,906     28,694     28,665     30,834:     3,151        982
Old  :    31,816:       372      1,753        387     27,906     28,694     28,665     30,834:     3,151        982
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :       -62:        31          0          0       -240        484       -209        484:       147       -546
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.2        5.5        1.2       87.7       90.2       90.1       96.9:       9.9        3.1
Old  :     100.0:       1.2        5.5        1.2       87.7       90.2       90.1       96.9:       9.9        3.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         1          1          1         11         18         13         19:
Old  :        25:         1          1          1         11         18         13         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.9       59.7       84.2       78.0       69.3       56.6       77.1       72.3
Old  :                 70.9       59.7       84.2       78.0       69.3       56.6       77.1       72.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                                                      Code-0233DR
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 MM Btus                                                               :
     :          :                                                                            :
All  :   285,638:         0        217          0    270,645    285,014    270,645    285,231:    14,993        407
Old  :   285,638:         0        217          0    270,645    285,014    270,645    285,231:    14,993        407
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :      -524:         0          0          0       -648       -462       -648       -462:       124        -62
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.1        0.0       94.8       99.8       94.8       99.9:       5.2        0.1
Old  :     100.0:       0.0        0.1        0.0       94.8       99.8       94.8       99.9:       5.2        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:         0          1          0         27         17         27         18:
Old  :        37:         0          1          0         27         17         27         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.4       72.9       66.9       96.7       46.0       72.9       64.9       96.1
Old  :                 46.4       72.9       66.9       96.7       46.0       72.9       64.9       96.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV                                                            Code-0233DT
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mm btu                                                                :
     :          :                                                                            :
All  :   106,507:     9,079      8,774          0     88,493     95,016     97,572    103,790:     8,935      2,717
Old  :   106,507:     9,079      8,774          0     88,493     95,016     97,572    103,790:     8,935      2,717
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :       403:        62          0          0        310        403        372        403:        31          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.5        8.2        0.0       83.1       89.2       91.6       97.4:       8.4        2.6
Old  :     100.0:       8.5        8.2        0.0       83.1       89.2       91.6       97.4:       8.4        2.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         1          1          0         13         14         14         15:
Old  :        24:         1          1          0         13         14         14         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.3       72.1       83.4       90.0       64.3       71.5       82.4       88.3
Old  :                 64.3       72.1       83.4       90.0       64.3       71.5       82.4       88.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV                                                               Code-0233EB
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 MMBtus                                                                :
     :          :                                                                            :
All  :   208,815:         0        848        360    205,714    206,025    206,074    207,233:     2,741      1,582
Old  :   208,815:         0        848        360    205,714    206,025    206,074    207,233:     2,741      1,582
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :       967:         0        151          0        936        816        936        967:        31          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.4        0.2       98.5       98.7       98.7       99.2:       1.3        0.8
Old  :     100.0:       0.0        0.4        0.2       98.5       98.7       98.7       99.2:       1.3        0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         0          1          1         22         24         23         25:
Old  :        32:         0          1          1         22         24         23         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.8       53.8       85.6       76.8       57.3       49.8       68.8       64.9
Old  :                 65.8       53.8       85.6       76.8       57.3       49.8       68.8       64.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                                                          Code-064363
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 800 MWh)                                                     :
     :          :                                                                            :
All  :    26,810:     3,516      2,952      3,201     19,526     20,305     26,243     26,458:       567        353
Old  :    26,810:     3,516      2,952      3,201     19,526     20,305     26,243     26,458:       567        353
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :    -2,905:       -68        221       -881     -1,919     -2,213     -2,868     -2,873:       -37        -32
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.1       11.0       11.9       72.8       75.7       97.9       98.7:       2.1        1.3
Old  :     100.0:      13.1       11.0       11.9       72.8       75.7       97.9       98.7:       2.1        1.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:         9          9         16         23         24         40         41:
Old  :        44:         9          9         16         23         24         40         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.8       46.6       63.6       66.3       21.7       27.6       31.6       34.1
Old  :                 42.8       46.6       63.6       66.3       21.7       27.6       31.6       34.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                                                           Code-064391
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 400 MWh)                                                     :
     :          :                                                                            :
All  :    42,236:     7,560        728        755     33,666     40,753     41,981     42,236:       255          0
Old  :    42,236:     7,560        728        755     33,666     40,753     41,981     42,236:       255          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :       288:      -265        230          5        443         53        183        288:       105          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9        1.7        1.8       79.7       96.5       99.4      100.0:       0.6        0.0
Old  :     100.0:      17.9        1.7        1.8       79.7       96.5       99.4      100.0:       0.6        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:         5          4          6         27         25         36         33:
Old  :        39:         5          4          6         27         25         36         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.7       55.3       78.0       81.4       46.7       48.5       60.7       67.2
Old  :                 50.7       55.3       78.0       81.4       46.7       48.5       60.7       67.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                                                       Code-064392
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 25 MWh)                                                      :
     :          :                                                                            :
All  :    32,641:     5,909        175        325     26,280     32,141     32,514     32,641:       127          0
Old  :    32,641:     5,909        175        325     26,280     32,141     32,514     32,641:       127          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :       365:      -325        -53        103        460        315        238        365:       127          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.1        0.5        1.0       80.5       98.5       99.6      100.0:       0.4        0.0
Old  :     100.0:      18.1        0.5        1.0       80.5       98.5       99.6      100.0:       0.4        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         3          2          4         18         21         23         26:
Old  :        30:         3          2          4         18         21         23         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.4       71.2       79.2       88.9       54.2       66.2       71.5       79.4
Old  :                 54.4       71.2       79.2       88.9       54.2       66.2       71.5       79.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                                                         Code-064394
