CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 32,668 COMMITMENTS 6,284 7,067 845 25,539 24,756 32,668 32,668 0 0 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: -1,027) -66 -135 -50 -911 -842 -1,027 -1,027 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.2 21.6 2.6 78.2 75.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 10 3 2 19 12 30 16 CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 116,869 COMMITMENTS 48,526 24,736 13,444 54,280 75,915 116,249 114,094 620 2,775 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: -1,798) 3,483 -879 -3,536 -1,843 351 -1,895 -4,063 97 2,265 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.5 21.2 11.5 46.4 65.0 99.5 97.6 0.5 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 24 10 17 28 23 56 46 CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 62,610 COMMITMENTS 24,167 12,166 7,850 30,368 42,499 62,385 62,515 224 94 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 3,205) 1,423 1,148 264 1,513 1,789 3,200 3,201 6 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.6 19.4 12.5 48.5 67.9 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 19 8 14 18 18 41 36 NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 153,608 COMMITMENTS 40,528 25,735 4,743 108,337 123,130 153,608 153,608 0 0 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 4,163) -240 -683 1,418 2,985 3,428 4,163 4,163 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.4 16.8 3.1 70.5 80.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 7 4 16 15 22 24 PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 118,794 COMMITMENTS 18,126 51,498 3,337 97,331 63,959 118,794 118,794 0 0 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 652) 37 2,000 0 615 -1,348 652 652 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.3 43.4 2.8 81.9 53.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 7 3 3 18 10 26 15 CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 32,385 COMMITMENTS 9,808 5,823 4,254 18,323 22,308 32,385 32,385 0 0 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 602) 2 300 0 600 302 602 602 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.3 18.0 13.1 56.6 68.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 8 3 4 11 12 23 17 RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063CL OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 61,416 COMMITMENTS 6,090 2,995 2,055 53,271 56,366 61,416 61,416 0 0 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 1,056) -115 10 40 1,131 1,006 1,056 1,056 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.9 4.9 3.3 86.7 91.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 7 3 3 19 17 27 22 CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 10,352 COMMITMENTS 5,594 1,301 1,058 3,350 7,643 10,002 10,002 350 350 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 1,250) 400 -500 500 0 900 900 900 350 350 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 54.0 12.6 10.2 32.4 73.8 96.6 96.6 3.4 3.4 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 11/26/19 | --------------------------------------------------------------| 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: 11,921 COMMITMENTS 1,046 2,550 214 10,661 9,157 11,921 11,921 0 0 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 50) 150 0 -50 -50 100 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.8 21.4 1.8 89.4 76.8 100.0 100.0 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 11/26/19 | --------------------------------------------------------------| 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: 19,353 COMMITMENTS 2,498 5,900 850 15,980 12,603 19,328 19,353 25 0 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 50) 0 50 -100 150 100 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.9 30.5 4.4 82.6 65.1 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 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 44,694 COMMITMENTS 22,444 9,700 2,487 19,763 32,507 44,694 44,694 0 0 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: -250) -750 300 0 500 -550 -250 -250 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.2 21.7 5.6 44.2 72.7 100.0 100.0 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 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 14,435 COMMITMENTS 550 7,450 1,450 12,435 5,535 14,435 14,435 0 0 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 0) -150 0 0 150 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 51.6 10.0 86.1 38.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 4 2 11 6 14 11 USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 38,454 COMMITMENTS 4,108 1,646 3,526 30,648 33,272 38,282 38,444 172 10 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: -1,955) 70 31 -92 -1,933 -1,894 -1,955 -1,955 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.7 4.3 9.2 79.7 86.5 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 6 3 5 25 27 34 32 FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 38,102 COMMITMENTS 2,965 2,201 4,270 30,079 31,415 37,314 37,886 788 216 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 2,629) 336 232 322 1,671 1,955 2,329 2,509 300 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.8 5.8 11.2 78.9 82.4 97.9 99.4 2.1 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 