CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV               Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       33,695
COMMITMENTS
   6,350    7,202      895   26,450   25,598   33,695   33,695        0        0

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:        252)
       0        0        0      252      252      252      252        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.8     21.4      2.7     78.5     76.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      10        4        2       18       11       30       15                  
 
 
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV               Code-0063AS
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:      118,668
COMMITMENTS
  45,044   25,614   16,979   56,122   75,565  118,145  118,158      523      510

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:      2,308)
    -527      -26      277    2,235    1,742    1,985    1,993      323      315

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.0     21.6     14.3     47.3     63.7     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      25       12       18       28       24       60       47                  
 
 
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV                   Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       59,404
COMMITMENTS
  22,744   11,018    7,586   28,855   40,710   59,186   59,314      218       90

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:      2,075)
     799    1,100      322      937      664    2,057    2,085       17      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.3     18.5     12.8     48.6     68.5     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      18        9       14       18       17       41       35                  
 
 
NJ SRECS - ICE FUTURES ENERGY DIV                                    Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:      149,445
COMMITMENTS
  40,768   26,418    3,325  105,352  119,702  149,445  149,445        0        0

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:       -600)
     300  -73,750      400   -1,300   72,750     -600     -600        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.3     17.7      2.2     70.5     80.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        8        4       16       15       22       24                  
 
 
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV                        Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:      118,142
COMMITMENTS
  18,089   49,498    3,337   96,717   65,307  118,142  118,142        0        0

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:      2,404)
     977    1,500      700      727      204    2,404    2,404        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.3     41.9      2.8     81.9     55.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       7        3        3       18       11       26       16                  
 
 
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV                   Code-0063CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       31,782
COMMITMENTS
   9,805    5,523    4,254   17,723   22,005   31,782   31,782        0        0

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:      1,515)
     502        0        0    1,013    1,515    1,515    1,515        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.9     17.4     13.4     55.8     69.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       8        3        4       11       11       23       16                  
 
 
RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV                           Code-0063CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       60,360
COMMITMENTS
   6,205    2,985    2,015   52,140   55,360   60,360   60,360        0        0

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:        -92)
      20        0        0     -112      -92      -92      -92        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.3      4.9      3.3     86.4     91.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       8        2        3       19       17       27       22                  
 
 
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV                Code-0063D9
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:        9,102
COMMITMENTS
   5,194    1,801      558    3,350    6,743    9,102    9,102        0        0

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:         50)
       0     -300       50        0      300       50       50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    57.1     19.8      6.1     36.8     74.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       6        3        2        4       11       12       15                  
 
 
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV                             Code-0063DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of Class 1 Renewable Energy Cert             OPEN INTEREST:       11,871
COMMITMENTS
     896    2,550      264   10,711    9,057   11,871   11,871        0        0

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.5     21.5      2.2     90.2     76.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        4        2       11        7       14       13                  
 
 
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV                Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of Class 1 Renewable Energy Cert             OPEN INTEREST:       19,303
COMMITMENTS
   2,498    5,850      950   15,830   12,503   19,278   19,303       25        0

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.9     30.3      4.9     82.0     64.8     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       5        5        4       12        9       18       17                  
 
 
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV                          Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       44,944
COMMITMENTS
  23,194    9,400    2,487   19,263   33,057   44,944   44,944        0        0

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:       -100)
    -250        0     -100      250        0     -100     -100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    51.6     20.9      5.5     42.9     73.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       7        3        4       15       10       23       16                  
 
 
MASS SREC CARVE OUT 1 - ICE FUTURES ENERGY DIV                       Code-0063DP
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       14,435
COMMITMENTS
     700    7,450    1,450   12,285    5,535   14,435   14,435        0        0

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.8     51.6     10.0     85.1     38.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        4        2       11        6       14       11                  
 
 
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV                          Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       40,409
COMMITMENTS
   4,038    1,615    3,618   32,581   35,166   40,237   40,399      172       10

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:      2,445)
     195     -123      449    1,876    2,119    2,520    2,445      -75        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.0      4.0      9.0     80.6     87.0     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       5        3        5       25       27       33       32                  
 
 
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV       Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       35,473
COMMITMENTS
   2,629    1,969    3,948   28,408   29,460   34,985   35,377      488       96

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:      1,673)
    -159      260      368    1,365    1,035    1,574    1,663       99       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.4      5.6     11.1     80.1     83.0     98.6     99.7      1.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       5        3        4       22       21       28       27                  
 
