CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV               Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       35,378
COMMITMENTS
   8,507    8,531      950   25,893   25,897   35,350   35,378       28        0

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:       -296)
    -297        0     -325      326       29     -296     -296        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.0     24.1      2.7     73.2     73.2     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      13        3        2       17       12       31       16                  
 
 
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV               Code-0063AS
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:      114,395
COMMITMENTS
  49,210   28,721   22,132   42,583   63,104  113,925  113,957      470      438

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:      2,798)
  -2,501      158    3,061    1,976     -845    2,536    2,373      262      425

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    43.0     25.1     19.3     37.2     55.2     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      30       11       20       27       21       65       44                  
 
 
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV                   Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       47,068
COMMITMENTS
  15,829    7,377    6,079   24,863   33,412   46,772   46,868      296      200

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:         50)
     -15       -8       27     -161     -169     -149     -150      199      200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.6     15.7     12.9     52.8     71.0     99.4     99.6      0.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      16        9       11       17       17       38       32                  
 
 
NJ SRECS - ICE FUTURES ENERGY DIV                                    Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:      149,247
COMMITMENTS
  41,718  100,769    2,725  104,804   45,753  149,247  149,247        0        0

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:        100)
   1,041      441   -1,341      400    1,000      100      100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.0     67.5      1.8     70.2     30.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        9        4       17       13       23       23                  
 
 
RGGI VINTAGE 2018 - ICE FUTURES ENERGY DIV                           Code-0063CD
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       36,505
COMMITMENTS
   4,240      421        0   32,265   36,084   36,505   36,505        0        0

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:         28)
       0        0        0       28       28       28       28        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.6      1.2      0.0     88.4     98.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        2        0       13        7       16        9                  
 
 
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV                        Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       97,748
COMMITMENTS
  16,188   33,700    2,337   79,208   61,711   97,733   97,748       15        0

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:      1,661)
  -1,545   10,000        0    3,206   -8,339    1,661    1,661        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.6     34.5      2.4     81.0     63.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       7        3        3       14       10       22       15                  
 
 
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV                   Code-0063CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       26,931
COMMITMENTS
   8,537    3,750    6,799   11,595   16,382   26,931   26,931        0        0

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:      4,375)
     109    1,400      274    3,992    2,701    4,375    4,375        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.7     13.9     25.2     43.1     60.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       8        2        5        9        9       22       14                  
 
 
RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV                           Code-0063CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       48,326
COMMITMENTS
   5,805    2,010    2,890   39,631   43,426   48,326   48,326        0        0

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:        998)
      10        0        0      988      998      998      998        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.0      4.2      6.0     82.0     89.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       8        3        3       18       17       28       21                  
 
 
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV                Code-0063D9
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       10,886
COMMITMENTS
   6,686    2,209      800    3,400    7,877   10,886   10,886        0        0

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:      1,000)
     350        0        0      650    1,000    1,000    1,000        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    61.4     20.3      7.3     31.2     72.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       8        3        2        3       11       12       15                  
 
 
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV                Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of Class 1 Renewable Energy Cert             OPEN INTEREST:       18,798
COMMITMENTS
   3,043    4,500      725   15,005   13,573   18,773   18,798       25        0

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:        450)
     -50      200        0      500      250      450      450        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.2     23.9      3.9     79.8     72.2     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       5        5        2       12        8       18       14                  
 
 
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV                          Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       41,545
COMMITMENTS
  23,521    7,150      987   17,037   33,408   41,545   41,545        0        0

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:        350)
     250      200      -50      150      200      350      350        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    56.6     17.2      2.4     41.0     80.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       6        2        3       15       10       22       14                  
 
 
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV                          Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       37,795
COMMITMENTS
   5,459    3,146    2,231   29,984   32,369   37,674   37,746      121       49

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:        848)
     353      -38       29      466      872      848      863        0      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.4      8.3      5.9     79.3     85.6     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       7        3        5       29       27       37       34                  
 
 
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV       Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       38,666
COMMITMENTS
   4,396    4,340    2,481   31,084   31,726   37,961   38,547      705      119

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:      1,615)
    -240      517       34    1,827    1,070    1,621    1,621       -6       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.4     11.2      6.4     80.4     82.1     98.2     99.7      1.8      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       6        3        5       28       20       36       26                  
 
 
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV               Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
BBL                                                  OPEN INTEREST:        6,523
COMMITMENTS
     250    2,200      335    5,914    3,779    6,499    6,314       24      209

