CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV               Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       34,905
COMMITMENTS
   8,258    7,107    1,014   25,632   26,784   34,904   34,905        1        0

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:        125)
    -500        0        0      630      125      130      125       -5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.7     20.4      2.9     73.4     76.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      13        3        3       18       13       32       18                  
 
 
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV               Code-0063AS
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:      113,368
COMMITMENTS
  45,182   24,947   15,002   52,940   73,224  113,124  113,173      244      195

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:      3,963)
  -1,208     -395       72    4,911    4,101    3,775    3,778      188      185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    39.9     22.0     13.2     46.7     64.6     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      25       11       18       27       22       58       45                  
 
 
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV                   Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       50,878
COMMITMENTS
  19,371    7,177    6,605   24,720   36,996   50,696   50,778      182      100

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:      2,242)
   1,914       19      130      192    2,093    2,236    2,242        6        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.1     14.1     13.0     48.6     72.7     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      15        9       12       18       16       38       32                  
 
 
NJ SRECS - ICE FUTURES ENERGY DIV                                    Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:      146,093
COMMITMENTS
  39,618   97,168    2,625  103,850   46,300  146,093  146,093        0        0

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:       -300)
       0        0        0     -300     -300     -300     -300        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.1     66.5      1.8     71.1     31.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        9        3       17       14       22       24                  
 
 
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV                        Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:      104,333
COMMITMENTS
  16,938   40,900    2,437   84,942   60,996  104,318  104,333       15        0

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:      5,673)
   1,609    5,050      200    3,864      423    5,673    5,673        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.2     39.2      2.3     81.4     58.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       6        3        3       15       10       22       15                  
 
 
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV                   Code-0063CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       30,981
COMMITMENTS
   9,432    5,898    4,249   17,300   20,834   30,981   30,981        0        0

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:      2,278)
       3    1,500        0    2,275      778    2,278    2,278        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.4     19.0     13.7     55.8     67.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       8        3        4       12       11       24       16                  
 
 
RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV                           Code-0063CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       47,520
COMMITMENTS
   6,235    2,885    1,865   39,420   42,770   47,520   47,520        0        0

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:       -114)
    -135        0       50      -29     -164     -114     -114        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.1      6.1      3.9     83.0     90.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       9        2        4       19       16       29       21                  
 
 
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV                Code-0063D9
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:        9,536
COMMITMENTS
   5,586    2,009      800    3,150    6,727    9,536    9,536        0        0

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6        3        2        4       10       12       14                  
 
 
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV                             Code-0063DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of Class 1 Renewable Energy Cert             OPEN INTEREST:       11,556
COMMITMENTS
     810    2,400      300   10,446    8,856   11,556   11,556        0        0

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.0     20.8      2.6     90.4     76.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        4        3       10        6       13       13                  
 
 
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV                Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of Class 1 Renewable Energy Cert             OPEN INTEREST:       20,107
COMMITMENTS
   3,095    5,500      850   16,137   13,757   20,082   20,107       25        0

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:         14)
     150      500     -175       39     -311       14       14        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.4     27.4      4.2     80.3     68.4     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       5        5        4       12        8       18       16                  
 
 
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV                          Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       43,631
COMMITMENTS
  24,974    8,900      887   17,770   33,844   43,631   43,631        0        0

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:        135)
    -500      550     -100      735     -315      135      135        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    57.2     20.4      2.0     40.7     77.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       6        3        2       14       10       21       14                  
 
 
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV                          Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       39,108
COMMITMENTS
   4,126    3,651    1,683   33,047   33,741   38,856   39,075      252       33

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:      2,255)
     -38       95      -83    2,284    2,243    2,163    2,255       92        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.6      9.3      4.3     84.5     86.3     99.4     99.9      0.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       6        2        5       32       28       40       33                  
 
 
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV       Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       36,689
COMMITMENTS
   5,078    1,961    2,148   29,007   32,468   36,233   36,577      456      112

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:      1,948)
     222      207       75    1,659    1,666    1,956    1,948       -8        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.8      5.3      5.9     79.1     88.5     98.8     99.7      1.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        3        4       26       22       31       27                  
 
 
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV               Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
BBL                                                  OPEN INTEREST:        7,218
COMMITMENTS
      20    2,841      176    7,001    4,009    7,197    7,026       21      192