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 50 Megawatt Hours)                                           :
     :          :                                                                            :
All  :   136,381:     3,948      8,014     10,824    121,403    117,085    136,175    135,923:       206        458
Old  :   136,381:     3,948      8,014     10,824    121,403    117,085    136,175    135,923:       206        458
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :       586:      -420        269        175        958        151        713        595:      -127         -9
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.9        5.9        7.9       89.0       85.9       99.8       99.7:       0.2        0.3
Old  :     100.0:       2.9        5.9        7.9       89.0       85.9       99.8       99.7:       0.2        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        59:        10         11          9         33         36         47         52:
Old  :        59:        10         11          9         33         36         47         52:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.6       39.9       69.8       60.4       41.0       28.1       44.9       37.6
Old  :                 53.6       39.9       69.8       60.4       41.0       28.1       44.9       37.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                                                         Code-064395
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 400 Megawatt Hours)                                          :
     :          :                                                                            :
All  :    73,408:     1,700        590      2,816     68,891     69,921     73,408     73,328:         0         80
Old  :    73,408:     1,700        590      2,816     68,891     69,921     73,408     73,328:         0         80
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :       691:       425        458        -47        313        280        691        691:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.3        0.8        3.8       93.8       95.3      100.0       99.9:       0.0        0.1
Old  :     100.0:       2.3        0.8        3.8       93.8       95.3      100.0       99.9:       0.0        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         6          4          5         22         25         31         31:
Old  :        38:         6          4          5         22         25         31         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.8       73.4       81.7       87.8       61.3       64.2       69.4       69.7
Old  :                 61.8       73.4       81.7       87.8       61.3       64.2       69.4       69.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                                                     Code-064396
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 25 Megawatt Hours)                                           :
     :          :                                                                            :
All  :    33,962:       476         75        275     33,211     33,612     33,962     33,962:         0          0
Old  :    33,962:       476         75        275     33,211     33,612     33,962     33,962:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :         0:         1          0          0         -1          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.4        0.2        0.8       97.8       99.0      100.0      100.0:       0.0        0.0
Old  :     100.0:       1.4        0.2        0.8       97.8       99.0      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         3          2          3         11         16         15         20:
Old  :        24:         3          2          3         11         16         15         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 85.8       85.2       95.3       94.3       75.3       73.5       79.7       79.7
Old  :                 85.8       85.2       95.3       94.3       75.3       73.5       79.7       79.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV                                                       Code-06439A
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 50 Mwh                                                                     :
     :          :                                                                            :
All  :    61,250:    16,273        116      6,113     38,378     55,016     60,764     61,245:       486          5
Old  :    61,250:    16,273        116      6,113     38,378     55,016     60,764     61,245:       486          5
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :       -30:         0        -10          0        -71        -16        -71        -26:        41         -4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.6        0.2       10.0       62.7       89.8       99.2      100.0:       0.8        0.0
Old  :     100.0:      26.6        0.2       10.0       62.7       89.8       99.2      100.0:       0.8        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         6          3          3         26         26         32         32:
Old  :        38:         6          3          3         26         26         32         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.2       55.1       74.3       73.4       44.0       42.0       51.1       53.0
Old  :                 50.2       55.1       74.3       73.4       44.0       42.0       51.1       53.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                                                   Code-06439B
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 800MWh                                                                     :
     :          :                                                                            :
All  :    83,048:    25,526      1,658      5,418     51,818     75,819     82,762     82,895:       286        153
Old  :    83,048:    25,526      1,658      5,418     51,818     75,819     82,762     82,895:       286        153
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :       201:        -6         60         -5        290        176        279        231:       -78        -30
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.7        2.0        6.5       62.4       91.3       99.7       99.8:       0.3        0.2
Old  :     100.0:      30.7        2.0        6.5       62.4       91.3       99.7       99.8:       0.3        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:         6          9          7         27         28         36         41:
Old  :        46:         6          9          7         27         28         36         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.5       61.6       72.3       78.1       51.6       54.6       59.7       60.4
Old  :                 53.5       61.6       72.3       78.1       51.6       54.6       59.7       60.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                                                   Code-06439C
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    78,653:     3,058      1,372      1,294     73,384     75,890     77,736     78,556:       917         97
Old  :    78,653:     3,058      1,372      1,294     73,384     75,890     77,736     78,556:       917         97
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :        45:        10          0          0         45         30         55         30:       -10         15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.9        1.7        1.6       93.3       96.5       98.8       99.9:       1.2        0.1
Old  :     100.0:       3.9        1.7        1.6       93.3       96.5       98.8       99.9:       1.2        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:         3          1          2         28         27         32         29:
Old  :        40:         3          1          2         28         27         32         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.1       70.6       70.7       83.2       43.5       70.1       68.1       78.6
Old  :                 45.1       70.6       70.7       83.2       43.5       70.1       68.1       78.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                                                         Code-06439F
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :   100,017:     3,334      1,293      1,836     93,775     96,816     98,945     99,945:     1,072         72
Old  :   100,017:     3,334      1,293      1,836     93,775     96,816     98,945     99,945:     1,072         72
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :        30:      -268          0        -55          1         25       -322        -30:       352         60
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.3        1.3        1.8       93.8       96.8       98.9       99.9:       1.1        0.1
Old  :     100.0:       3.3        1.3        1.8       93.8       96.8       98.9       99.9:       1.1        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:         4          1          2         30         29         35         31:
Old  :        42:         4          1          2         30         29         35         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.0       69.3       67.3       84.8       43.6       68.8       66.2       81.5
Old  :                 44.0       69.3       67.3       84.8       43.6       68.8       66.2       81.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                                                         Code-06439K