5 4 4 24 22 30 29 USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- BBL OPEN INTEREST: 6,536 COMMITMENTS 173 1,950 667 5,624 3,739 6,464 6,356 72 180 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 472) 35 -173 170 267 475 472 472 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 29.8 10.2 86.0 57.2 98.9 97.2 1.1 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 2 2 12 11 15 13 NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 5,176,503 COMMITMENTS 368,555 141,802 329,873 4437615 4674782 5136043 5146457 40,460 30,046 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 59,441) 71,579 38,566 -398 -19,947 12,787 51,234 50,955 8,207 8,486 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.1 2.7 6.4 85.7 90.3 99.2 99.4 0.8 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237) 48 24 51 152 121 217 179 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 1,056,076 COMMITMENTS 21,137 32,715 299,130 734,384 723,682 1054651 1055527 1,425 549 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: -107,525) -224 -1,228 -72,219 -34,756 -32,581 -107,199 -106,029 -327 -1,497 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 3.1 28.3 69.5 68.5 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 13 10 22 43 43 66 65 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 263,412 COMMITMENTS 384 5,776 275 238,190 252,831 238,849 258,882 24,563 4,530 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 2,542) -160 522 275 2,278 2,200 2,393 2,997 149 -455 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 2.2 0.1 90.4 96.0 90.7 98.3 9.3 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 2 2 29 25 31 28 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 147,714 COMMITMENTS 3,466 5,136 1,442 138,645 127,835 143,553 134,413 4,161 13,301 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 2,278) 652 0 525 329 1,943 1,506 2,468 772 -190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 3.5 1.0 93.9 86.5 97.2 91.0 2.8 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 4 1 5 18 21 23 27 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 317,231 COMMITMENTS 4,013 4,211 4,686 296,691 301,542 305,390 310,439 11,841 6,792 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 1,594) 1,247 -655 -514 1,886 2,851 2,619 1,682 -1,025 -88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 1.3 1.5 93.5 95.1 96.3 97.9 3.7 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 5 2 3 30 30 36 34 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 863,520 COMMITMENTS 5,782 12,041 3,141 846,787 847,160 855,710 862,342 7,810 1,178 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 9,774) 56 -544 1 9,808 10,924 9,865 10,381 -91 -607 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 1.4 0.4 98.1 98.1 99.1 99.9 0.9 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 5 2 4 40 28 46 33 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 390,007 COMMITMENTS 5,073 4,577 1,488 370,700 374,657 377,261 380,722 12,746 9,285 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 3,570) 1,793 -860 -589 2,622 1,159 3,826 -290 -256 3,860 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 1.2 0.4 95.0 96.1 96.7 97.6 3.3 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 6 4 3 41 39 48 45 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 532,094 COMMITMENTS 3,041 906 182 518,557 525,192 521,780 526,280 10,314 5,814 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 5,093) 899 0 0 3,699 5,326 4,598 5,326 495 -233 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 0.2 0.0 97.5 98.7 98.1 98.9 1.9 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 5 2 1 44 40 50 42 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 396,213 COMMITMENTS 0 4,411 1,922 387,066 382,755 388,988 389,088 7,225 7,125 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 6,287) 0 546 434 6,218 5,926 6,652 6,906 -365 -619 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.1 0.5 97.7 96.6 98.2 98.2 1.8 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 0 5 3 39 29 42 34 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 113,605 COMMITMENTS 0 4,057 403 107,872 104,921 108,275 109,381 5,330 4,224 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 1,364) 0 -188 0 1,229 1,454 1,229 1,266 135 98 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.6 0.4 95.0 92.4 95.3 96.3 4.7 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 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 34,085 COMMITMENTS 300 1,466 300 31,507 31,133 32,107 32,899 1,978 1,186 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 2,538) -270 102 270 2,134 1,736 2,134 2,108 404 430 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 4.3 0.9 92.4 91.3 94.2 96.5 5.8 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 4 2 16 17 19 21 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 255,435 COMMITMENTS 0 2,081 354 250,240 246,088 250,594 248,523 4,841 6,912 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 12,243) 0 725 210 11,934 11,072 12,144 12,007 99 236 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.8 0.1 98.0 96.3 98.1 97.3 1.9 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 0 2 2 26 24 28 26 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 188,872 COMMITMENTS 0 0 0 181,574 