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:        163)
      20       36       40      103       87      163      163        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3     39.4      2.4     97.0     55.5     99.7     97.3      0.3      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        3        3       15       12       18       16                  
 
 
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV                 Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    5,146,262
COMMITMENTS
 260,001  113,343  333,037  4523133  4673843  5116171  5120223   30,091   26,039

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:     26,441)
  -6,009   -8,931  -21,851   52,013   58,834   24,153   28,052    2,288   -1,611

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.1      2.2      6.5     87.9     90.8     99.4     99.5      0.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      233)
      39       32       51      153      116      215      176                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:    1,029,654
COMMITMENTS
  18,739   33,866  305,142  703,480  688,478  1027361  1027486    2,293    2,169

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:     30,483)
   8,555    2,100    9,058   12,883   19,334   30,496   30,492      -13      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8      3.3     29.6     68.3     66.9     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      19        9       25       48       46       76       71                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      265,019
COMMITMENTS
     521    5,373        0  243,937  253,572  244,458  258,945   20,561    6,074

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:      6,931)
     -23      367     -217    6,653    7,135    6,413    7,285      518     -354

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      2.0      0.0     92.0     95.7     92.2     97.7      7.8      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        2        0       29       23       30       25                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      150,583
COMMITMENTS
   1,807    5,136    1,178  142,721  130,302  145,706  136,616    4,877   13,967

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:      3,089)
     350        0     -118    1,662    1,981    1,894    1,863    1,195    1,226

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      3.4      0.8     94.8     86.5     96.8     90.7      3.2      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        1        3       20       21       23       25                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      316,745
COMMITMENTS
   6,800    2,295    2,012  294,505  306,718  303,317  311,025   13,428    5,720

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:     -7,496)
      95     -385      -47   -7,999   -5,551   -7,951   -5,983      455   -1,513

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.1      0.7      0.6     93.0     96.8     95.8     98.2      4.2      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5        1        3       26       29       31       33                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      860,223
COMMITMENTS
   5,882   12,059      734  842,817  844,671  849,433  857,464   10,790    2,759

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:     -8,863)
    -391      327      127   -7,992  -10,522   -8,256  -10,068     -607    1,205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      1.4      0.1     98.0     98.2     98.7     99.7      1.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4        2        4       38       29       43       34                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      395,636
COMMITMENTS
   4,034    7,478      747  380,584  378,212  385,365  386,437   10,271    9,199

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:      3,545)
    -452     -927     -187    4,278    5,260    3,639    4,146      -94     -601

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      1.9      0.2     96.2     95.6     97.4     97.7      2.6      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       4        4        3       42       40       47       46                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      543,791
COMMITMENTS
   2,880    1,094      273  530,257  535,840  533,410  537,207   10,381    6,584

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:     12,407)
     240     -160     -181   13,813   12,233   13,872   11,892   -1,465      515

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      0.2      0.1     97.5     98.5     98.1     98.8      1.9      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       3        3        2       41       39       46       42                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      405,478
COMMITMENTS
       0    3,334    1,301  396,658  393,891  397,959  398,526    7,519    6,952

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:      3,672)
    -319    1,897      416    3,885        1    3,982    2,314     -310    1,358

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.8      0.3     97.8     97.1     98.1     98.3      1.9      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       0        4        2       39       27       41       31                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      108,686
COMMITMENTS
   1,311    2,712      894  101,155  102,124  103,360  105,730    5,326    2,956

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:        613)
    -268      274     -600    1,302      877      434      551      179       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      2.5      0.8     93.1     94.0     95.1     97.3      4.9      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        4       16       20       20       24                  
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       20,244
COMMITMENTS
       0    1,363        0   19,233   18,083   19,233   19,446    1,011      798

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:      5,270)
       0        0        0    5,090    5,030    5,090    5,030      180      240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      6.7      0.0     95.0     89.3     95.0     96.1      5.0      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        2        0       19       15       19       17                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      248,326
COMMITMENTS
     999      529      986  243,801  240,388  245,786  241,903    2,540    6,423

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:      8,910)
     815      402       49    8,046    8,006    8,910    8,457        0      453

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      0.2      0.4     98.2     96.8     99.0     97.4      1.0      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        1        1       24       25       26       26                  
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      191,435
COMMITMENTS
       0        0        0  182,347  188,392  182,347  188,392    9,088    3,043