 
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV               Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
BBL                                                  OPEN INTEREST:        6,064
COMMITMENTS
     138    2,123      497    5,357    3,264    5,992    5,884       72      180

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.3     35.0      8.2     88.3     53.8     98.8     97.0      1.2      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        2       12       11       14       14                  
 
 
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV                 Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    5,117,062
COMMITMENTS
 296,976  103,236  330,271  4457562  4661995  5084809  5095502   32,253   21,560

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:     69,176)
 -89,025    2,185   50,300  111,699   17,126   72,974   69,611   -3,798     -435

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.8      2.0      6.5     87.1     91.1     99.4     99.6      0.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      237)
      44       24       54      154      123      219      182                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:    1,163,602
COMMITMENTS
  21,361   33,943  371,349  769,140  756,264  1161850  1161555    1,752    2,046

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:     52,767)
   3,283    9,758   32,408   16,987   10,497   52,677   52,662       90      104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8      2.9     31.9     66.1     65.0     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      11       14       24       46       48       71       72                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      260,870
COMMITMENTS
     544    5,254        0  235,912  250,631  236,456  255,885   24,414    4,985

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:      3,087)
     544        0        0    2,694    3,147    3,238    3,147     -151      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      2.0      0.0     90.4     96.1     90.6     98.1      9.4      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        2        0       29       25       30       27                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      145,436
COMMITMENTS
   2,814    5,136      917  138,316  125,892  142,047  131,945    3,389   13,491

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:      1,545)
     231     -217      333      458      508    1,022      624      523      921

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.9      3.5      0.6     95.1     86.6     97.7     90.7      2.3      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       5        1        4       19       23       24       28                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      315,637
COMMITMENTS
   2,766    4,866    5,200  294,805  298,691  302,771  308,757   12,866    6,880

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:      1,786)
  -1,462      945      844       95     -559     -523    1,230    2,309      556

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      1.5      1.6     93.4     94.6     95.9     97.8      4.1      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        4        4       29       27       35       32                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      853,746
COMMITMENTS
   5,726   12,585    3,140  836,979  836,236  845,845  851,961    7,901    1,785

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:     -2,697)
    -872     -531      756   -2,271   -2,893   -2,387   -2,668     -310      -29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      1.5      0.4     98.0     97.9     99.1     99.8      0.9      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       5        2        4       40       27       46       32                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      386,437
COMMITMENTS
   3,280    5,437    2,077  368,078  373,498  373,435  381,012   13,002    5,425

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:      8,408)
     147     -225      282    7,610    8,944    8,039    9,001      369     -593

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      1.4      0.5     95.2     96.7     96.6     98.6      3.4      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       3        4        3       39       36       43       42                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      527,001
COMMITMENTS
   2,142      906      182  514,858  519,866  517,182  520,954    9,819    6,047

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:      6,491)
     393        0        0    5,834    6,922    6,227    6,922      264     -431

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      0.2      0.0     97.7     98.6     98.1     98.9      1.9      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       3        2        1       41       39       45       41                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      389,926
COMMITMENTS
       0    3,865    1,488  380,848  376,829  382,336  382,182    7,590    7,744

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:      1,738)
       0      822     -762    2,126    1,650    1,364    1,710      374       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.0      0.4     97.7     96.6     98.1     98.0      1.9      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       0        3        1       39       28       40       31                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      112,241
COMMITMENTS
       0    4,245      403  106,643  103,467  107,046  108,115    5,195    4,126

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:      4,077)
    -186      453      -31    4,501    3,436    4,284    3,858     -207      219

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.8      0.4     95.0     92.2     95.4     96.3      4.6      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        2        2       16       19       18       21                  
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       31,547
COMMITMENTS
     570    1,364       30   29,373   29,397   29,973   30,791    1,574      756

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:      4,363)
       0      584       30    4,631    4,115    4,661    4,729     -298     -366

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8      4.3      0.1     93.1     93.2     95.0     97.6      5.0      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        3        1       15       18       18       21                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      243,192
COMMITMENTS
       0    1,356      144  238,306  235,016  238,450  236,516    4,742    6,676

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:      3,973)
       0    1,356      144    3,569    5,393    3,713    6,893      260   -2,920