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    39,369:       450        420          0     38,777     38,624     39,227     39,044:       142        325
Old  :    39,369:       450        420          0     38,777     38,624     39,227     39,044:       142        325
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :       -75:         0          0          0        -75        -75        -75        -75:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.1        1.1        0.0       98.5       98.1       99.6       99.2:       0.4        0.8
Old  :     100.0:       1.1        1.1        0.0       98.5       98.1       99.6       99.2:       0.4        0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         2          1          0         19         20         21         21:
Old  :        28:         2          1          0         19         20         21         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.3       84.7       86.8       94.4       60.5       84.1       76.3       86.4
Old  :                 68.3       84.7       86.8       94.4       60.5       84.1       76.3       86.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                                                    Code-06439L
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 50 Mwh                                                                     :
     :          :                                                                            :
All  :    25,002:       355        805         65     24,311     24,032     24,731     24,902:       271        100
Old  :    25,002:       355        805         65     24,311     24,032     24,731     24,902:       271        100
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :      -130:         0          0          0       -130       -130       -130       -130:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.4        3.2        0.3       97.2       96.1       98.9       99.6:       1.1        0.4
Old  :     100.0:       1.4        3.2        0.3       97.2       96.1       98.9       99.6:       1.1        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         1          4          2         19         20         21         25:
Old  :        28:         1          4          2         19         20         21         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.3       65.7       78.7       86.0       49.4       57.8       62.7       66.2
Old  :                 59.3       65.7       78.7       86.0       49.4       57.8       62.7       66.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                                                    Code-06439R
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 800 Mwh                                                                    :
     :          :                                                                            :
All  :    85,245:    19,686        672      2,324     62,886     82,143     84,896     85,138:       349        107
Old  :    85,245:    19,686        672      2,324     62,886     82,143     84,896     85,138:       349        107
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :        66:      -400         43         27        393          3         21         74:        45         -8
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.1        0.8        2.7       73.8       96.4       99.6       99.9:       0.4        0.1
Old  :     100.0:      23.1        0.8        2.7       73.8       96.4       99.6       99.9:       0.4        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        57:        20          2         10         32         31         53         42:
Old  :        57:        20          2         10         32         31         53         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.2       48.5       55.1       69.2       15.2       19.4       22.8       29.1
Old  :                 35.2       48.5       55.1       69.2       15.2       19.4       22.8       29.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV                                                 Code-0643A8
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    37,104:     9,121        355        600     27,078     35,807     36,799     36,762:       305        342
Old  :    37,104:     9,121        355        600     27,078     35,807     36,799     36,762:       305        342
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :       764:       100          0          0        640        764        740        764:        24          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.6        1.0        1.6       73.0       96.5       99.2       99.1:       0.8        0.9
Old  :     100.0:      24.6        1.0        1.6       73.0       96.5       99.2       99.1:       0.8        0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         5          2          2         19         22         25         25:
Old  :        32:         5          2          2         19         22         25         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.9       51.9       79.8       75.9       44.1       40.7       59.1       56.2
Old  :                 54.9       51.9       79.8       75.9       44.1       40.7       59.1       56.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                                                        Code-0643AZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    44,885:       600        395         25     44,107     44,200     44,732     44,620:       153        265
Old  :    44,885:       600        395         25     44,107     44,200     44,732     44,620:       153        265
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :      -145:         0          0          0       -150       -145       -150       -145:         5          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.3        0.9        0.1       98.3       98.5       99.7       99.4:       0.3        0.6
Old  :     100.0:       1.3        0.9        0.1       98.3       98.5       99.7       99.4:       0.3        0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         2          1          1         22         23         25         24:
Old  :        31:         2          1          1         22         23         25         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.4       84.7       80.8       94.3       44.3       78.3       65.1       80.3
Old  :                 52.4       84.7       80.8       94.3       44.3       78.3       65.1       80.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                                                       Code-0643B3
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 800 Mwh                                                                    :
     :          :                                                                            :
All  :    40,655:       535      2,033          5     39,060     38,517     39,600     40,555:     1,055        100
Old  :    40,655:       535      2,033          5     39,060     38,517     39,600     40,555:     1,055        100
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :        90:         0          0          0         30         90         30         90:        60          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.3        5.0        0.0       96.1       94.7       97.4       99.8:       2.6        0.2
Old  :     100.0:       1.3        5.0        0.0       96.1       94.7       97.4       99.8:       2.6        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         4          7          1         21         20         25         28:
Old  :        33:         4          7          1         21         20         25         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.3       45.9       77.7       73.4       36.9       28.3       42.7       41.6
Old  :                 56.3       45.9       77.7       73.4       36.9       28.3       42.7       41.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                                                        Code-0643BC
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    65,022:     2,704      1,775          0     61,695     62,902     64,399     64,677:       623        345
Old  :    65,022:     2,704      1,775          0     61,695     62,902     64,399     64,677:       623        345
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :       -50:       -32          0          0        -23        -50        -55        -50:         5          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.2        2.7        0.0       94.9       96.7       99.0       99.5:       1.0        0.5
Old  :     100.0:       4.2        2.7        0.0       94.9       96.7       99.0       99.5:       1.0        0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         2          3          0         24         15         26         18:
Old  :        32:         2          3          0         24         15         26         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.8       87.6       72.9       95.3       50.1       83.2       70.1       87.6
Old  :                 51.8       87.6       72.9       95.3       50.1       83.2       70.1       87.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                                                          Code-0643BE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    69,078:     3,996      4,375         60     64,687     64,463     68,743     68,898:       335        180
Old  :    69,078:     3,996      4,375         60     64,687     64,463     68,743     68,898:       335        180