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:      1,324)
       0        0        0    1,399    2,149    1,399    2,149      -75     -825

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     95.3     98.4     95.3     98.4      4.7      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        0        0       28       23       28       23                  
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      305,990
COMMITMENTS
       0        0        0  299,880  303,451  299,880  303,451    6,110    2,539

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:     -2,005)
       0        0        0   -2,323   -1,988   -2,323   -1,988      318      -17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     98.0     99.2     98.0     99.2      2.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        0        0       20       25       20       25                  
 
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                      Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       42,282
COMMITMENTS
   8,975    1,228      589   31,154   38,735   40,718   40,552    1,564    1,730

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:      8,140)
   2,580        0        0    6,230    8,295    8,810    8,295     -670     -155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.2      2.9      1.4     73.7     91.6     96.3     95.9      3.7      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        3        1       12       22       16       26                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      608,270
COMMITMENTS
  28,968    5,530    3,136  563,283  590,383  595,387  599,049   12,883    9,221

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:     10,423)
   4,502      617     -904    5,279   10,551    8,877   10,264    1,546      159

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.8      0.9      0.5     92.6     97.1     97.9     98.5      2.1      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       7        2        4       47       40       56       44                  
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      226,091
COMMITMENTS
     114      611    3,330  218,472  216,724  221,916  220,665    4,175    5,426

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:      7,672)
      53      161     -309    7,328    7,632    7,072    7,484      600      188

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      0.3      1.5     96.6     95.9     98.2     97.6      1.8      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        2        3       24       23       27       26                  
 
 
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV             Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       54,394
COMMITMENTS
     652        0    1,280   51,088   52,323   53,020   53,603    1,374      791

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:     11,518)
       0        0        0   11,551   11,158   11,551   11,158      -33      360

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      0.0      2.4     93.9     96.2     97.5     98.5      2.5      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        1       18       11       20       12                  
 
 
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       74,208
COMMITMENTS
       0        0        0   68,407   64,333   68,407   64,333    5,801    9,875

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:        178)
       0        0        0    2,706   -1,725    2,706   -1,725   -2,528    1,903

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     92.2     86.7     92.2     86.7      7.8     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       18       12       18       12                  
 
 
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      234,316
COMMITMENTS
   9,674    1,080        0  221,842  232,506  231,516  233,586    2,800      730

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:     14,714)
     874    1,080        0   13,870   13,392   14,744   14,472      -30      242

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.1      0.5      0.0     94.7     99.2     98.8     99.7      1.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        1        0       24       21       26       22                  
 
 
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV      Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      230,664
COMMITMENTS
  18,877   12,214    1,080  209,621  216,719  229,578  230,013    1,086      651

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:     18,124)
    -206        0    1,080   16,886   17,168   17,760   18,248      364     -124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.2      5.3      0.5     90.9     94.0     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
       9        5        1       39       34       48       40                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      139,698
COMMITMENTS
       0    1,278        0  138,223  137,437  138,223  138,715    1,475      983

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:      5,458)
       0        0        0    5,458    5,338    5,458    5,338        0      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.9      0.0     98.9     98.4     98.9     99.3      1.1      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        2        0       17       23       17       25                  
 
 
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV                     Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
MMBTU                                                OPEN INTEREST:       22,746
COMMITMENTS
   2,294    3,129        0   19,076   19,431   21,370   22,560    1,376      186

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:      2,010)
       0      600        0    2,040    1,410    2,040    2,010      -30        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.1     13.8      0.0     83.9     85.4     94.0     99.2      6.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        0       13       17       15       18                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      252,800
COMMITMENTS
   1,460    6,105    6,489  239,473  232,670  247,422  245,264    5,378    7,536

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:        345)
       0      955    1,067    1,529     -973    2,596    1,049   -2,251     -704

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      2.4      2.6     94.7     92.0     97.9     97.0      2.1      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       1        3        2       37       36       40       39                  
 
 
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV                  Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      102,858
COMMITMENTS
     248        0        0  102,273  102,486  102,521  102,486      337      372

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:      1,500)
       0        0        0    1,380    1,500    1,380    1,500      120        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      0.0      0.0     99.4     99.6     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       17       12       18       12                  
 