186,915 181,574 186,915 7,298 1,957 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 78) 0 0 0 1,392 1,269 1,392 1,269 -1,314 -1,191 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 96.1 99.0 96.1 99.0 3.9 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 0 0 26 23 26 23 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 286,168 COMMITMENTS 0 2,736 0 280,105 281,103 280,105 283,839 6,063 2,329 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 1,822) 0 2,736 0 1,884 -395 1,884 2,341 -62 -519 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.0 0.0 97.9 98.2 97.9 99.2 2.1 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 1 0 22 23 22 24 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 43,363 COMMITMENTS 9,783 0 0 31,476 41,282 41,259 41,282 2,104 2,081 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 7,428) 2,325 0 0 4,725 6,777 7,050 6,777 378 651 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.6 0.0 0.0 72.6 95.2 95.1 95.2 4.9 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 8 0 0 16 17 24 17 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 612,779 COMMITMENTS 20,377 5,248 7,139 575,657 588,177 603,173 600,564 9,606 12,215 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 9,351) -855 222 1,137 9,741 7,584 10,023 8,943 -672 408 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 0.9 1.2 93.9 96.0 98.4 98.0 1.6 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 6 3 6 47 35 55 42 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 211,167 COMMITMENTS 931 2,200 3,361 203,872 197,332 208,164 202,893 3,003 8,274 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 2,184) 931 269 119 1,468 1,759 2,518 2,147 -334 37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 1.0 1.6 96.5 93.4 98.6 96.1 1.4 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 2 4 24 21 28 25 EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 47,293 COMMITMENTS 497 249 1,031 44,883 44,327 46,411 45,607 882 1,686 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 682) 0 249 30 713 279 743 558 -61 124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 0.5 2.2 94.9 93.7 98.1 96.4 1.9 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 2 15 9 17 11 EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 74,795 COMMITMENTS 0 0 0 71,854 67,230 71,854 67,230 2,941 7,565 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 1,489) 0 0 0 1,883 1,423 1,883 1,423 -394 66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 96.1 89.9 96.1 89.9 3.9 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 0 0 20 15 20 15 HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 266,069 COMMITMENTS 20,478 8,587 0 241,865 256,211 262,343 264,798 3,726 1,271 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 26,364) 16,833 8,587 0 8,704 16,754 25,537 25,341 827 1,023 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.7 3.2 0.0 90.9 96.3 98.6 99.5 1.4 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 9 4 0 33 34 42 38 HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 260,873 COMMITMENTS 36,000 11,905 6,738 216,518 240,948 259,256 259,591 1,617 1,282 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 35,912) 11,745 3,565 5,238 19,254 26,757 36,237 35,560 -325 352 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.8 4.6 2.6 83.0 92.4 99.4 99.5 0.6 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 10 7 5 40 44 51 55 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 147,188 COMMITMENTS 2,255 248 0 143,221 144,961 145,476 145,209 1,712 1,979 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 8,441) 620 -339 0 7,722 8,501 8,342 8,162 99 279 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 0.2 0.0 97.3 98.5 98.8 98.7 1.2 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 1 0 26 22 28 23 MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- MMBTU OPEN INTEREST: 27,088 COMMITMENTS 240 3,449 31 25,262 22,690 25,533 26,170 1,555 918 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 1,581) 0 -31 31 1,085 1,488 1,116 1,488 465 93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 12.7 0.1 93.3 83.8 94.3 96.6 5.7 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 2 1 19 12 21 14 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 270,242 COMMITMENTS 1,728 1,411 3,668 260,306 253,745 265,702 258,824 4,540 11,418 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 1,644) -293 -1,365 -680 2,524 3,266 1,551 1,221 93 423 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 0.5 1.4 96.3 93.9 98.3 95.8 1.7 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 2 1 2 37 34 40 37 NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 103,169 COMMITMENTS 178 0 62 101,990 101,406 102,230 101,468 939 1,701 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 3,379) -186 0 62 3,565 3,158 3,441 3,220 -62 159 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 0.0 0.1 98.9 98.3 99.1 98.4 0.9 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 1 12 17 13 18 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 105,488 COMMITMENTS 0 744 62 97,374 91,176 97,436 91,982 8,052 13,506 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 557) 0 744 62 1,382 -2,440 1,444 -1,634 -887 2,191 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.7 0.1 92.3 86.4 92.4 