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :      -231:        25          0          0       -256       -231       -231       -231:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.8        6.3        0.1       93.6       93.3       99.5       99.7:       0.5        0.3
Old  :     100.0:       5.8        6.3        0.1       93.6       93.3       99.5       99.7:       0.5        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         4          2          1         26         16         30         19:
Old  :        35:         4          2          1         26         16         30         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.8       81.4       71.7       94.6       48.9       78.8       66.1       87.8
Old  :                 50.8       81.4       71.7       94.6       48.9       78.8       66.1       87.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV                                                      Code-0643BF
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 50MWh                                                                      :
     :          :                                                                            :
All  :    81,776:     1,531      1,638         55     79,912     80,073     81,498     81,766:       278         10
Old  :    81,776:     1,531      1,638         55     79,912     80,073     81,498     81,766:       278         10
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :       -13:       -70         36          6         34        -60        -30        -18:        17          5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.9        2.0        0.1       97.7       97.9       99.7      100.0:       0.3        0.0
Old  :     100.0:       1.9        2.0        0.1       97.7       97.9       99.7      100.0:       0.3        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:         2          5          2         28         30         31         36:
Old  :        44:         2          5          2         28         30         31         36:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.9       52.8       77.5       77.2       58.6       50.4       73.6       69.9
Old  :                 59.9       52.8       77.5       77.2       58.6       50.4       73.6       69.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                                                        Code-0643BG
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 800MWh                                                                     :
     :          :                                                                            :
All  :   101,322:     2,484      8,246        406     98,110     92,644    101,000    101,296:       322         26
Old  :   101,322:     2,484      8,246        406     98,110     92,644    101,000    101,296:       322         26
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :      -509:      -122        487        -34       -331       -915       -487       -462:       -22        -47
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.5        8.1        0.4       96.8       91.4       99.7      100.0:       0.3        0.0
Old  :     100.0:       2.5        8.1        0.4       96.8       91.4       99.7      100.0:       0.3        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        57:         2         16          5         29         32         35         49:
Old  :        57:         2         16          5         29         32         35         49:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.2       48.2       70.8       72.7       51.7       45.4       66.3       62.4
Old  :                 52.2       48.2       70.8       72.7       51.7       45.4       66.3       62.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                                                               Code-0643BM
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 400MWh                                                                     :
     :          :                                                                            :
All  :    55,427:        75      3,740        225     55,107     51,462     55,407     55,427:        20          0
Old  :    55,427:        75      3,740        225     55,107     51,462     55,407     55,427:        20          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :        75:         0         75        -50        125         50         75         75:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.1        6.7        0.4       99.4       92.8      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.1        6.7        0.4       99.4       92.8      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         1          5          3         17         15         20         21:
Old  :        29:         1          5          3         17         15         20         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 77.1       88.8       96.0       95.2       77.0       86.8       93.0       91.4
Old  :                 77.1       88.8       96.0       95.2       77.0       86.8       93.0       91.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV                                                           Code-0643BR
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 25MWh                                                                      :
     :          :                                                                            :
All  :    49,856:       650      1,211        150     49,056     48,495     49,856     49,856:         0          0
Old  :    49,856:       650      1,211        150     49,056     48,495     49,856     49,856:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :       226:         0        151          0        226         75        226        226:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.3        2.4        0.3       98.4       97.3      100.0      100.0:       0.0        0.0
Old  :     100.0:       1.3        2.4        0.3       98.4       97.3      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         2          3          1         12          9         14         13:
Old  :        23:         2          3          1         12          9         14         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 80.7       97.4       98.0       99.1       80.6       96.3       97.6       98.0
Old  :                 80.7       97.4       98.0       99.1       80.6       96.3       97.6       98.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV                                                           Code-0643BS
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 50MWh                                                                      :
     :          :                                                                            :
All  :    65,302:     1,676      2,591        783     62,789     61,776     65,248     65,150:        54        152
Old  :    65,302:     1,676      2,591        783     62,789     61,776     65,248     65,150:        54        152
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :       236:         0        -22         22        224        221        246        221:       -10         15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.6        4.0        1.2       96.2       94.6       99.9       99.8:       0.1        0.2
Old  :     100.0:       2.6        4.0        1.2       96.2       94.6       99.9       99.8:       0.1        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         7          1          3         23         24         31         27:
Old  :        34:         7          1          3         23         24         31         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.3       83.2       74.4       92.3       45.9       80.7       67.8       83.3
Old  :                 49.3       83.2       74.4       92.3       45.9       80.7       67.8       83.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                                                          Code-0643BT
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 800 MWh                                                                    :
     :          :                                                                            :
All  :    70,443:     1,915      3,007      4,742     63,693     62,607     70,350     70,356:        93         87
Old  :    70,443:     1,915      3,007      4,742     63,693     62,607     70,350     70,356:        93         87
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :       349:      -111        -10         10        450        340        349        340:         0          9
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.7        4.3        6.7       90.4       88.9       99.9       99.9:       0.1        0.1
Old  :     100.0:       2.7        4.3        6.7       90.4       88.9       99.9       99.9:       0.1        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:         8          5          3         24         25         34         31:
Old  :        41:         8          5          3         24         25         34         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.2       75.1       72.0       87.3       47.1       66.6       64.5       73.2
Old  :                 48.2       75.1       72.0       87.3       47.1       66.6       64.5       73.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV                                                           Code-0643BW
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 800MWh                                                                     :
     :          :                                                                            :
All  :    28,089:     1,000        540         50     26,810     27,465     27,860     28,055:       229         34