 
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV     Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       15,678
COMMITMENTS
   2,976      346        0   11,935   13,505   14,911   13,851      767    1,827

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:        752)
       0        0        0      662      720      662      720       90       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.0      2.2      0.0     76.1     86.1     95.1     88.3      4.9     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        0       10        8       12        9                  
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      105,911
COMMITMENTS
       0        0        0   95,157   94,333   95,157   94,333   10,754   11,578

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:       -509)
       0        0        0     -297      846     -297      846     -212   -1,355

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     89.8     89.1     89.8     89.1     10.2     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       17       20       17       20                  
 
 
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV          Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      231,453
COMMITMENTS
   1,880    1,768      614  225,374  225,564  227,868  227,946    3,585    3,507

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:       -494)
     360     -120      614     -945      181       29      675     -523   -1,169

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      0.8      0.3     97.4     97.5     98.5     98.5      1.5      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        1        2       25       33       28       36                  
 
 
NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY Code-0233BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       54,184
COMMITMENTS
       0        0        0   49,720   49,924   49,720   49,924    4,464    4,260

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     91.8     92.1     91.8     92.1      8.2      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       11       15       11       15                  
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      192,925
COMMITMENTS
       0        0        0  185,826  189,519  185,826  189,519    7,099    3,406

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:      1,190)
       0        0        0    1,251      952    1,251      952      -61      238

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     96.3     98.2     96.3     98.2      3.7      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        0        0       23       19       23       19                  
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       83,135
COMMITMENTS
       0        0        0   80,748   81,223   80,748   81,223    2,387    1,912

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:        971)
       0        0        0    1,032      997    1,032      997      -61      -26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     97.1     97.7     97.1     97.7      2.9      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       21       17       21       17                  
 
 
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV  Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       41,406
COMMITMENTS
   3,950        0      155   35,859   40,482   39,964   40,637    1,442      769

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:      8,876)
   3,245        0      155    6,180    8,696    9,580    8,851     -704       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.5      0.0      0.4     86.6     97.8     96.5     98.1      3.5      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        1       18       12       20       13                  
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      199,883
COMMITMENTS
   2,958        0        0  188,454  193,134  191,412  193,134    8,471    6,749

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:      1,998)
    -499     -465     -285    2,102    1,766    1,318    1,016      680      982

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      0.0      0.0     94.3     96.6     95.8     96.6      4.2      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       16       17       17       17                  
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      157,135
COMMITMENTS
       0    2,842    2,913  143,328  136,523  146,241  142,278   10,894   14,857

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:      1,826)
       0      801   -2,558    3,834    2,029    1,276      272      550    1,554

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.8      1.9     91.2     86.9     93.1     90.5      6.9      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        2        1       25       30       26       32                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       49,442
COMMITMENTS
     684      744      122   48,053   48,206   48,859   49,072      583      370

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:      2,360)
    -122        0      122    2,608    2,330    2,608    2,452     -248      -92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      1.5      0.2     97.2     97.5     98.8     99.3      1.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        1       15       17       17       19                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      237,326
COMMITMENTS
   3,029    3,139    4,668  221,281  224,080  228,978  231,887    8,348    5,439

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:        694)
   1,011     -346    1,256   -1,949      142      318    1,052      376     -358

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      1.3      2.0     93.2     94.4     96.5     97.7      3.5      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       3        1        2       31       35       35       37                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:      133,720
COMMITMENTS
     674        0      180  125,763  127,552  126,617  127,732    7,103    5,988

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:      3,504)
    -152        0       30    4,110    2,929    3,988    2,959     -484      545

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      0.0      0.1     94.0     95.4     94.7     95.5      5.3      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        0        1       28       28       29       29                  
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      173,019
COMMITMENTS
   1,520    1,520        0  162,606  167,313  164,126  168,833    8,893    4,186

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:     10,302)
   1,520        0        0    9,056   12,498   10,576   12,498     -274   -2,196

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      0.9      0.0     94.0     96.7     94.9     97.6      5.1      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        0       17       16       18       17                  
 
 
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       36,189
COMMITMENTS
     341    1,926        0   34,132   31,732   34,473   33,658    1,716    2,531

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:      2,808)
       0        0        0    2,808    3,424    2,808    3,424        0     -616