87.2 7.6 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 1 1 21 20 22 21 NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 231,650 COMMITMENTS 1,220 2,515 626 226,339 225,570 228,185 228,711 3,465 2,939 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 3,445) -15 1,121 226 2,896 2,115 3,107 3,462 338 -17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 1.1 0.3 97.7 97.4 98.5 98.7 1.5 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 1 5 2 25 33 28 38 NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY Code-0233BA OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 51,607 COMMITMENTS 0 0 0 48,098 49,150 48,098 49,150 3,509 2,457 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 517) 0 0 0 391 730 391 730 126 -213 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 93.2 95.2 93.2 95.2 6.8 4.8 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 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 189,652 COMMITMENTS 0 0 0 186,007 184,664 186,007 184,664 3,645 4,988 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: -3,492) 0 0 0 -3,390 -3,860 -3,390 -3,860 -102 368 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 98.1 97.4 98.1 97.4 1.9 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 0 0 24 20 24 20 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 85,393 COMMITMENTS 0 0 0 77,480 83,800 77,480 83,800 7,913 1,593 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 2,759) 0 0 0 849 2,881 849 2,881 1,910 -122 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 90.7 98.1 90.7 98.1 9.3 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 19 16 19 16 NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 33,981 COMMITMENTS 4,339 0 0 27,536 33,284 31,875 33,284 2,106 697 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: -993) -63 0 0 -1,180 -964 -1,243 -964 250 -29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.8 0.0 0.0 81.0 97.9 93.8 97.9 6.2 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 0 0 13 13 16 13 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 190,245 COMMITMENTS 3,331 1,211 722 180,303 182,129 184,356 184,062 5,889 6,183 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 221) -911 1,211 377 1,641 -583 1,107 1,005 -886 -784 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 0.6 0.4 94.8 95.7 96.9 96.7 3.1 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 3 2 18 20 21 23 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 162,504 COMMITMENTS 0 6,628 5,574 144,414 137,777 149,988 149,979 12,516 12,525 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 3,129) 0 2,559 237 3,132 -219 3,369 2,577 -240 552 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.1 3.4 88.9 84.8 92.3 92.3 7.7 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 0 5 2 27 28 29 33 PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 22,020 COMMITMENTS 287 510 240 20,554 20,410 21,081 21,160 939 860 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 2.3 1.1 93.3 92.7 95.7 96.1 4.3 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 1 12 10 13 12 SOCAL CITYGATE FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-0233BY OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- MMBtu OPEN INTEREST: 46,409 COMMITMENTS 589 0 0 41,652 43,848 42,241 43,848 4,168 2,561 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 462) -62 0 0 736 853 674 853 -212 -391 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 0.0 0.0 89.7 94.5 91.0 94.5 9.0 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 16 14 17 14 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 47,280 COMMITMENTS 1,406 383 175 44,464 45,363 46,045 45,921 1,235 1,359 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 6,312) 866 73 175 5,097 6,097 6,138 6,345 174 -33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.0 0.8 0.4 94.0 95.9 97.4 97.1 2.6 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 2 1 16 17 19 19 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 240,627 COMMITMENTS 236 1,060 4,208 229,195 228,997 233,639 234,265 6,988 6,362 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 5,515) 91 0 -31 4,022 5,633 4,082 5,602 1,433 -87 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 0.4 1.7 95.2 95.2 97.1 97.4 2.9 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 1 2 3 35 36 38 39 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 135,824 COMMITMENTS 1,648 0 33 127,456 130,649 129,137 130,682 6,687 5,142 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 3,082) 186 0 31 3,324 2,925 3,541 2,956 -459 126 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 0.0 0.0 93.8 96.2 95.1 96.2 4.9 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 3 0 2 29 28 32 30 TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CV OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 32,076 COMMITMENTS 1,673 0 0 29,313 30,670 30,986 30,670 1,090 1,406 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 2,759) 341 0 0 2,294 2,356 2,635 2,356 124 403 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.2 0.0 0.0 91.4 95.6 96.6 95.6 3.4 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 0 0 12 9 14 9 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 166,178 COMMITMENTS 1,220 1,220 0 156,044 160,612 157,264 161,832 8,914 4,346 