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:        242)
       0        8       -8      250      242      242      242        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.8     33.7      5.1     90.7     57.9     99.6     96.8      0.4      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        3        3       15       10       19       13                  
 
 
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV                 Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    5,327,362
COMMITMENTS
 346,625   82,951  404,949  4544900  4809595  5296474  5297495   30,888   29,867

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:     -7,705)
  -8,132  -25,056  -14,331   17,865   30,274   -4,598   -9,113   -3,107    1,408

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.5      1.6      7.6     85.3     90.3     99.4     99.4      0.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      234)
      43       25       58      152      124      218      184                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      939,603
COMMITMENTS
  44,438   30,766  233,863  657,520  672,330  935,822  936,960    3,781    2,643

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:    -16,137)
  -3,861   -5,362   -7,218   -5,032   -3,258  -16,111  -15,837      -26     -299

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.7      3.3     24.9     70.0     71.6     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      19        9       25       49       48       76       74                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      254,509
COMMITMENTS
   1,212    5,006      217  230,908  243,762  232,337  248,985   22,172    5,524

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:      2,502)
     151        0        0    1,292    2,932    1,443    2,932    1,059     -430

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      2.0      0.1     90.7     95.8     91.3     97.8      8.7      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        1        1       29       22       32       24                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      150,873
COMMITMENTS
   3,427    5,076    1,022  142,347  139,429  146,796  145,527    4,077    5,346

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:      2,893)
     701      -60      301      512    2,441    1,514    2,682    1,379      211

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.3      3.4      0.7     94.3     92.4     97.3     96.5      2.7      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        1        3       25       25       30       28                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      342,962
COMMITMENTS
   3,107    3,249    1,754  328,724  333,675  333,585  338,678    9,377    4,284

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:     13,447)
     798    1,811    1,021   11,702   12,175   13,521   15,007      -74   -1,560

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      0.9      0.5     95.8     97.3     97.3     98.8      2.7      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       3        3        4       31       31       36       36                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      866,609
COMMITMENTS
   3,361   11,199    1,171  849,502  852,508  854,034  864,878   12,575    1,731

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:     20,162)
     271        2       29   16,595   19,777   16,895   19,808    3,267      354

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      1.3      0.1     98.0     98.4     98.5     99.8      1.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       3        2        2       41       29       46       31                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      398,634
COMMITMENTS
   5,949    7,456      300  376,059  384,007  382,308  391,763   16,326    6,871

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:      4,706)
   1,879      152        0    4,602    5,356    6,481    5,508   -1,775     -802

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      1.9      0.1     94.3     96.3     95.9     98.3      4.1      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       5        3        1       42       41       47       45                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      526,335
COMMITMENTS
   1,836    1,937      596  515,569  519,377  518,001  521,910    8,334    4,425

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:       -736)
     620    1,042       31   -2,371   -1,472   -1,720     -399      984     -337

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      0.4      0.1     98.0     98.7     98.4     99.2      1.6      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       3        4        3       38       41       44       45                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      426,015
COMMITMENTS
     248    2,078    1,074  417,499  416,908  418,821  420,060    7,194    5,955

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:      7,809)
     248     -833     -119    6,827    8,949    6,956    7,997      853     -188

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      0.5      0.3     98.0     97.9     98.3     98.6      1.7      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       1        3        1       38       30       40       33                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      113,736
COMMITMENTS
   4,404      608    1,715  102,632  109,992  108,751  112,315    4,985    1,421

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:      3,463)
   1,951      243     -181    2,094    3,777    3,864    3,839     -401     -376

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.9      0.5      1.5     90.2     96.7     95.6     98.8      4.4      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        1        4       18       21       23       25                  
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       21,070
COMMITMENTS
       0        0        0   19,729   20,063   19,729   20,063    1,341    1,007

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:      2,046)
       0        0        0    1,462    1,767    1,462    1,767      584      279

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     93.6     95.2     93.6     95.2      6.4      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        0        0       20       15       20       15                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      247,451
COMMITMENTS
       0      899      535  243,632  240,944  244,167  242,378    3,284    5,073

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:      5,556)
       0      175       70    5,087    5,188    5,157    5,433      399      123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.4      0.2     98.5     97.4     98.7     97.9      1.3      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       0        2        2       24       27       26       29                  
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      190,690
COMMITMENTS
     693        0      112  181,969  188,092  182,774  188,204    7,916    2,486