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      5.3      0.0     94.3     87.7     95.3     93.0      4.7      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        0       13       18       14       19                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:      273,896
COMMITMENTS
       0      360        0  256,368  271,666  256,368  272,026   17,528    1,870

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:      7,643)
       0        0        0    8,132    6,941    8,132    6,941     -489      702

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.1      0.0     93.6     99.2     93.6     99.3      6.4      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        1        0       27       17       27       18                  
 
 
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV                         Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      116,536
COMMITMENTS
  12,470    8,774      174   93,191  104,189  105,835  113,137   10,701    3,399

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:        210)
   1,096        0        0     -916       90      180       90       30      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.7      7.5      0.1     80.0     89.4     90.8     97.1      9.2      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        1       11       13       13       15                  
 
 
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV                            Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:      213,455
COMMITMENTS
       0        0        0  210,961  211,477  210,961  211,477    2,494    1,978

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:      3,216)
       0        0        0    3,244    3,154    3,244    3,154      -28       62

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        0        0       23       23       23       23                  
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:       33,982
COMMITMENTS
   4,711      189    5,695   23,255   28,034   33,661   33,918      321       64

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:       -318)
    -445      106      114       13     -218     -318        3        0     -321

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.9      0.6     16.8     68.4     82.5     99.1     99.8      0.9      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      12        6       17       29       30       47       47                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       39,882
COMMITMENTS
   7,629      700    1,175   31,069   37,872   39,873   39,747        9      135

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:        -15)
      15        0       50      -80      -65      -15      -15        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.1      1.8      2.9     77.9     95.0    100.0     99.7      0.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       6        4        6       23       23       31       32                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:       28,039
COMMITMENTS
   3,150      950      600   24,208   26,489   27,958   28,039       81        0

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:        300)
      75       25       75      150      200      300      300        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.2      3.4      2.1     86.3     94.5     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        3        4       17       15       23       19                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:      137,325
COMMITMENTS
   6,126    8,914   10,091  120,590  118,207  136,807  137,212      518      113

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:         55)
      74      111      172     -208     -230       38       53       17        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.5      6.5      7.3     87.8     86.1     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      11        9       10       34       35       48       52                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       72,936
COMMITMENTS
     933    2,324    2,975   69,028   67,629   72,936   72,928        0        8

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:        847)
      80       54      -53      819      845      847      847        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      3.2      4.1     94.6     92.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       6        8        6       22       23       30       35                  
 
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:       33,212
COMMITMENTS
     225      600      175   32,812   32,437   33,212   33,212        0        0

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:        860)
       0     -125        0      860      985      860      860        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      1.8      0.5     98.8     97.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        3       10       13       13       17                  
 
 
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV                    Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       68,364
COMMITMENTS
  16,097      854    5,320   46,643   62,190   68,060   68,364      304        0

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:        865)
     135     -573      463      261      975      859      865        6        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.5      1.2      7.8     68.2     91.0     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       6        2        2       26       27       33       30                  
 
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       85,592
COMMITMENTS
  26,142    2,033    4,217   54,437   79,115   84,796   85,365      796      227

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:         73)
     205     -966       26     -222      987        9       47       64       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.5      2.4      4.9     63.6     92.4     99.1     99.7      0.9      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       7        6        5       25       27       35       35                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       77,696
COMMITMENTS
   3,352      449    1,500   71,939   75,673   76,791   77,622      905       74

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:      3,869)
      60        0        0    3,510    3,882    3,570    3,882      299      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.3      0.6      1.9     92.6     97.4     98.8     99.9      1.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        2        2       28       26       32       29                  
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      102,079
COMMITMENTS
   4,080      528    2,057   95,210   99,479  101,347  102,064      732       15

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:      4,345)
     289       50       32    4,033    4,295    4,354    4,377       -9      -32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.0      0.5      2.0     93.3     97.5     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4        3        3       30       30       35       35                  
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       43,440
COMMITMENTS
     400      420        0   42,915   42,745   43,315   43,165      125      275

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:       -180)
       0        0        0     -180     -170     -180     -170        0      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      1.0      0.0     98.8     98.4     99.7     99.4      0.3      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        0       18       18       19       19                  
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       26,269
COMMITMENTS
     945      697       18   25,111   25,434   26,074   26,149      195      120