Old  :    28,089:     1,000        540         50     26,810     27,465     27,860     28,055:       229         34
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :        -5:         0          0          0         -5         -5         -5         -5:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.6        1.9        0.2       95.4       97.8       99.2       99.9:       0.8        0.1
Old  :     100.0:       3.6        1.9        0.2       95.4       97.8       99.2       99.9:       0.8        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         2          1          2         17         13         20         15:
Old  :        24:         2          1          2         17         13         20         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.6       80.2       80.6       96.2       63.9       72.7       77.7       88.5
Old  :                 64.6       80.2       80.6       96.2       63.9       72.7       77.7       88.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV                                                         Code-0643BX
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 50MWh                                                                      :
     :          :                                                                            :
All  :    27,334:       810         60          0     26,305     27,167     27,115     27,227:       219        107
Old  :    27,334:       810         60          0     26,305     27,167     27,115     27,227:       219        107
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :        10:         0          0          0          0         10          0         10:        10          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.0        0.2        0.0       96.2       99.4       99.2       99.6:       0.8        0.4
Old  :     100.0:       3.0        0.2        0.0       96.2       99.4       99.2       99.6:       0.8        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         1          1          0         19         11         20         12:
Old  :        24:         1          1          0         19         11         20         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.7       83.7       79.2       97.8       62.6       74.9       74.5       85.2
Old  :                 63.7       83.7       79.2       97.8       62.6       74.9       74.5       85.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                                                           Code-0643BY
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 800MWh                                                                     :
     :          :                                                                            :
All  :    35,966:        36      2,972      1,209     34,337     31,384     35,582     35,565:       384        401
Old  :    35,966:        36      2,972      1,209     34,337     31,384     35,582     35,565:       384        401
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :       276:        36         85         -4        270        199        302        280:       -26         -4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.1        8.3        3.4       95.5       87.3       98.9       98.9:       1.1        1.1
Old  :     100.0:       0.1        8.3        3.4       95.5       87.3       98.9       98.9:       1.1        1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         1          5          5         18         21         24         26:
Old  :        31:         1          5          5         18         21         24         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.5       58.4       84.9       75.2       62.1       55.7       76.6       67.9
Old  :                 68.5       58.4       84.9       75.2       62.1       55.7       76.6       67.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV                                                         Code-0643BZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 50 Mwh                                                                     :
     :          :                                                                            :
All  :    22,961:       293      3,055        417     21,583     19,479     22,293     22,951:       668         10
Old  :    22,961:       293      3,055        417     21,583     19,479     22,293     22,951:       668         10
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :       156:         0       -130         10        142        276        152        156:         4          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.3       13.3        1.8       94.0       84.8       97.1      100.0:       2.9        0.0
Old  :     100.0:       1.3       13.3        1.8       94.0       84.8       97.1      100.0:       2.9        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         1          4          2         15         17         17         22:
Old  :        25:         1          4          2         15         17         17         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.5       71.6       90.6       86.5       73.2       69.0       84.6       81.8
Old  :                 73.5       71.6       90.6       86.5       73.2       69.0       84.6       81.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                                                           Code-0643C3
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 800MWh                                                                     :
     :          :                                                                            :
All  :    56,887:     2,449      3,530      1,488     52,880     51,869     56,817     56,887:        70          0
Old  :    56,887:     2,449      3,530      1,488     52,880     51,869     56,817     56,887:        70          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :       945:        85        315         11        900        619        996        945:       -51          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.3        6.2        2.6       93.0       91.2       99.9      100.0:       0.1        0.0
Old  :     100.0:       4.3        6.2        2.6       93.0       91.2       99.9      100.0:       0.1        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:         7          4          7         30         28         40         36:
Old  :        45:         7          4          7         30         28         40         36:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.3       62.7       72.0       80.2       41.7       49.4       53.3       60.2
Old  :                 58.3       62.7       72.0       80.2       41.7       49.4       53.3       60.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                                                         Code-0643C4
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 50MWh                                                                      :
     :          :                                                                            :
All  :    40,085:       567        982      1,010     38,410     38,093     39,987     40,085:        98          0
Old  :    40,085:       567        982      1,010     38,410     38,093     39,987     40,085:        98          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :       197:        20        -95         47        141        304        208        256:       -11        -59
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.4        2.4        2.5       95.8       95.0       99.8      100.0:       0.2        0.0
Old  :     100.0:       1.4        2.4        2.5       95.8       95.0       99.8      100.0:       0.2        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         3          3          5         25         25         31         30:
Old  :        36:         3          3          5         25         25         31         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 69.5       71.6       83.0       85.1       61.7       66.6       69.6       73.5
Old  :                 69.5       71.6       83.0       85.1       61.7       66.6       69.6       73.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                                                             Code-0643CB
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 400MWh                                                                     :
     :          :                                                                            :
All  :    21,190:     2,019        300        102     18,934     20,748     21,055     21,150:       135         40
Old  :    21,190:     2,019        300        102     18,934     20,748     21,055     21,150:       135         40
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :        32:        -1          0          2         31          5         32          7:         0         25
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.5        1.4        0.5       89.4       97.9       99.4       99.8:       0.6        0.2
Old  :     100.0:       9.5        1.4        0.5       89.4       97.9       99.4       99.8:       0.6        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         4          1          1         17         15         21         17:
Old  :        25:         4          1          1         17         15         21         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.7       80.7       83.0       90.4       53.1       70.9       69.4       75.9
Old  :                 62.7       80.7       83.0       90.4       53.1       70.9       69.4       75.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV                                        Code-0643CJ