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.6      0.1     98.0     96.6     98.1     97.3      1.9      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        2        2       25       23       27       25                  
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      188,794
COMMITMENTS
       0        0        0  180,182  185,646  180,182  185,646    8,612    3,148

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:      2,386)
       0        0        0      737    2,386      737    2,386    1,649        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     95.4     98.3     95.4     98.3      4.6      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        0        0       26       22       26       22                  
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      284,346
COMMITMENTS
       0        0        0  278,221  281,498  278,221  281,498    6,125    2,848

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:     -2,191)
       0        0        0   -2,222   -2,160   -2,222   -2,160       31      -31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     97.8     99.0     97.8     99.0      2.2      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        0        0       21       23       21       23                  
 
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                      Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       35,935
COMMITMENTS
   7,458        0        0   26,751   34,505   34,209   34,505    1,726    1,430

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:      3,162)
     434        0        0    2,604    3,068    3,038    3,068      124       94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.8      0.0      0.0     74.4     96.0     95.2     96.0      4.8      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       8        0        0       13       14       21       14                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      603,428
COMMITMENTS
  21,232    5,026    6,002  565,916  580,593  593,150  591,621   10,278   11,807

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:     -3,042)
   1,301      626      112   -3,690   -4,173   -2,277   -3,435     -765      393

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.5      0.8      1.0     93.8     96.2     98.3     98.0      1.7      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       6        2        6       46       34       54       40                  
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      208,983
COMMITMENTS
       0    1,931    3,242  202,404  195,573  205,646  200,746    3,337    8,237

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:      1,791)
       0      714      304    1,518      777    1,822    1,795      -31       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.9      1.6     96.9     93.6     98.4     96.1      1.6      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        2       24       21       26       23                  
 
 
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV             Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       46,611
COMMITMENTS
     497        0    1,001   44,170   44,048   45,668   45,049      943    1,562

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:      2,449)
     -31        0        0    2,418    1,401    2,387    1,401       62    1,048

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      0.0      2.1     94.8     94.5     98.0     96.6      2.0      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        1       15        9       16       10                  
 
 
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       73,306
COMMITMENTS
       0        0        0   69,971   65,807   69,971   65,807    3,335    7,499

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:      2,162)
       0        0        0    2,571      400    2,571      400     -409    1,762

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     95.5     89.8     95.5     89.8      4.5     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       19       15       19       15                  
 
 
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      239,705
COMMITMENTS
   3,645        0        0  233,161  239,457  236,806  239,457    2,899      248

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:      3,068)
     806        0        0    1,983    3,068    2,789    3,068      279        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      0.0      0.0     97.3     99.9     98.8     99.9      1.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        0        0       25       20       27       20                  
 
 
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV      Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      224,961
COMMITMENTS
  24,255    8,340    1,500  197,264  214,191  223,019  224,031    1,942      930

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:      3,192)
     626        0      180    2,386    3,192    3,192    3,372        0     -180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.8      3.7      0.7     87.7     95.2     99.1     99.6      0.9      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       6        7        2       31       35       37       44                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      138,747
COMMITMENTS
   1,635      587        0  135,499  136,460  137,134  137,047    1,613    1,700

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:      4,063)
       0      155        0    3,819    3,292    3,819    3,447      244      616

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      0.4      0.0     97.7     98.4     98.8     98.8      1.2      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        1        0       19       21       21       22                  
 
 
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV                     Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
MMBTU                                                OPEN INTEREST:       25,507
COMMITMENTS
     240    3,480        0   24,177   21,202   24,417   24,682    1,090      825

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:      5,139)
       0        0        0    5,559    4,649    5,559    4,649     -420      490

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9     13.6      0.0     94.8     83.1     95.7     96.8      4.3      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        0       18       10       19       12                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      268,598
COMMITMENTS
   2,021    2,776    4,348  257,782  250,479  264,151  257,603    4,447   10,995

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:      5,904)
       0        5     -648    7,985    7,006    7,337    6,363   -1,433     -459

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      1.0      1.6     96.0     93.3     98.3     95.9      1.7      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       1        3        3       37       34       41       37                  
 
 
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV                  Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       99,790
COMMITMENTS
     364        0        0   98,425   98,248   98,789   98,248    1,001    1,542

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      0.0      0.0     98.6     98.5     99.0     98.5      1.0      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0        9       13       10       13                  
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      104,931
COMMITMENTS
       0        0        0   95,992   93,616   95,992   93,616    8,939   11,315