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:       -455)
       0        0        0     -455     -455     -455     -455        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.6      2.7      0.1     95.6     96.8     99.3     99.5      0.7      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        2       19       19       22       22                  
 
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                 Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       75,086
COMMITMENTS
  17,660      741    2,766   54,336   71,465   74,762   74,971      324      115

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:      1,267)
      25       60      365      857      843    1,247    1,267       20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.5      1.0      3.7     72.4     95.2     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      18        4       13       30       31       51       45                  
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       27,239
COMMITMENTS
   7,675      165      650   18,623   26,072   26,948   26,887      291      352

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:       -188)
    -300        0        0      112     -188     -188     -188        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.2      0.6      2.4     68.4     95.7     98.9     98.7      1.1      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       5        1        4       20       21       26       25                  
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       50,868
COMMITMENTS
     500      345       75   50,163   50,233   50,738   50,653      130      215

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:         23)
       0        0        0       23       33       23       33        0      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      0.7      0.1     98.6     98.8     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        1       22       22       25       23                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       39,903
COMMITMENTS
   1,350    1,607      128   37,572   38,086   39,050   39,821      853       82

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:       -274)
       0        0        0     -283     -274     -283     -274        9        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.4      4.0      0.3     94.2     95.4     97.9     99.8      2.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        5        3       23       22       28       29                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       62,063
COMMITMENTS
   3,155      200        0   58,310   61,518   61,465   61,718      598      345

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:      1,445)
      60        0        0    1,385    1,445    1,445    1,445        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.1      0.3      0.0     94.0     99.1     99.0     99.4      1.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        0       24       17       26       18                  
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       66,718
COMMITMENTS
   3,522    3,600       60   62,840   62,878   66,422   66,538      296      180

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:        845)
      85        0        0      760      845      845      845        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.3      5.4      0.1     94.2     94.2     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        1        1       25       19       28       21                  
 
 
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       82,797
COMMITMENTS
   1,240      351      138   81,151   82,288   82,529   82,777      268       20

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:      1,510)
    -119      261        1    1,524    1,248    1,406    1,510      104        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      0.4      0.2     98.0     99.4     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        2        3       25       29       29       32                  
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:      107,974
COMMITMENTS
   1,562    5,118    1,046  105,016  101,755  107,624  107,919      350       55

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:      2,254)
    -196      207     -295    2,647    2,367    2,156    2,279       98      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      4.7      1.0     97.3     94.2     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       3       16        7       28       31       37       48                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       56,273
COMMITMENTS
      50    4,406      375   55,828   51,492   56,253   56,273       20        0

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:        325)
     -50        0        0      375      325      325      325        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      7.8      0.7     99.2     91.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        4        2       13       14       16       19                  
 
 
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV                        Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
25MWh                                                OPEN INTEREST:       49,210
COMMITMENTS
       0      905      165   49,045   48,140   49,210   49,210        0        0

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:        -10)
       0      100     -110      100        0      -10      -10        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.8      0.3     99.7     97.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        4        2       13        9       15       13                  
 
 
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       62,230
COMMITMENTS
   1,341    1,657    1,552   59,218   58,911   62,111   62,120      119      110

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:        275)
       0      -65       65      196      289      261      289       14      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2      2.7      2.5     95.2     94.7     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       5        3        3       23       23       29       28                  
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       65,404
COMMITMENTS
   2,114    1,193    5,438   57,453   58,642   65,005   65,273      399      131

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:       -308)
      25      -61       67     -422     -308     -330     -302       22       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.2      1.8      8.3     87.8     89.7     99.4     99.8      0.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       7        3        3       23       23       31       28                  
 
 
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       30,156
COMMITMENTS
     785      485       80   29,206   29,536   30,071   30,101       85       55

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:        275)
      50        0        0      225      275      275      275        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.6      1.6      0.3     96.8     97.9     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       19       13       21       14                  
 
 
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       29,544
COMMITMENTS
     640       80        0   28,706   29,384   29,346   29,464      198       80

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:        625)
       0        0        0      625      625      625      625        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2      0.3      0.0     97.2     99.5     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        0       19       11       20       12                  
 
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       34,431
COMMITMENTS
     260    1,177    1,328   32,623   31,447   34,211   33,952      220      479

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:        759)
       0     -120        9      750      870      759      759        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      3.4      3.9     94.7     91.3     99.4     98.6      0.6      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        3        4       20       23       26       27                  
 