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:      6,883)
     -32        0      -55    6,757    6,837    6,670    6,782      213      101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      0.0      0.1     95.4     98.6     95.8     98.7      4.2      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        0        1       32       26       33       27                  
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      312,619
COMMITMENTS
       0        0        0  309,808  308,413  309,808  308,413    2,811    4,206

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:      8,299)
       0        0        0    8,299    7,872    8,299    7,872        0      427

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     99.1     98.7     99.1     98.7      0.9      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        0        0       24       22       24       22                  
 
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                      Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       47,181
COMMITMENTS
   8,841    2,597        0   36,728   42,447   45,569   45,044    1,612    2,137

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:      9,517)
   4,805      806        0    5,074    8,487    9,879    9,293     -362      224

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.7      5.5      0.0     77.8     90.0     96.6     95.5      3.4      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        2        0       18       20       20       22                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      599,184
COMMITMENTS
  20,298   10,816    2,201  567,106  579,577  589,605  592,594    9,579    6,590

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:     13,764)
   1,516    1,492   -1,106   11,905   12,568   12,315   12,954    1,449      810

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.4      1.8      0.4     94.6     96.7     98.4     98.9      1.6      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
       6        7        5       56       50       64       60                  
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      248,114
COMMITMENTS
     287    1,062    3,942  239,157  237,693  243,386  242,697    4,728    5,417

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:     -2,372)
     -54      215      -40     -984   -2,068   -1,078   -1,893   -1,294     -479

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      0.4      1.6     96.4     95.8     98.1     97.8      1.9      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        2        3       25       27       28       31                  
 
 
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV             Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       44,848
COMMITMENTS
     434    1,630    1,284   41,942   41,721   43,660   44,635    1,188      213

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:      4,160)
       0      414    1,284    2,783    2,369    4,067    4,067       93       93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      3.6      2.9     93.5     93.0     97.4     99.5      2.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        1       18       13       20       14                  
 
 
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       81,394
COMMITMENTS
       0        0        0   75,456   75,093   75,456   75,093    5,938    6,301

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:        -65)
       0        0        0   -1,961      460   -1,961      460    1,896     -525

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     92.7     92.3     92.7     92.3      7.3      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       21       18       21       18                  
 
 
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      250,248
COMMITMENTS
   3,789    6,634      806  243,691  241,917  248,286  249,357    1,962      891

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:     23,046)
     813    2,201      806   22,908   19,884   24,527   22,891   -1,481      155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      2.7      0.3     97.4     96.7     99.2     99.6      0.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       3        4        1       33       27       36       32                  
 
 
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV      Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      237,543
COMMITMENTS
   5,621   15,967      806  225,209  220,437  231,636  237,210    5,907      333

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:     25,379)
     995    2,852      806   24,114   21,688   25,915   25,346     -536       33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.4      6.7      0.3     94.8     92.8     97.5     99.9      2.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
       6        6        1       36       42       42       49                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      148,993
COMMITMENTS
       0    1,135        0  147,050  146,766  147,050  147,901    1,943    1,092

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:      4,278)
       0      279        0    4,036    3,869    4,036    4,148      242      130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.8      0.0     98.7     98.5     98.7     99.3      1.3      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        2        0       18       25       18       27                  
 
 
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV                     Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
MMBTU                                                OPEN INTEREST:       30,971
COMMITMENTS
   2,294      279        0   28,031   30,357   30,325   30,636      646      335

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:      3,565)
   1,984     -124        0    1,147    3,565    3,131    3,441      434      124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.4      0.9      0.0     90.5     98.0     97.9     98.9      2.1      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        0       15       18       17       19                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      267,990
COMMITMENTS
   2,473    2,960   12,766  248,741  245,989  263,980  261,715    4,010    6,275

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:      3,473)
     814     -509   -1,131    3,891    5,718    3,574    4,078     -101     -605

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      1.1      4.8     92.8     91.8     98.5     97.7      1.5      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       3        2        2       38       40       42       43                  
 
 
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV                  Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      110,240
COMMITMENTS
     248      360        0  108,991  109,298  109,239  109,658    1,001      582

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      0.3      0.0     98.9     99.1     99.1     99.5      0.9      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        0       15       10       16       11                  
 
 
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV     Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       15,568
COMMITMENTS
   3,720        0        0   11,092   14,590   14,812   14,590      756      978

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.9      0.0      0.0     71.2     93.7     95.1     93.7      4.9      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        0       12       10       14       10                  
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      114,636
COMMITMENTS
       0      496        0  107,660  105,202  107,660  105,698    6,976    8,938