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:      1,389)
       0        0        0    2,853    1,572    2,853    1,572   -1,464     -183

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     91.5     89.2     91.5     89.2      8.5     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       18       21       18       21                  
 
 
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV          Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      228,205
COMMITMENTS
   1,235    1,394      400  223,443  223,455  225,078  225,249    3,127    2,956

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:      1,392)
      15     -529      155    1,057    1,611    1,227    1,237      165      155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      0.6      0.2     97.9     97.9     98.6     98.7      1.4      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       2        1        1       25       33       27       35                  
 
 
NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY Code-0233BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       51,090
COMMITMENTS
       0        0        0   47,707   48,420   47,707   48,420    3,383    2,670

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:      1,255)
       0        0        0    1,136    1,265    1,136    1,265      119      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     93.4     94.8     93.4     94.8      6.6      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       10       17       10       17                  
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      193,144
COMMITMENTS
       0        0        0  189,397  188,524  189,397  188,524    3,747    4,620

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:      6,072)
       0        0        0    7,840    4,936    7,840    4,936   -1,768    1,136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     98.1     97.6     98.1     97.6      1.9      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        0        0       23       19       23       19                  
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       82,634
COMMITMENTS
       0        0        0   76,631   80,919   76,631   80,919    6,003    1,715

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:      1,964)
       0        0        0   -1,371    1,935   -1,371    1,935    3,335       29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     92.7     97.9     92.7     97.9      7.3      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       19       16       19       16                  
 
 
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV  Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       34,974
COMMITMENTS
   4,402        0        0   28,716   34,248   33,118   34,248    1,856      726

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:      1,674)
     124        0        0    1,426    1,674    1,550    1,674      124        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.6      0.0      0.0     82.1     97.9     94.7     97.9      5.3      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        0       14       12       16       12                  
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      190,024
COMMITMENTS
   4,242        0      345  178,662  182,712  183,249  183,057    6,775    6,967

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:      2,326)
     775        0        7      284    1,603    1,066    1,610    1,260      716

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2      0.0      0.2     94.0     96.2     96.4     96.3      3.6      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        0        2       17       19       20       21                  
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      159,375
COMMITMENTS
       0    4,069    5,337  141,282  137,996  146,619  147,402   12,756   11,973

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:      4,632)
       0    1,815    1,157    2,447    1,860    3,604    4,832    1,028     -200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.6      3.3     88.6     86.6     92.0     92.5      8.0      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       0        3        3       28       29       31       32                  
 
 
SOCAL CITYGATE FINANCIAL BASIS - ICE FUTURES ENERGY DIV              Code-0233BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
MMBtu                                                OPEN INTEREST:       45,947
COMMITMENTS
     651        0        0   40,916   42,995   41,567   42,995    4,380    2,952

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:        609)
       0        0        0       89      454       89      454      520      155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      0.0      0.0     89.1     93.6     90.5     93.6      9.5      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       16       13       17       13                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       40,968
COMMITMENTS
     540      310        0   39,367   39,266   39,907   39,576    1,061    1,392

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:      1,178)
       0        0        0    1,054      682    1,054      682      124      496

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      0.8      0.0     96.1     95.8     97.4     96.6      2.6      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        0       13       12       14       13                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      235,112
COMMITMENTS
     145    1,060    4,239  225,173  223,364  229,557  228,663    5,555    6,449

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:      7,002)
    -203     -357       97    7,601    7,280    7,495    7,020     -493      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      0.5      1.8     95.8     95.0     97.6     97.3      2.4      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       1        2        3       34       35       37       38                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:      132,742
COMMITMENTS
   1,462        0        2  124,132  127,724  125,596  127,726    7,146    5,016

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:      3,086)
     511        0        2    2,940    2,520    3,453    2,522     -367      564

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      0.0      0.0     93.5     96.2     94.6     96.2      5.4      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        0        1       29       28       31       29                  
 
 
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV                Code-0233CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       29,317
COMMITMENTS
   1,332        0        0   27,019   28,314   28,351   28,314      966    1,003

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.5      0.0      0.0     92.2     96.6     96.7     96.6      3.3      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       11        9       12        9                  
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      165,271
COMMITMENTS
   1,220    1,220        0  155,626  159,767  156,846  160,987    8,425    4,284