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 907) 0 0 0 418 845 418 845 489 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 0.7 0.0 93.9 96.7 94.6 97.4 5.4 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 0 18 18 19 19 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 37,219 COMMITMENTS 766 1,739 401 33,671 33,224 34,838 35,364 2,381 1,855 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 682) 371 0 0 217 434 588 434 94 248 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 4.7 1.1 90.5 89.3 93.6 95.0 6.4 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 1 1 9 18 12 19 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 284,129 COMMITMENTS 0 0 0 268,810 283,397 268,810 283,397 15,319 732 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 2,160) 0 0 0 1,977 2,435 1,977 2,435 183 -275 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 94.6 99.7 94.6 99.7 5.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 0 0 0 29 18 29 18 TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 111,777 COMMITMENTS 10,653 8,774 142 91,686 100,398 102,481 109,314 9,296 2,463 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 505) 0 0 0 291 749 291 749 214 -244 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.5 7.8 0.1 82.0 89.8 91.7 97.8 8.3 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 1 12 14 14 16 REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 213,625 COMMITMENTS 0 0 0 210,886 210,866 210,886 210,866 2,739 2,759 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 1,950) 0 0 0 2,957 2,291 2,957 2,291 -1,007 -341 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 98.7 98.7 98.7 98.7 1.3 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 0 0 22 23 22 23 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 31,053 COMMITMENTS 4,155 2,533 4,432 20,875 22,839 29,462 29,805 1,591 1,248 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 95) 186 613 36 -1,421 -1,761 -1,198 -1,112 1,293 1,207 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.4 8.2 14.3 67.2 73.5 94.9 96.0 5.1 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 12 8 19 27 28 46 48 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 41,507 COMMITMENTS 8,251 396 469 32,667 40,642 41,387 41,507 120 0 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 40) 36 -199 -251 144 490 -71 40 111 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.9 1.0 1.1 78.7 97.9 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 8 4 5 27 24 38 31 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 31,170 COMMITMENTS 4,647 275 600 25,923 30,295 31,170 31,170 0 0 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 1,582) 75 -100 22 1,485 1,660 1,582 1,582 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.9 0.9 1.9 83.2 97.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 5 2 2 19 17 24 21 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 137,852 COMMITMENTS 5,963 7,992 10,698 120,829 118,721 137,490 137,411 362 441 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: -43) 447 -503 -109 -313 558 25 -54 -68 11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.3 5.8 7.8 87.7 86.1 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 14 8 8 33 36 48 51 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 75,370 COMMITMENTS 1,738 863 2,817 70,801 71,671 75,355 75,350 15 20 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 787) 738 -520 -203 266 1,489 802 767 -15 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 1.1 3.7 93.9 95.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 6 5 6 22 24 31 32 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 35,182 COMMITMENTS 325 400 200 34,657 34,582 35,182 35,182 0 0 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 701) -25 -250 -25 751 976 701 701 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 1.1 0.6 98.5 98.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 1 3 11 15 15 18 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 67,588 COMMITMENTS 16,065 788 5,824 45,372 60,946 67,261 67,558 327 30 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 224) -5 -12 12 216 224 223 224 1 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.8 1.2 8.6 67.1 90.2 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 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 85,954 COMMITMENTS 26,254 1,926 4,763 54,073 79,029 85,090 85,718 864 236 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 363) 45 83 -18 331 279 358 344 5 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.5 2.2 5.5 62.9 91.9 99.0 99.7 1.