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:       -349)
       0      496        0     -879   -1,219     -879     -723      530      374

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.4      0.0     93.9     91.8     93.9     92.2      6.1      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        1        0       22       21       22       22                  
 
 
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV          Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      235,988
COMMITMENTS
   2,728    2,865      180  228,019  229,389  230,927  232,434    5,061    3,554

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:     14,773)
   2,728      737      180    9,507   16,087   12,415   17,004    2,358   -2,231

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      1.2      0.1     96.6     97.2     97.9     98.5      2.1      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       1        3        1       29       31       31       34                  
 
 
NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY Code-0233BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       54,639
COMMITMENTS
       0      527        0   50,875   51,395   50,875   51,922    3,764    2,717

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:      3,363)
       0      217        0    2,988    3,412    2,988    3,629      375     -266

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.0      0.0     93.1     94.1     93.1     95.0      6.9      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       11       18       11       19                  
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      188,384
COMMITMENTS
     290      899        0  181,715  183,542  182,005  184,441    6,379    3,943

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:      3,211)
     290      899        0    2,801    2,055    3,091    2,954      120      257

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      0.5      0.0     96.5     97.4     96.6     97.9      3.4      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        1        0       25       20       26       21                  
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       83,665
COMMITMENTS
       0        0        0   79,969   79,143   79,969   79,143    3,696    4,522

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:        744)
       0        0        0    1,075      -22    1,075      -22     -331      766

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     95.6     94.6     95.6     94.6      4.4      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       20       17       20       17                  
 
 
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV  Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       41,282
COMMITMENTS
   1,356      928       62   37,510   40,081   38,928   41,071    2,354      211

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:      6,326)
    -155      -62       62    6,016    6,295    5,923    6,295      403       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.3      2.2      0.2     90.9     97.1     94.3     99.5      5.7      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        2        1       20       15       24       17                  
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      201,164
COMMITMENTS
   4,595        0      496  189,570  194,827  194,661  195,323    6,503    5,841

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:       -409)
   1,009        0       85   -1,358     -495     -264     -410     -145        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.3      0.0      0.2     94.2     96.8     96.8     97.1      3.2      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        0        2       16       18       19       20                  
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      179,408
COMMITMENTS
     448    1,980    7,955  161,636  158,789  170,039  168,724    9,369   10,684

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:      5,839)
     196     -328      780    6,534    5,490    7,510    5,942   -1,671     -103

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      1.1      4.4     90.1     88.5     94.8     94.0      5.2      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       1        4        3       27       33       30       38                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       55,769
COMMITMENTS
     531      744      150   53,744   54,415   54,425   55,309    1,344      460

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:      3,751)
     531      744      150    3,064    2,883    3,745    3,777        6      -26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      1.3      0.3     96.4     97.6     97.6     99.2      2.4      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        1       15       19       17       21                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      246,626
COMMITMENTS
     696    8,068    1,645  239,236  229,942  241,577  239,655    5,049    6,971

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:      6,148)
     120      851     -246    6,729    5,422    6,603    6,027     -455      121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      3.3      0.7     97.0     93.2     98.0     97.2      2.0      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       1        4        2       35       34       38       38                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:      129,159
COMMITMENTS
     576      220      489  124,518  124,352  125,583  125,061    3,576    4,098

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:     -4,362)
    -894      220     -432   -2,662   -4,342   -3,988   -4,554     -374      192

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      0.2      0.4     96.4     96.3     97.2     96.8      2.8      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        1        2       27       28       29       30                  
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      156,053
COMMITMENTS
       0    2,728        0  150,876  147,940  150,876  150,668    5,177    5,385

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:      3,066)
       0    2,728        0    2,372      648    2,372    3,376      694     -310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.7      0.0     96.7     94.8     96.7     96.5      3.3      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        1        0       22       21       22       22                  
 
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       57,109
COMMITMENTS
       0      567      512   51,699   54,378   52,211   55,457    4,898    1,652

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:        524)
       0        0        0      524      493      524      493        0       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.0      0.9     90.5     95.2     91.4     97.1      8.6      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        1       16       12       17       13                  
 
 
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       39,510
COMMITMENTS
     822        0       31   36,133   38,453   36,986   38,484    2,524    1,026

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:      1,777)
      31        0       31    1,529    1,656    1,591    1,687      186       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.1      0.0      0.1     91.5     97.3     93.6     97.4      6.4      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        0        1       14       18       17       19                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:      267,081
COMMITMENTS
     310      527        0  255,228  265,306  255,538  265,833   11,543    1,248