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:         69)
       0        0        0       69       69       69       69        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      0.7      0.0     94.2     96.7     94.9     97.4      5.1      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        0       17       18       18       19                  
 
 
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       36,537
COMMITMENTS
     395    1,739      401   33,454   32,790   34,250   34,930    2,287    1,607

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:      4,954)
     155      768     -126    4,281    4,370    4,310    5,012      644      -58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      4.8      1.1     91.6     89.7     93.7     95.6      6.3      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        1        9       18       11       19                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:      281,969
COMMITMENTS
       0        0        0  266,833  280,962  266,833  280,962   15,136    1,007

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:      1,773)
       0        0        0    1,559    1,708    1,559    1,708      214       65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     94.6     99.6     94.6     99.6      5.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        0        0       26       16       26       16                  
 
 
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV                         Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      111,272
COMMITMENTS
  10,653    8,774      142   91,395   99,649  102,190  108,565    9,082    2,707

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.6      7.9      0.1     82.1     89.6     91.8     97.6      8.2      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        1       12       13       14       15                  
 
 
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV                            Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:      211,675
COMMITMENTS
       0        0        0  207,929  208,575  207,929  208,575    3,746    3,100

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:      2,407)
       0        0        0    2,593    2,957    2,593    2,957     -186     -550

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     98.2     98.5     98.2     98.5      1.8      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        0        0       21       24       21       24                  
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:       30,958
COMMITMENTS
   3,969    1,921    4,396   22,295   24,601   30,661   30,917      297       41

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:       -324)
     -81      373     -190      -31     -484     -302     -301      -22      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.8      6.2     14.2     72.0     79.5     99.0     99.9      1.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      10        8       18       29       30       47       48                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       41,467
COMMITMENTS
   8,215      595      720   32,523   40,152   41,458   41,467        9        0

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:      3,409)
     825     -306     -144    2,728    3,859    3,409    3,409        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.8      1.4      1.7     78.4     96.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       6        6        8       26       24       37       34                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:       29,588
COMMITMENTS
   4,572      375      578   24,438   28,635   29,588   29,588        0        0

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:      2,085)
     247      -75     -197    2,109    2,367    2,159    2,095      -74      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.5      1.3      2.0     82.6     96.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5        2        4       19       18       25       23                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:      137,895
COMMITMENTS
   5,516    8,495   10,807  121,142  118,163  137,465  137,465      430      430

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:      1,856)
    -244       63      102    1,994    1,691    1,852    1,856        4        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.0      6.2      7.8     87.9     85.7     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      11        9        8       33       35       46       50                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       74,584
COMMITMENTS
   1,000    1,382    3,019   70,534   70,182   74,554   74,584       30        0

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:      1,494)
     275      -15       21    1,167    1,511    1,464    1,518       30      -24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      1.9      4.0     94.6     94.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       5        7        6       22       23       31       32                  
 
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:       34,481
COMMITMENTS
     350      650      225   33,906   33,606   34,481   34,481        0        0

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:        589)
     -50       50       75      564      464      589      589        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      1.9      0.7     98.3     97.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        1        3       11       16       14       20                  
 
 
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV                    Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       67,364
COMMITMENTS
  16,070      800    5,812   45,156   60,722   67,038   67,334      326       30

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:       -514)
      10      210        5     -289     -729     -274     -514     -240        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.9      1.2      8.6     67.0     90.1     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       5        4        3       27       27       33       33                  
 
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       85,591
COMMITMENTS
  26,209    1,843    4,781   53,742   78,750   84,732   85,374      859      217

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:        218)
     -48      180      -23      286       31      215      188        3       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.6      2.2      5.6     62.8     92.0     99.0     99.7      1.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       7        6        6       27       27       36       37                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       76,732
COMMITMENTS
   3,693      751    1,301   70,815   74,607   75,809   76,659      923       73

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:        237)
       0      350     -197      434       84      237      237        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.8      1.0      1.7     92.3     97.2     98.8     99.9      1.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        2        2       28       27       33       30                  
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       98,043
COMMITMENTS
   4,191      754    1,893   91,247   95,381   97,331   98,028      712       15

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:        438)
      25      300     -186      599      324      438      438        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.3      0.8      1.9     93.1     97.3     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       5        2        4       30       30       36       35                  
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       42,988
COMMITMENTS
     400      420        0   42,448   42,298   42,848   42,718      140      270