 
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       21,242
COMMITMENTS
      70    2,368      530   20,352   18,189   20,952   21,087      290      155

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:        200)
    -105       -5      105      200      100      200      200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3     11.1      2.5     95.8     85.6     98.6     99.3      1.4      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        4        1       14       18       15       23                  
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       58,909
COMMITMENTS
   2,272    3,150      929   55,611   54,812   58,812   58,891       97       18

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:        668)
    -135     -211      130      668      747      663      666        5        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.9      5.3      1.6     94.4     93.0     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       5        4        5       28       29       35       36                  
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       39,455
COMMITMENTS
     689    1,826      927   37,437   36,582   39,053   39,335      402      120

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:      2,691)
       0       10        0    2,681    2,681    2,681    2,691       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7      4.6      2.3     94.9     92.7     99.0     99.7      1.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        3        4       24       21       28       26                  
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       20,474
COMMITMENTS
   1,560      300      150   18,599   20,009   20,309   20,459      165       15

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:         45)
       0        0        0       45       45       45       45        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        1        2       15       15       18       18                  
 
 
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV     Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       13,315
COMMITMENTS
      50    1,130      295   12,739   11,879   13,084   13,304      231       11

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:        550)
       0      575      -50      600       25      550      550        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      8.5      2.2     95.7     89.2     98.3     99.9      1.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        4        1       12       13       14       17                  
 
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       13,476
COMMITMENTS
      50    1,530      220   13,086   11,726   13,356   13,476      120        0

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:        430)
       0      575      -50      480      -95      430      430        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4     11.4      1.6     97.1     87.0     99.1    100.0      0.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        4        1       13       13       15       17                  
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,918
COMMITMENTS
   2,450      425      485   14,796   16,952   17,731   17,862      187       56

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:          0)
       0       25        0     -174      -66     -174      -41      174       41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.7      2.4      2.7     82.6     94.6     99.0     99.7      1.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        2        3       16       18       20       22                  
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,635
COMMITMENTS
   2,505      425      540   14,400   16,622   17,445   17,587      190       48

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:          0)
       0       25        0     -178      -58     -178      -33      178       33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.2      2.4      3.1     81.7     94.3     98.9     99.7      1.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        2        3       16       18       20       22                  
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       44,359
COMMITMENTS
   1,835      845    1,910   40,542   41,604   44,287   44,359       72        0

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:      1,965)
     -45     -700      575    1,430    2,090    1,960    1,965        5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.1      1.9      4.3     91.4     93.8     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       6        3        3       23       14       29       20                  
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       44,722
COMMITMENTS
   2,470      850    1,980   40,195   41,892   44,645   44,722       77        0

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:      1,915)
     -95     -750      575    1,430    2,090    1,910    1,915        5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.5      1.9      4.4     89.9     93.7     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       6        4        3       23       16       30       22                  
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      115,701
COMMITMENTS
   1,745   12,223    1,427  112,517  102,033  115,689  115,683       12       18

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:     -1,182)
    -756     -283      749   -1,175   -1,641   -1,182   -1,175        0       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5     10.6      1.2     97.2     88.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       7        9        8       37       29       49       41                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
352 MWh                                              OPEN INTEREST:      124,994
COMMITMENTS
   1,730   11,542    1,692  121,557  111,745  124,979  124,979       15       15

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:     -1,707)
    -834     -229      897   -1,770   -2,375   -1,707   -1,707        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      9.2      1.4     97.3     89.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       6       12        7       39       35       51       48                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      500,998
COMMITMENTS
  22,932   31,892   58,801  418,479  409,996  500,212  500,689      786      309

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:     -3,362)
    -422   -1,539       89   -3,272   -1,238   -3,605   -2,688      243     -674

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.6      6.4     11.7     83.5     81.8     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      21       21       23       44       38       75       72                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,363
COMMITMENTS
   4,045        0        0   13,107   17,363   17,152   17,363      211        0

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:         25)
     -25        0        0       70       75       45       75      -20      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.3      0.0      0.0     75.5    100.0     98.8    100.0      1.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       5        0        0       19       11       24       11                  
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       16,857
COMMITMENTS
   3,585      310       60   12,776   16,487   16,421   16,857      436        0