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:      5,336)
     310        0        0    5,727    5,030    6,037    5,030     -701      306

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      0.2      0.0     95.6     99.3     95.7     99.5      4.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        1        0       32       21       33       22                  
 
 
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV                         Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      115,805
COMMITMENTS
  12,405    8,774      145   96,353  105,407  108,903  114,326    6,902    1,479

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:       -274)
    -658        0       53     -155     -428     -760     -375      486      101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.7      7.6      0.1     83.2     91.0     94.0     98.7      6.0      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        1       17       18       19       20                  
 
 
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV                            Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:      223,666
COMMITMENTS
       0      527        0  220,089  221,663  220,089  222,190    3,577    1,476

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:      6,422)
       0      135        0    7,331    6,205    7,331    6,340     -909       82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.2      0.0     98.4     99.1     98.4     99.3      1.6      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        2        0       23       25       23       27                  
 
 
REX ZONE 3 INDEX - ICE FUTURES ENERGY DIV                            Code-0233ED
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:       29,764
COMMITMENTS
     248        0        0   29,330   29,303   29,578   29,303      186      461

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      0.0      0.0     98.5     98.5     99.4     98.5      0.6      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       10       11       11       11                  
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:       33,549
COMMITMENTS
   4,720      292    5,162   23,069   27,670   32,951   33,124      598      425

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:        357)
    -276        1       71      567      301      361      373       -5      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.1      0.9     15.4     68.8     82.5     98.2     98.7      1.8      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      12        5       15       26       27       41       44                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       41,119
COMMITMENTS
   6,835      704    1,325   32,949   38,970   41,109   40,999       10      120

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:        747)
     106       14      400      241      355      747      769        0      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.6      1.7      3.2     80.1     94.8    100.0     99.7      0.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       6        6        8       23       22       32       34                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:       29,241
COMMITMENTS
   2,775      750      900   25,478   27,581   29,153   29,231       88       10

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:         75)
     125       50      -25      -25       50       75       75        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.5      2.6      3.1     87.1     94.3     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5        3        4       17       18       24       23                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:      139,698
COMMITMENTS
   7,750    7,790    8,991  122,413  122,801  139,154  139,582      544      116

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:        873)
   1,017     -531      108     -257    1,296      868      873        5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.5      5.6      6.4     87.6     87.9     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      10        8        7       33       35       45       48                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       71,979
COMMITMENTS
   1,478    2,701    2,941   67,558   66,336   71,978   71,979        1        0

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:      1,234)
     253      -76     -250    1,232    1,563    1,234    1,236        0       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.1      3.8      4.1     93.9     92.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       6       10        6       22       25       31       38                  
 
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:       32,443
COMMITMENTS
     375      450       75   31,993   31,903   32,443   32,428        0       15

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:        295)
       0       75       25      270      195      295      295        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      1.4      0.2     98.6     98.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        2        2       11       17       14       20                  
 
 
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV                    Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       68,879
COMMITMENTS
  15,985    1,792    4,643   47,816   62,436   68,444   68,871      435        8

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:        559)
       0      500     -210      709      269      499      559       60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.2      2.6      6.7     69.4     90.6     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       5        2        3       26       27       32       31                  
 
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       88,867
COMMITMENTS
  25,870    4,116    5,023   56,983   79,478   87,876   88,617      991      250

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:        922)
      -2      209      243      657      464      898      916       24        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.1      4.6      5.7     64.1     89.4     98.9     99.7      1.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        7        4       25       26       32       34                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       72,216
COMMITMENTS
   3,312       50    1,347   67,030   70,682   71,689   72,079      527      137

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:        505)
     100        0        0      405      505      505      505        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.6      0.1      1.9     92.8     97.9     99.3     99.8      0.7      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        1        2       27       26       30       29                  
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       97,155
COMMITMENTS
   3,891      125    1,848   90,774   95,100   96,513   97,073      642       82

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:      1,202)
     105        0        0    1,097    1,202    1,202    1,202        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.0      0.1      1.9     93.4     97.9     99.3     99.9      0.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        1        2       30       29       33       32                  
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       43,495
COMMITMENTS
     400      420        0   42,975   42,785   43,375   43,205      120      290

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:         60)
       0        0        0       60       60       60       60        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        0       19       19       20       20                  
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       26,408
COMMITMENTS
     340      700       20   25,848   25,563   26,208   26,283      200      125