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    11,629:       100      1,295        265     11,074     10,069     11,439     11,629:       190          0
Old  :    11,629:       100      1,295        265     11,074     10,069     11,439     11,629:       190          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :       -10:         0        -10          0        -10          0        -10        -10:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.9       11.1        2.3       95.2       86.6       98.4      100.0:       1.6        0.0
Old  :     100.0:       0.9       11.1        2.3       95.2       86.6       98.4      100.0:       1.6        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         2          4          1         14         13         17         17:
Old  :        24:         2          4          1         14         13         17         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.8       75.9       86.1       91.2       56.2       69.4       72.5       76.2
Old  :                 66.8       75.9       86.1       91.2       56.2       69.4       72.5       76.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV                                           Code-0643CK
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    11,791:       100      1,685        190     11,381      9,916     11,671     11,791:       120          0
Old  :    11,791:       100      1,685        190     11,381      9,916     11,671     11,791:       120          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.8       14.3        1.6       96.5       84.1       99.0      100.0:       1.0        0.0
Old  :     100.0:       0.8       14.3        1.6       96.5       84.1       99.0      100.0:       1.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         2          4          1         15         13         18         17:
Old  :        25:         2          4          1         15         13         18         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.5       76.3       85.2       91.4       55.2       71.8       71.7       78.4
Old  :                 64.5       76.3       85.2       91.4       55.2       71.8       71.7       78.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                                                          Code-0643CZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    16,000:     1,180        255        825     13,770     14,869     15,775     15,949:       225         51
Old  :    16,000:     1,180        255        825     13,770     14,869     15,775     15,949:       225         51
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :        10:      -100          0          0         60         10        -40         10:        50          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.4        1.6        5.2       86.1       92.9       98.6       99.7:       1.4        0.3
Old  :     100.0:       7.4        1.6        5.2       86.1       92.9       98.6       99.7:       1.4        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         2          2          3         17         16         20         20:
Old  :        29:         2          2          3         17         16         20         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.9       68.0       80.6       85.7       57.6       59.1       74.3       70.9
Old  :                 57.9       68.0       80.6       85.7       57.6       59.1       74.3       70.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV                                                 Code-0643D1
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    15,694:     1,265        255        655     13,567     14,734     15,487     15,644:       207         50
Old  :    15,694:     1,265        255        655     13,567     14,734     15,487     15,644:       207         50
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :        10:      -100          0          0        110         10         10         10:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.1        1.6        4.2       86.4       93.9       98.7       99.7:       1.3        0.3
Old  :     100.0:       8.1        1.6        4.2       86.4       93.9       98.7       99.7:       1.3        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         2          2          3         17         16         20         20:
Old  :        29:         2          2          3         17         16         20         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.8       68.5       81.9       85.5       59.2       57.7       74.6       71.6
Old  :                 59.8       68.5       81.9       85.5       59.2       57.7       74.6       71.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV                                       Code-0643D7
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    39,957:       515      1,130      2,975     36,410     35,792     39,900     39,897:        57         60
Old  :    39,957:       515      1,130      2,975     36,410     35,792     39,900     39,897:        57         60
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :      -100:       150          0       -150       -100         50       -100       -100:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.3        2.8        7.4       91.1       89.6       99.9       99.8:       0.1        0.2
Old  :     100.0:       1.3        2.8        7.4       91.1       89.6       99.9       99.8:       0.1        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         3          3          3         23         15         27         20:
Old  :        34:         3          3          3         23         15         27         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.8       72.4       80.1       91.9       58.3       64.0       68.9       75.3
Old  :                 65.8       72.4       80.1       91.9       58.3       64.0       68.9       75.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                                                           Code-0643D8
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    39,817:       630        840      3,000     36,127     35,977     39,757     39,817:        60          0
Old  :    39,817:       630        840      3,000     36,127     35,977     39,757     39,817:        60          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :      -100:       150          0       -150       -100         50       -100       -100:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.6        2.1        7.5       90.7       90.4       99.8      100.0:       0.2        0.0
Old  :     100.0:       1.6        2.1        7.5       90.7       90.4       99.8      100.0:       0.2        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         4          3          4         24         17         29         23:
Old  :        35:         4          3          4         24         17         29         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.7       74.3       78.1       92.1       56.6       64.7       67.1       76.2
Old  :                 64.7       74.3       78.1       92.1       56.6       64.7       67.1       76.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                                                      Code-0643DB
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :   109,003:     1,525      8,767      1,366    106,044     98,835    108,935    108,968:        68         35
Old  :   109,003:     1,525      8,767      1,366    106,044     98,835    108,935    108,968:        68         35
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :       638:       -10         75        -60        708        623        638        638:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.4        8.0        1.3       97.3       90.7       99.9      100.0:       0.1        0.0
Old  :     100.0:       1.4        8.0        1.3       97.3       90.7       99.9      100.0:       0.1        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        60:         5          9          6         41         33         51         43:
Old  :        60:         5          9          6         41         33         51         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.4       47.5       59.1       69.9       32.0       43.3       55.2       60.9
Old  :                 35.4       47.5       59.1       69.9       32.0       43.3       55.2       60.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                                                        Code-0643DC
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 352 MWh                                                                    :
     :          :                                                                            :
All  :   119,037:     1,814      8,027      2,349    114,857    108,606    119,020    118,982:        17         55
Old  :   119,037:     1,814      8,027      2,349    114,857    108,606    119,020    118,982:        17         55
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :       417:       -37        444        -33        502         -9        432        402:       -15         15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.5        6.7        2.0       96.5       91.2      100.0      100.0:       0.0        0.0
Old  :     100.0:       1.5        6.7        2.0       96.5       91.2      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        66:         7         11          8         43         36         57         48:
Old  :        66:         7         11          8         43         36         57         48:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.6       49.4       52.1       69.8       26.5       41.9       44.5       57.3
Old  :                 31.6       49.4       52.1       69.8       26.5       41.9       44.5       57.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                                                   Code-0643DF
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :   423,271:    23,811     29,556     43,007    356,070    350,591    422,888    423,154:       383        117
Old  :   423,271:    23,811     29,556     43,007    356,070    350,591    422,888    423,154:       383        117
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :    -1,023:       -43        692         22       -573     -1,509       -594       -795:      -429       -228
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.6        7.0       10.2       84.1       82.8       99.9      100.0:       0.1        0.0
Old  :     100.0:       5.6        7.0       10.2       84.1       82.8       99.9      100.0:       0.1        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        87:        22         18         19         42         41         68         74:
Old  :        87:        22         18         19         42         41         68         74:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.5       40.2       63.2       61.1       20.0       21.0       25.7       28.8
Old  :                 44.5       40.2       63.2       61.1       20.0       21.0       25.7       28.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                                                        Code-0643DL
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    15,981:     4,130         25          0     11,844     15,956     15,974     15,981:         7          0
Old  :    15,981:     4,130         25          0     11,844     15,956     15,974     15,981:         7          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :       300:       300          0          0          0        300        300        300:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.8        0.2        0.0       74.1       99.8      100.0      100.0:       0.0        0.0
Old  :     100.0:      25.8        0.2        0.0       74.1       99.8      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         5          1          0         20         11         25         12:
Old  :        30:         5          1          0         20         11         25         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.1       88.0       75.9       98.9       56.2       85.6       75.0       94.8
Old  :                 57.1       88.0       75.9       98.9       56.2       85.6       75.0       94.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                                               Code-0643DM
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    15,419:     3,515        115         80     11,642     15,224     15,237     15,419:       182          0
Old  :    15,419:     3,515        115         80     11,642     15,224     15,237     15,419:       182          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.8        0.7        0.5       75.5       98.7       98.8      100.0:       1.2        0.0
Old  :     100.0:      22.8        0.7        0.5       75.5       98.7       98.8      100.0:       1.2        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         3          2          1         20         10         24         12:
Old  :        28:         3          2          1         20         10         24         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.8       90.3       78.9       98.5       58.5       88.1       75.7       92.0
Old  :                 59.8       90.3       78.9       98.5       58.5       88.1       75.7       92.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV                                                   Code-0643ID
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :     4,589:     1,605        450          0      2,983      4,139      4,588      4,589:         1          0
Old  :     4,589:     1,605        450          0      2,983      4,139      4,588      4,589:         1          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.0        9.8        0.0       65.0       90.2      100.0      100.0:       0.0        0.0
Old  :     100.0:      35.0        9.8        0.0       65.0       90.2      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         3          1          0         13         12         16         13:
Old  :        24:         3          1          0         13         12         16         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.4       66.4       77.2       85.8       54.4       63.7       72.9       77.9
Old  :                 54.4       66.4       77.2       85.8       54.4       63.7       72.9       77.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV                                                         Code-066413
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1000  metric tonnes                                                        :
     :          :                                                                            :
All  :     5,143:       138        425        153      4,163      3,686      4,454      4,264:       689        879
Old  :     5,143:       138        425        153      4,163      3,686      4,454      4,264:       689        879
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :        52:         0        -21          5         38        -17         43        -33:         9         85
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.7        8.3        3.0       80.9       71.7       86.6       82.9:      13.4       17.1
Old  :     100.0:       2.7        8.3        3.0       80.9       71.7       86.6       82.9:      13.4       17.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         3          5          5         24         25         30         32:
Old  :        34:         3          5          5         24         25         30         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.6       28.4       58.4       41.6       33.7       22.0       42.4       30.7
Old  :                 36.6       28.4       58.4       41.6       33.7       22.0       42.4       30.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV                                                    Code-066416
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 42000 gallons(1000 barrels)                                                :
     :          :                                                                            :
All  :    34,624:     3,909         78          0     30,574     34,428     34,483     34,506:       141        118
Old  :    34,624:     3,909         78          0     30,574     34,428     34,483     34,506:       141        118
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :       -86:         0          0          0        -85        -97        -85        -97:        -1         11
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3        0.2        0.0       88.3       99.4       99.6       99.7:       0.4        0.3
Old  :     100.0:      11.3        0.2        0.0       88.3       99.4       99.6       99.7:       0.4        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:         2          1          0         38         39         40         40:
Old  :        47:         2          1          0         38         39         40         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.9       50.1       67.9       68.5       41.2       40.1       53.1       52.8
Old  :                 43.9       50.1       67.9       68.5       41.2       40.1       53.1       52.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV                                                 Code-06641A
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 42000 gallons(1000 barrels)                                                :
     :          :                                                                            :
All  :    19,438:       115          0         35     19,227     18,685     19,377     18,720:        61        718
Old  :    19,438:       115          0         35     19,227     18,685     19,377     18,720:        61        718
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :     1,731:         0          0         10      1,716      1,721      1,726      1,731:         5          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.6        0.0        0.2       98.9       96.1       99.7       96.3:       0.3        3.7
Old  :     100.0:       0.6        0.0        0.2       98.9       96.1       99.7       96.3:       0.3        3.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         2          0          1         24         27         26         28:
Old  :        33:         2          0          1         24         27         26         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 78.8       57.0       89.8       75.9       34.2       22.6       38.5       31.6
Old  :                 78.8       57.0       89.8       75.9       34.2       22.6       38.5       31.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV                                                  Code-06641D
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 42000 gallons(1000 barrels)                                                :
     :          :                                                                            :
All  :    10,263:       334         53        147      8,927      9,715      9,408      9,915:       855        348
Old  :    10,263:       334         53        147      8,927      9,715      9,408      9,915:       855        348