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:          5)
     -45        0        0       73       65       28       65      -23      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.3      1.8      0.4     75.8     97.8     97.4    100.0      2.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        1        1       18       10       22       11                  
 
 
ARGUS CIF ARA Lg Finl Propane - ICE FUTURES ENERGY DIV               Code-066411
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 metric tonnes                                   OPEN INTEREST:        2,364
COMMITMENTS
     377        0      304    1,315    1,563    1,996    1,867      368      497

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:         28)
      22        0       10       -9      146       23      156        5     -128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.9      0.0     12.9     55.6     66.1     84.4     79.0     15.6     21.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        0        4       12       17       16       21                  
 
 
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV                      Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000  metric tonnes                                  OPEN INTEREST:        5,402
COMMITMENTS
     583      424      190    3,718    3,750    4,491    4,364      911    1,038

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:        195)
     150      107       13      -31       34      132      154       63       41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.8      7.8      3.5     68.8     69.4     83.1     80.8     16.9     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        4        5       20       21       26       27                  
 
 
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV                 Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       36,034
COMMITMENTS
   6,109      103      178   29,482   35,620   35,769   35,901      265      133

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:        704)
     205       69        0      499      641      704      710        0       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.0      0.3      0.5     81.8     98.9     99.3     99.6      0.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        1        2       36       38       40       41                  
 
 
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV              Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       15,057
COMMITMENTS
     114        0      114   14,683   14,295   14,911   14,409      146      648

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:        868)
     -25        0      -15      917      844      877      829       -9       39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      0.0      0.8     97.5     94.9     99.0     95.7      1.0      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        0        1       23       26       25       27                  
 
 
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV               Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       12,222
COMMITMENTS
     557        5      861    9,810   10,991   11,228   11,857      994      365

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:        372)
     -17        5      131      261      245      375      381       -3       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.6      0.0      7.0     80.3     89.9     91.9     97.0      8.1      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       5        1        4       31       32       37       36                  
 
 
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV              Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       37,319
COMMITMENTS
   1,936    1,333      404   34,546   35,382   36,886   37,119      433      200

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:        549)
     649      222     -291      377      618      735      549     -186        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.2      3.6      1.1     92.6     94.8     98.8     99.5      1.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       3        4        2       21       34       26       38                  
 
 
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV              Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       63,653
COMMITMENTS
   6,514    1,592    3,024   53,839   58,403   63,377   63,019      276      634

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:        197)
    -994      118      616      521     -553      143      181       54       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.2      2.5      4.8     84.6     91.8     99.6     99.0      0.4      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      13        8       15       66       64       84       82                  
 
 
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV                   Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 Metric  Tonnes                                  OPEN INTEREST:        2,204
COMMITMENTS
     150        0      220    1,190    1,638    1,560    1,858      644      346

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.8      0.0     10.0     54.0     74.3     70.8     84.3     29.2     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        0        4       12       18       16       22                  
 
 
WTI 1st Line-Brent 1st Line - ICE FUTURES ENERGY DIV                 Code-06741R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:      259,908
COMMITMENTS
   2,245  202,621    1,236  244,726   19,318  248,207  223,175   11,701   36,733

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:      5,869)
       0    2,665      183    7,161    2,101    7,344    4,949   -1,475      920

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9     78.0      0.5     94.2      7.4     95.5     85.9      4.5     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        6        2       13        7       15       14                  
 
 
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV                 Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 BARRELS                                         OPEN INTEREST:       26,622
COMMITMENTS
       0        0        0   26,602   26,622   26,602   26,622       20        0

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:     -5,391)
       0        0        0   -5,371   -5,391   -5,371   -5,391      -20        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        0        0       26       24       26       24                  
 
 
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV               Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       11,890
COMMITMENTS
     180      630      160   11,400   10,890   11,740   11,680      150      210

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:      1,800)
       0        0        0    1,800    1,800    1,800    1,800        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      5.3      1.3     95.9     91.6     98.7     98.2      1.3      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        2       12       14       15       17                  
 
 
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV               Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:      220,959
COMMITMENTS
       0        0        0  212,679  210,827  212,679  210,827    8,280   10,132

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:      1,096)
       0        0        0    1,111    1,346    1,111    1,346      -15     -250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     96.3     95.4     96.3     95.4      3.7      4.6

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



Updated October 25, 2019