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:        350)
       0        0        0      350      350      350      350        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      1.0      0.0     98.7     98.4     99.7     99.4      0.3      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        0       19       22       20       23                  
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       26,238
COMMITMENTS
     350      747       13   25,609   25,358   25,972   26,118      266      120

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:        450)
       0       50        0      450      400      450      450        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      2.8      0.0     97.6     96.6     99.0     99.5      1.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        2       19       19       21       22                  
 
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                 Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       79,492
COMMITMENTS
  23,339      683    2,261   53,573   76,413   79,173   79,357      319      135

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:      1,620)
     828       78       27      780    1,515    1,634    1,620      -14        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.4      0.9      2.8     67.4     96.1     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      19        1       11       32       32       52       43                  
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       28,976
COMMITMENTS
   9,936      110      750   18,004   27,774   28,690   28,634      286      342

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:         96)
       0        0        0       96       96       96       96        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.3      0.4      2.6     62.1     95.9     99.0     98.8      1.0      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       6        1        4       21       22       28       26                  
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       49,016
COMMITMENTS
     400      370       50   48,421   48,386   48,871   48,806      145      210

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:        355)
       0        0        0      355      355      355      355        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      0.8      0.1     98.8     98.7     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        1        1       20       23       22       24                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       40,533
COMMITMENTS
     605    1,460      120   38,864   38,859   39,589   40,439      944       94

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:        601)
       0       25        0      576      576      576      601       25        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      3.6      0.3     95.9     95.9     97.7     99.8      2.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        4        2       21       21       24       27                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       62,753
COMMITMENTS
   2,912      200        0   59,268   62,208   62,180   62,408      573      345

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:        575)
     -20        0        0      595      575      575      575        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.6      0.3      0.0     94.4     99.1     99.1     99.5      0.9      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        0       25       17       27       18                  
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       66,614
COMMITMENTS
   3,259    3,300       60   63,015   63,074   66,334   66,434      280      180

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:      1,475)
       0        0        0    1,475    1,475    1,475    1,475        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.9      5.0      0.1     94.6     94.7     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        1        1       25       18       28       20                  
 
 
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       81,916
COMMITMENTS
   1,400    1,045      186   80,065   80,685   81,651   81,916      265        0

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:        858)
     336      514     -193      715      537      858      858        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7      1.3      0.2     97.7     98.5     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        3        3       27       27       31       31                  
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:      104,606
COMMITMENTS
   1,664    5,168      874  101,712   98,547  104,251  104,590      355       16

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:      1,381)
    -254     -110      261    1,369    1,230    1,376    1,381        5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6      4.9      0.8     97.2     94.2     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       4       15        6       31       31       40       47                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       56,323
COMMITMENTS
     150    4,156      275   55,878   51,892   56,303   56,323       20        0

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:        460)
      50      375        0      410       85      460      460        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      7.4      0.5     99.2     92.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        5        2       15       16       17       22                  
 
 
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV                        Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
25MWh                                                OPEN INTEREST:       50,540
COMMITMENTS
     125      470      340   50,075   49,730   50,540   50,540        0        0

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:        560)
      75        0      -75      560      635      560      560        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      0.9      0.7     99.1     98.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        3        2       13        8       15       12                  
 
 
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       62,702
COMMITMENTS
   1,427    1,956    1,512   59,711   59,082   62,650   62,550       52      152

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:        175)
      -3        0        5      173      170      175      175        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.3      3.1      2.4     95.2     94.2     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       6        1        3       23       23       30       26                  
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       64,398
COMMITMENTS
   2,076    1,522    5,378   56,588   57,380   64,042   64,280      356      118

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:        741)
      -6       25      -26      767      742      735      741        6        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.2      2.4      8.4     87.9     89.1     99.4     99.8      0.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       8        3        3       24       25       33       30                  
 
 
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       28,785
COMMITMENTS
     990      450       80   27,563   28,199   28,633   28,729      152       56

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:        360)
       0        0        0      380      360      380      360      -20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.4      1.6      0.3     95.8     98.0     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        1       18       13       20       14                  
 
 
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       28,460
COMMITMENTS
     875        0        0   27,379   28,348   28,254   28,348      206      112

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:        235)
       0        0        0      235      225      235      225        0       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.1      0.0      0.0     96.2     99.6     99.3     99.6      0.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       19       11       20       11                  
 
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       33,568
COMMITMENTS
     389    1,874      889   32,275   30,805   33,553   33,568       15        0