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :       115:       130          0          0        -15        105        115        105:         0         10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.3        0.5        1.4       87.0       94.7       91.7       96.6:       8.3        3.4
Old  :     100.0:       3.3        0.5        1.4       87.0       94.7       91.7       96.6:       8.3        3.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:         3          1          2         30         34         34         36:
Old  :        45:         3          1          2         30         34         34         36:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.1       49.0       53.1       69.5       21.0       28.0       31.4       37.9
Old  :                 34.1       49.0       53.1       69.5       21.0       28.0       31.4       37.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV                                                 Code-06641F
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 42000 gallons(1000 barrels)                                                :
     :          :                                                                            :
All  :    44,862:     3,734      2,112        187     39,844     42,543     43,765     44,842:     1,097         20
Old  :    44,862:     3,734      2,112        187     39,844     42,543     43,765     44,842:     1,097         20
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :       353:        85        130          0       -244        223       -159        353:       512          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.3        4.7        0.4       88.8       94.8       97.6      100.0:       2.4        0.0
Old  :     100.0:       8.3        4.7        0.4       88.8       94.8       97.6      100.0:       2.4        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        64:         7          2          3         30         41         40         45:
Old  :        64:         7          2          3         30         41         40         45:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.2       44.9       78.2       61.9       64.2       44.6       77.9       60.2
Old  :                 64.2       44.9       78.2       61.9       64.2       44.6       77.9       60.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV                                                 Code-06641G
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 42000 gallons(1000 barrels)                                                :
     :          :                                                                            :
All  :    58,826:     2,122      2,047      2,823     53,482     53,597     58,427     58,467:       399        359
Old  :    58,826:     2,122      2,047      2,823     53,482     53,597     58,427     58,467:       399        359
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :     1,735:         5        263        114      1,619      1,503      1,738      1,880:        -3       -145
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.6        3.5        4.8       90.9       91.1       99.3       99.4:       0.7        0.6
Old  :     100.0:       3.6        3.5        4.8       90.9       91.1       99.3       99.4:       0.7        0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        98:         7         14         13         65         66         81         84:
Old  :        98:         7         14         13         65         66         81         84:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.6       50.6       44.8       59.4       26.9       45.7       37.8       50.7
Old  :                 30.6       50.6       44.8       59.4       26.9       45.7       37.8       50.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV                                                      Code-06641H
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1000 Metric  Tonnes                                                        :
     :          :                                                                            :
All  :     2,159:       207          0        120      1,336      1,496      1,663      1,616:       496        543
Old  :     2,159:       207          0        120      1,336      1,496      1,663      1,616:       496        543
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :        47:       -12          0          4         26         29         18         33:        29         14
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.6        0.0        5.6       61.9       69.3       77.0       74.8:      23.0       25.2
Old  :     100.0:       9.6        0.0        5.6       61.9       69.3       77.0       74.8:      23.0       25.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         5          0          4         15         17         20         21:
Old  :        23:         5          0          4         15         17         20         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.9       46.1       56.0       58.4       35.5       42.6       47.0       47.8
Old  :                 39.9       46.1       56.0       58.4       35.5       42.6       47.0       47.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WTI 1st Line-Brent 1st Line - ICE FUTURES ENERGY DIV                                                    Code-06741R
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1000 barrels                                                               :
     :          :                                                                            :
All  :   274,280:     2,385    213,760        501    264,459     32,880    267,345    247,141:     6,935     27,139
Old  :   274,280:     2,385    213,760        501    264,459     32,880    267,345    247,141:     6,935     27,139
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :     2,550:         0        655          0      2,550     13,700      2,550     14,355:         0    -11,805
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.9       77.9        0.2       96.4       12.0       97.5       90.1:       2.5        9.9
Old  :     100.0:       0.9       77.9        0.2       96.4       12.0       97.5       90.1:       2.5        9.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         1          6          2         12          5         14         12:
Old  :        21:         1          6          2         12          5         14         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 86.0       80.0       94.3       88.2       86.0       80.0       94.3       88.1
Old  :                 86.0       80.0       94.3       88.2       86.0       80.0       94.3       88.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV                                                    Code-06742G
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1000 BARRELS                                                               :
     :          :                                                                            :
All  :    24,530:         0          0          0     24,383     24,031     24,383     24,031:       147        499
Old  :    24,530:         0          0          0     24,383     24,031     24,383     24,031:       147        499
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :       287:         0          0          0        260        260        260        260:        27         27
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       99.4       98.0       99.4       98.0:       0.6        2.0
Old  :     100.0:       0.0        0.0        0.0       99.4       98.0       99.4       98.0:       0.6        2.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         0          0          0         25         22         25         22:
Old  :        33:         0          0          0         25         22         25         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.5       57.0       77.7       77.1       52.1       53.6       76.9       70.6
Old  :                 52.5       57.0       77.7       77.1       52.1       53.6       76.9       70.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV                                                  Code-06742R
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1000 barrels                                                               :
     :          :                                                                            :
All  :     9,960:        50        245          0      9,760      9,470      9,810      9,715:       150        245
Old  :     9,960:        50        245          0      9,760      9,470      9,810      9,715:       150        245
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :    -1,265:        35          5        -40     -1,235     -1,190     -1,240     -1,225:       -25        -40
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.5        2.5        0.0       98.0       95.1       98.5       97.5:       1.5        2.5
Old  :     100.0:       0.5        2.5        0.0       98.0       95.1       98.5       97.5:       1.5        2.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         1          1          0          9         16         10         17:
Old  :        22:         1          1          0          9         16         10         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 90.1       61.3       97.4       85.8       87.3       61.3       90.3       80.9
Old  :                 90.1       61.3       97.4       85.8       87.3       61.3       90.3       80.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated January 06, 2020