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:        -27)
       0      100        0      -27     -127      -27      -27        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      2.7      0.1     97.9     96.8     99.2     99.5      0.8      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        1       19       20       20       23                  
 
 
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV               Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       14,090
COMMITMENTS
     525    3,900      125   13,350   10,065   14,000   14,090       90        0

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.7     27.7      0.9     94.7     71.4     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        1        1       17        8       20       10                  
 
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                 Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       73,453
COMMITMENTS
  19,042      327    2,919   51,173   70,131   73,134   73,377      319       76

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:        867)
     243      120      112      740      683    1,095      915     -228      -48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.9      0.4      4.0     69.7     95.5     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      17        1       10       30       32       48       42                  
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       26,564
COMMITMENTS
   6,790      220    1,225   18,253   24,777   26,268   26,222      296      342

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:        250)
    -350        0      250      350        0      250      250        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.6      0.8      4.6     68.7     93.3     98.9     98.7      1.1      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        1        5       20       22       26       27                  
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       52,635
COMMITMENTS
     525      320      100   51,875   51,995   52,500   52,415      135      220

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:       -175)
       0        0        0     -175     -175     -175     -175        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      0.6      0.2     98.6     98.8     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        1       20       20       22       21                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       42,588
COMMITMENTS
     920    1,530      230   40,538   40,734   41,688   42,494      900       94

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:        -77)
       0       10        0      -79      -92      -79      -82        2        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2      3.6      0.5     95.2     95.6     97.9     99.8      2.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        3        3       23       22       27       28                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       62,884
COMMITMENTS
   3,165      200        0   59,276   62,509   62,441   62,709      443      175

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:        310)
       0        0        0      300      310      300      310       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.0      0.3      0.0     94.3     99.4     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        0       24       18       26       19                  
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       69,182
COMMITMENTS
   3,810    3,700       60   65,181   65,412   69,051   69,172      131       10

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:        610)
     -45        0        0      644      610      599      610       11        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.5      5.3      0.1     94.2     94.6     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        1        1       26       19       28       21                  
 
 
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       83,913
COMMITMENTS
   1,077      647      104   82,591   83,162   83,772   83,913      141        0

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:        945)
     221     -375        0      716    1,320      937      945        8        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      0.8      0.1     98.4     99.1     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        3        3       26       29       30       33                  
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:      107,444
COMMITMENTS
   1,428    7,196    1,064  104,718   99,129  107,210  107,389      234       55

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:      1,732)
    -228    1,149      -24    1,984      647    1,732    1,772        0      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      6.7      1.0     97.5     92.3     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       3       14        7       28       33       37       48                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       55,688
COMMITMENTS
      25    5,156      475   55,168   50,042   55,668   55,673       20       15

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:      4,266)
     -75      456      125    4,216    3,685    4,266    4,266        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      9.3      0.9     99.1     89.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        5        3       15       13       18       19                  
 
 
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV                        Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
25MWh                                                OPEN INTEREST:       49,225
COMMITMENTS
       0    1,430       15   49,210   47,780   49,225   49,225        0        0

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:      1,200)
       0        0        0    1,200    1,200    1,200    1,200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.9      0.0    100.0     97.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        4        1       12        9       13       13                  
 
 
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       63,338
COMMITMENTS
   1,093    1,708    1,515   60,615   59,973   63,223   63,196      115      142

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:         21)
      12       10      -10       19       18       21       18        0        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7      2.7      2.4     95.7     94.7     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        2        3       23       23       27       27                  
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       68,108
COMMITMENTS
   1,771    1,201    5,623   60,347   61,137   67,741   67,961      367      147

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:        504)
      19      -29      -96      583      629      506      504       -2        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.6      1.8      8.3     88.6     89.8     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       6        2        3       23       24       30       28                  
 
 
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       29,647
COMMITMENTS
     875      333       80   28,587   29,137   29,542   29,550      105       97

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:      1,018)
      55        0        0      955    1,018    1,010    1,018        8        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.0      1.1      0.3     96.4     98.3     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       19       12       21       13                  
 
 
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       28,238
COMMITMENTS
     720      140        0   27,314   28,018   28,034   28,158      204       80

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:        910)
      55        0        0      850      910      905      910        5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.5      0.5      0.0     96.7     99.2     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        0       18       11       19       12                  
 
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       35,019
COMMITMENTS
       0    2,684    3,051   31,950   29,281   35,001   35,016       18        3