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:        381)
    -210      240       25      565      116      380      381        1        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      5.6      2.6     96.1     91.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        3        3       20       25       24       30                  
 
 
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       22,370
COMMITMENTS
     325    2,822      275   21,309   19,173   21,909   22,270      461      100

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:        255)
       0      180        0      135       75      135      255      120        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5     12.6      1.2     95.3     85.7     97.9     99.6      2.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        4        1       14       16       15       21                  
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       58,629
COMMITMENTS
   2,176    3,312      917   55,434   54,384   58,527   58,613      102       16

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:        662)
      71      350     -127      687      456      631      679       31      -17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.7      5.6      1.6     94.6     92.8     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       5        5        6       30       29       38       37                  
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       39,975
COMMITMENTS
     433    1,941    1,142   38,028   36,772   39,603   39,855      372      120

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:        409)
     -84       36       84      409      289      409      409        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      4.9      2.9     95.1     92.0     99.1     99.7      0.9      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        4        4       24       19       28       24                  
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       22,527
COMMITMENTS
   2,315      300      100   19,962   22,112   22,377   22,512      150       15

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:      1,275)
     650        0        0      625    1,275    1,275    1,275        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.3      1.3      0.4     88.6     98.2     99.3     99.9      0.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        1        1       16       14       20       16                  
 
 
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV     Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       12,506
COMMITMENTS
      50    1,270      280   11,959   10,934   12,289   12,484      217       22

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:         17)
       0        0        0        0        0        0        0       17       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4     10.2      2.2     95.6     87.4     98.3     99.8      1.7      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        4        1       14       13       16       17                  
 
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       12,656
COMMITMENTS
      50    1,670      205   12,281   10,781   12,536   12,656      120        0

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4     13.2      1.6     97.0     85.2     99.1    100.0      0.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        4        1       15       13       17       17                  
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,253
COMMITMENTS
   2,135      375      530   14,409   16,323   17,074   17,228      179       25

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:        775)
      40        0       15      720      760      775      775        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.4      2.2      3.1     83.5     94.6     99.0     99.9      1.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        2        3       17       16       20       20                  
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       16,981
COMMITMENTS
   2,205      375      495   13,927   16,078   16,627   16,948      354       33

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:        685)
      40        0      -75      720      760      685      685        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.0      2.2      2.9     82.0     94.7     97.9     99.8      2.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        3       16       16       19       20                  
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       42,483
COMMITMENTS
     405    1,060    3,235   38,778   38,128   42,418   42,423       65       60

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:        205)
    -280      135      280      205     -250      205      165        0       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      2.5      7.6     91.3     89.7     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       5        3        3       23       15       29       20                  
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       42,296
COMMITMENTS
     815      925    3,100   38,313   38,271   42,228   42,296       68        0

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:        315)
    -465        0      465      315     -150      315      315        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.9      2.2      7.3     90.6     90.5     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       7        2        4       23       17       30       23                  
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      111,139
COMMITMENTS
   1,970   10,837    1,424  107,685   98,838  111,079  111,099       60       40

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:        490)
    -165     -395       45      570      840      450      490       40        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8      9.8      1.3     96.9     88.9     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       7        8        6       38       33       48       44                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
352 MWh                                              OPEN INTEREST:      124,421
COMMITMENTS
   1,900    9,716    1,917  120,589  112,788  124,406  124,421       15        0

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:        962)
     -75     -370       40      997    1,292      962      962        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      7.8      1.5     96.9     90.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       7       12        7       39       36       52       49                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      513,054
COMMITMENTS
  23,870   28,778   60,375  428,244  422,863  512,489  512,016      565    1,038

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:      2,427)
   3,124     -569     -643      100    3,016    2,580    1,804     -153      623

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.7      5.6     11.8     83.5     82.4     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      21       20       19       41       41       70       73                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       16,426
COMMITMENTS
   3,915        0        0   12,497   16,426   16,412   16,426       14        0

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:        145)
       0        0        0      145      145      145      145        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.8      0.0      0.0     76.1    100.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       5        0        0       19       12       24       12                  
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       16,053
COMMITMENTS
   3,575      210       60   12,204   15,783   15,839   16,053      214        0

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:        140)
       0        0        0      140      140      140      140        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.3      1.3      0.4     76.0     98.3     98.7    100.0      1.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        1        1       19       11       23       12                  
 