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 7 6 5 27 26 35 36 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 76,869 COMMITMENTS 3,681 1,051 1,294 70,971 74,451 75,946 76,796 923 73 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 137) -12 300 -7 156 -156 137 137 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 1.4 1.7 92.3 96.9 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 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 98,823 COMMITMENTS 4,174 1,054 1,891 92,026 95,856 98,091 98,801 732 22 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 780) -17 300 -2 779 475 760 773 20 7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.2 1.1 1.9 93.1 97.0 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 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 42,788 COMMITMENTS 400 420 0 42,242 42,098 42,642 42,518 146 270 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: -200) 0 0 0 -206 -200 -206 -200 6 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 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 26,548 COMMITMENTS 350 687 73 25,859 25,668 26,282 26,428 266 120 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 310) 0 -60 60 250 310 310 310 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 2.6 0.3 97.4 96.7 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 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 83,332 COMMITMENTS 23,403 777 2,181 57,427 80,239 83,011 83,197 321 135 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 3,839) 64 94 -81 3,854 3,826 3,837 3,839 2 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.1 0.9 2.6 68.9 96.3 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 20 1 11 32 33 53 44 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 31,576 COMMITMENTS 9,936 110 950 20,404 30,174 31,290 31,234 286 342 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 2,600) 0 0 200 2,400 2,400 2,600 2,600 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.5 0.3 3.0 64.6 95.6 99.1 98.9 0.9 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 6 1 4 21 22 28 26 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 48,875 COMMITMENTS 400 370 50 48,273 48,245 48,723 48,665 152 210 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: -141) 0 0 0 -148 -141 -148 -141 7 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: 32) 1 1 1 23 23 25 24 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 40,678 COMMITMENTS 695 1,410 120 38,951 39,074 39,766 40,604 912 74 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 146) 90 -50 0 88 216 178 166 -32 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 3.5 0.3 95.8 96.1 97.8 99.8 2.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 5 4 2 22 22 27 28 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 62,888 COMMITMENTS 2,862 475 0 59,453 62,068 62,315 62,543 573 345 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 135) -50 275 0 185 -140 135 135 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 0.8 0.0 94.5 98.7 99.1 99.5 0.9 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 2 0 25 17 27 19 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 66,741 COMMITMENTS 3,512 3,575 60 62,889 62,926 66,461 66,561 280 180 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 127) 253 275 0 -126 -148 127 127 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.3 5.4 0.1 94.2 94.3 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 2 1 26 18 29 21 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 82,344 COMMITMENTS 1,416 1,246 182 80,481 80,911 82,079 82,339 265 5 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 428) 16 201 -4 416 226 428 423 0 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 1.5 0.2 97.7 98.3 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 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 105,135 COMMITMENTS 1,992 5,809 718 102,093 98,593 104,803 105,119 332 16 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 530) 328 640 -156 381 46 553 530 -23 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 5.5 0.7 97.1 93.8 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 4 15 6 31 33 40 49 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 56,748 COMMITMENTS 100 4,319 275 56,353 52,154 56,728 56,748 20 0 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 425) -50 163 0 475 262 425 425 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 7.6 0.5 99.3 91.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 5 2 16 16 18 22 CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 25MWh OPEN INTEREST: 51,690 COMMITMENTS 575 520 240 50,875 50,930 51,690 51,690 0 0 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 1,150) 450 50 -100 800 1,200 1,150 1,150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 1.0 0.5 98.4 98.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 3 2 13 9 16 13 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 64,322 COMMITMENTS 1,667 2,021 1,391 61,212 60,758 64,270 64,170 52 152 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 1,620) 240 65 -121 1,501 1,676 1,620 1,620 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 3.1 2.2 95.2 94.5 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 7 1 3 23 24 31 27 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 65,121 COMMITMENTS 2,316 1,919 5,233 57,232 57,853 64,781 65,005 340 116 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 723) 240 397 -145 644 473 739 725 -16 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.6 2.9 8.0 87.9 88.8 99.5 99.8 0.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 9 3 3 24 26 34 31 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 28,953 COMMITMENTS 1,046 450 80 27,659 28,351 28,785 28,881 168 72 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 168) 56 0 0 96 152 152 152 16 16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.6 1.6 0.3 95.5 97.9 99.4 99.8 0.