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:        168)
       0       15      -10      192      163      182      168      -14        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      7.7      8.7     91.2     83.6     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        7        7       24       23       31       30                  
 
 
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       22,770
COMMITMENTS
     509    1,678    1,185   20,554   19,777   22,248   22,640      522      130

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:         39)
     -25        0       25       24       14       24       39       15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2      7.4      5.2     90.3     86.9     97.7     99.4      2.3      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        3        2       14       18       17       23                  
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       57,134
COMMITMENTS
   3,706    3,826    1,919   51,444   51,372   57,069   57,117       65       17

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:      1,825)
      48      101      269    1,537    1,453    1,854    1,823      -29        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.5      6.7      3.4     90.0     89.9     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5        4        5       27       27       34       34                  
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       37,691
COMMITMENTS
       0    2,454    1,226   36,068   33,891   37,294   37,571      397      120

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:      1,638)
       0      656      487    1,172      549    1,659    1,692      -21      -54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      6.5      3.3     95.7     89.9     98.9     99.7      1.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        5        4       23       21       27       26                  
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       21,266
COMMITMENTS
   1,385      250      325   19,376   20,676   21,086   21,251      180       15

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:         75)
      30       25        0       45       50       75       75        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.5      1.2      1.5     91.1     97.2     99.2     99.9      0.8      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        2        2       16       16       19       20                  
 
 
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV     Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       13,370
COMMITMENTS
      50      505      395   12,764   12,459   13,209   13,359      161       11

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:         11)
       0        0        0      -30        0      -30        0       41       11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      3.8      3.0     95.5     93.2     98.8     99.9      1.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        4        1       13       13       15       17                  
 
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       14,181
COMMITMENTS
      50    1,330      320   13,691   12,531   14,061   14,181      120        0

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      9.4      2.3     96.5     88.4     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        5        1       14       14       16       19                  
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       19,752
COMMITMENTS
   2,480      850      355   16,698   18,486   19,533   19,691      219       61

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:        900)
     600        0        0      360      900      960      900      -60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.6      4.3      1.8     84.5     93.6     98.9     99.7      1.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        1        1       15       16       19       18                  
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       19,199
COMMITMENTS
   2,565      850      270   16,153   18,036   18,988   19,156      211       43

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:        900)
     600        0        0      360      900      960      900      -60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.4      4.4      1.4     84.1     93.9     98.9     99.8      1.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        1        1       14       16       18       18                  
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       45,490
COMMITMENTS
   1,365      800    2,505   41,456   42,185   45,326   45,490      164        0

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:        260)
       0      300        0      260      -40      260      260        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.0      1.8      5.5     91.1     92.7     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       5        1        5       21       15       27       21                  
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       45,318
COMMITMENTS
   2,060      940    2,225   40,862   42,153   45,147   45,318      171        0

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:        265)
       0      300        0      265      -35      265      265        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.5      2.1      4.9     90.2     93.0     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       5        2        5       20       16       27       22                  
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      122,322
COMMITMENTS
   2,098   11,013    1,350  118,805  109,959  122,253  122,322       69        0

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:      2,907)
     370       50        0    2,537    2,857    2,907    2,907        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7      9.0      1.1     97.1     89.9     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       5        8        8       37       29       47       40                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
352 MWh                                              OPEN INTEREST:      133,667
COMMITMENTS
   2,722   10,479    1,865  129,005  121,323  133,592  133,667       75        0

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:      3,309)
     347      330        0    2,962    2,979    3,309    3,309        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0      7.8      1.4     96.5     90.8     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       7        8        7       38       35       49       46                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      501,236
COMMITMENTS
  23,893   27,461   64,115  412,432  408,828  500,440  500,404      796      832

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:     13,986)
    -378    1,428    2,957   11,070    9,666   13,650   14,051      336      -65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.8      5.5     12.8     82.3     81.6     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      22       18       21       46       43       77       74                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,014
COMMITMENTS
   3,965       25       75   13,720   17,889   17,760   17,989      254       25

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:         50)
      40        0        0      -10       30       30       30       20       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.0      0.1      0.4     76.2     99.3     98.6     99.9      1.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        1        2       18        8       22       11                  
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,252
COMMITMENTS
   3,615      460       35   13,250   16,727   16,900   17,222      352       30

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:        130)
     110       70        0      -10       30      100      100       30       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.0      2.7      0.2     76.8     97.0     98.0     99.8      2.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        1        2       17        8       21       10                  
 