 
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV                Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        3,390
COMMITMENTS
     800      200        0    2,583    3,190    3,383    3,390        7        0

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:        283)
       0        0        0      283      283      283      283        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.6      5.9      0.0     76.2     94.1     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        1        0       12       14       15       15                  
 
 
ARGUS CIF ARA Lg Finl Propane - ICE FUTURES ENERGY DIV               Code-066411
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 metric tonnes                                   OPEN INTEREST:        2,285
COMMITMENTS
     337        0      255    1,380    1,640    1,972    1,895      313      390

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:         85)
       1        0       -2       66       55       65       53       20       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.7      0.0     11.2     60.4     71.8     86.3     82.9     13.7     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        0        4       14       19       18       23                  
 
 
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV                      Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000  metric tonnes                                  OPEN INTEREST:        5,142
COMMITMENTS
     576      566      187    3,680    3,478    4,443    4,231      699      911

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:        208)
      56       93        4      151      127      211      224       -3      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.2     11.0      3.6     71.6     67.6     86.4     82.3     13.6     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        6        6       20       22       27       30                  
 
 
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV                 Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       35,442
COMMITMENTS
   5,247       35       35   30,000   35,221   35,282   35,291      160      151

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:        496)
       0       35        0      561      491      561      526      -65      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.8      0.1      0.1     84.6     99.4     99.5     99.6      0.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       3        1        1       39       40       42       42                  
 
 
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV              Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       15,269
COMMITMENTS
      93        0      137   14,911   14,317   15,141   14,454      128      815

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:        432)
      20        0      -20      437      224      437      204       -5      228

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      0.0      0.9     97.7     93.8     99.2     94.7      0.8      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        0        1       22       24       24       25                  
 
 
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV               Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       11,995
COMMITMENTS
     521      382      666   10,004   10,623   11,191   11,671      804      324

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:        471)
     -22      268      -72      575      265      481      461      -10       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.3      3.2      5.6     83.4     88.6     93.3     97.3      6.7      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       5        2        3       31       32       37       36                  
 
 
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV              Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       39,754
COMMITMENTS
   3,649      942      498   34,687   38,274   38,834   39,714      920       40

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:      1,146)
     312     -245       31      803    1,360    1,146    1,146        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.2      2.4      1.3     87.3     96.3     97.7     99.9      2.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       4        4        3       28       39       35       43                  
 
 
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV              Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       60,557
COMMITMENTS
   3,421    1,530    3,267   53,371   55,143   60,059   59,940      498      617

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:        456)
    -574       37      286      618       -3      330      320      126      136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.6      2.5      5.4     88.1     91.1     99.2     99.0      0.8      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      12        9       14       64       64       81       82                  
 
 
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV                   Code-06641H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 Metric  Tonnes                                  OPEN INTEREST:        1,730
COMMITMENTS
     244        0      112      795    1,305    1,151    1,417      579      313

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.1      0.0      6.5     46.0     75.4     66.5     81.9     33.5     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        0        2       12       14       16       16                  
 
 
WTI 1st Line-Brent 1st Line - ICE FUTURES ENERGY DIV                 Code-06741R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:      264,435
COMMITMENTS
   2,295  205,887      991  254,087   19,864  257,373  226,742    7,062   37,693

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:      4,888)
     300    5,263     -300    4,648        0    4,648    4,963      240      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9     77.9      0.4     96.1      7.5     97.3     85.7      2.7     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        6        2       12        7       14       14                  
 
 
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV                 Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 BARRELS                                         OPEN INTEREST:       23,306
COMMITMENTS
       0        0        0   23,261   23,261   23,261   23,261       45       45

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:     -5,038)
       0        0        0   -5,033   -5,053   -5,033   -5,053       -5       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     99.8     99.8     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        0        0       25       22       25       22                  
 
 
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV               Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       11,795
COMMITMENTS
      90      735       55   11,455   10,865   11,600   11,655      195      140

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      6.2      0.5     97.1     92.1     98.3     98.8      1.7      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        3        2       10       13       13       16                  
 
 
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV               Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:      224,670
COMMITMENTS
       0        0        0  215,660  212,406  215,660  212,406    9,010   12,264

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:      1,820)
       0        0        0    1,755    1,629    1,755    1,629       65      191

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     96.0     94.5     96.0     94.5      4.0      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       13       19       13       19                  



Updated November 22, 2019