 
ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV              Code-0643IB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:        3,615
COMMITMENTS
     110    1,250       45    2,970    1,960    3,125    3,255      490      360

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:       -950)
     -65     -120     -370     -350     -510     -785   -1,000     -165       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.0     34.6      1.2     82.2     54.2     86.4     90.0     13.6     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        9        3       18       19       22       30                  
 
 
ARGUS CIF ARA Lg Finl Propane - ICE FUTURES ENERGY DIV               Code-066411
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 metric tonnes                                   OPEN INTEREST:        2,429
COMMITMENTS
     231        0      279    1,532    1,513    2,042    1,792      387      637

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:         76)
      10        0       16       29       74       55       90       21      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.5      0.0     11.5     63.1     62.3     84.1     73.8     15.9     26.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        0        4       15       17       19       21                  
 
 
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV                      Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000  metric tonnes                                  OPEN INTEREST:        5,087
COMMITMENTS
     376      280      218    3,687    3,581    4,281    4,079      806    1,008

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:        409)
     110      -20      -43      387      366      454      303      -45      106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.4      5.5      4.3     72.5     70.4     84.2     80.2     15.8     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        3        4       23       23       28       28                  
 
 
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV                 Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       36,615
COMMITMENTS
   6,141    2,034      151   30,103   34,286   36,395   36,471      220      144

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:        425)
     230        0       35      182      315      447      350      -22       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.8      5.6      0.4     82.2     93.6     99.4     99.6      0.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       5        3        3       35       34       40       40                  
 
 
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV              Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       16,493
COMMITMENTS
     224       15      209   15,951   15,804   16,384   16,028      109      465

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:      1,013)
       7      -53      118      888      948    1,013    1,013        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      0.1      1.3     96.7     95.8     99.3     97.2      0.7      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        1        3       24       26       28       29                  
 
 
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV               Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       11,893
COMMITMENTS
     378      303      590   10,434   10,643   11,402   11,536      491      357

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:      1,820)
      65      -19      179    1,546    1,658    1,790    1,818       30        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.2      2.5      5.0     87.7     89.5     95.9     97.0      4.1      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       5        2        4       34       28       40       33                  
 
 
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV              Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       39,131
COMMITMENTS
     225    2,455      657   37,903   35,794   38,785   38,906      346      225

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:        571)
     -49      740      -96      716      -73      571      571        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      6.3      1.7     96.9     91.5     99.1     99.4      0.9      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        5        3       19       30       24       35                  
 
 
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV              Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       67,148
COMMITMENTS
   5,909    1,585    3,358   57,635   61,363   66,902   66,306      246      842

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:      1,564)
     143     -415      607      844    1,445    1,594    1,637      -30      -73

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.8      2.4      5.0     85.8     91.4     99.6     98.7      0.4      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      15        9       18       63       62       85       82                  
 
 
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV                   Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 Metric  Tonnes                                  OPEN INTEREST:        2,064
COMMITMENTS
     188       64       96    1,237    1,396    1,521    1,556      543      508

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.1      3.1      4.7     59.9     67.6     73.7     75.4     26.3     24.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        2        4       12       13       17       18                  
 
 
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV                 Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 BARRELS                                         OPEN INTEREST:       27,359
COMMITMENTS
       0        0        0   27,139   27,359   27,139   27,359      220        0

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:        649)
       0        0        0      649      649      649      649        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     99.2    100.0     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        0        0       23       22       23       22                  
 
 
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV               Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       10,080
COMMITMENTS
     270      415      190    9,455    9,165    9,915    9,770      165      310

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:        620)
       0      -50       50      525      440      575      440       45      180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.7      4.1      1.9     93.8     90.9     98.4     96.9      1.6      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        2       13       13       16       15                  
 
 
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV               Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:      222,373
COMMITMENTS
       0        0        0  212,560  212,453  212,560  212,453    9,813    9,920

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:      1,705)
       0        0        0    1,400    1,640    1,400    1,640      305       65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     95.6     95.5     95.6     95.5      4.4      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       14       19       14       19                  
 
 
GASOLINE CRK-RBOB/BRENT 1st - ICE FUTURES ENERGY DIV                 Code-111415
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 Barrels                                         OPEN INTEREST:       30,134
COMMITMENTS
  14,933      661    1,530   10,183   26,313   26,646   28,504    3,488    1,630

CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    49.6      2.2      5.1     33.8     87.3     88.4     94.6     11.6      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5        2        5       11       13       17       19                  



Updated September 27, 2019