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 1 18 13 21 14 NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 28,538 COMMITMENTS 875 0 0 27,456 28,403 28,331 28,403 207 135 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 78) 0 0 0 77 55 77 55 1 23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.1 0.0 0.0 96.2 99.5 99.3 99.5 0.7 0.5 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 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 33,825 COMMITMENTS 454 1,919 919 32,287 30,942 33,660 33,780 165 45 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 257) 65 45 30 12 137 107 212 150 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 5.7 2.7 95.5 91.5 99.5 99.9 0.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 3 3 20 24 24 29 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 22,863 COMMITMENTS 450 3,175 250 21,592 19,338 22,292 22,763 571 100 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 493) 125 353 -25 283 165 383 493 110 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 13.9 1.1 94.4 84.6 97.5 99.6 2.5 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 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 58,933 COMMITMENTS 1,931 3,186 1,114 55,782 54,623 58,827 58,923 106 10 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 304) -245 -126 197 348 239 300 310 4 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 5.4 1.9 94.7 92.7 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 6 5 6 30 28 39 36 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 40,057 COMMITMENTS 408 1,941 1,142 38,385 36,911 39,935 39,994 122 63 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 82) -25 0 0 357 139 332 139 -250 -57 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 4.8 2.9 95.8 92.1 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 4 4 24 20 28 25 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 23,127 COMMITMENTS 1,690 300 100 21,187 22,712 22,977 23,112 150 15 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 600) -625 0 0 1,225 600 600 600 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.3 1.3 0.4 91.6 98.2 99.4 99.9 0.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 1 1 17 14 20 16 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 12,551 COMMITMENTS 50 1,270 280 12,004 10,979 12,334 12,529 217 22 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 45) 0 0 0 45 45 45 45 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 10.1 2.2 95.6 87.5 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 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 12,701 COMMITMENTS 50 1,670 205 12,326 10,826 12,581 12,701 120 0 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 45) 0 0 0 45 45 45 45 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 13.1 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 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 17,253 COMMITMENTS 2,160 375 505 14,409 16,348 17,074 17,228 179 25 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 0) 25 0 -25 0 25 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.5 2.2 2.9 83.5 94.8 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 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 16,981 COMMITMENTS 2,230 375 470 13,927 16,103 16,627 16,948 354 33 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 0) 25 0 -25 0 25 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.1 2.2 2.8 82.0 94.8 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 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 42,393 COMMITMENTS 355 1,060 3,235 38,738 38,038 42,328 42,333 65 60 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: -90) -50 0 0 -40 -90 -90 -90 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 2.5 7.6 91.4 89.7 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 4 3 3 23 15 28 20 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 42,346 COMMITMENTS 725 925 3,140 38,413 38,281 42,278 42,346 68 0 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 50) -90 0 40 100 10 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 2.2 7.4 90.7 90.4 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 6 2 4 24 17 30 23 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 112,207 COMMITMENTS 1,860 11,058 1,370 108,917 99,749 112,147 112,177 60 30 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 1,068) -110 221 -54 1,232 911 1,068 1,078 0 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 9.9 1.2 97.1 88.9 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 7 10 6 41 33 52 45 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 352 MWh OPEN INTEREST: 125,623 COMMITMENTS 1,860 9,693 2,017 121,731 113,913 125,608 125,623 15 0 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 1,202) -40 -23 100 1,142 1,125 1,202 1,202 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 7.7 1.6 96.9 90.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 9 11 7 42 38 57 50 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 518,017 COMMITMENTS 24,027 28,859 61,193 432,013 427,509 517,232 517,561 784 456 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 4,963) 157 81 817 3,769 4,645 4,743 5,544 219 -582 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 5.6 11.8 83.4 82.5 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 21 21 19 43 42 72 75 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 16,426 COMMITMENTS 3,915 25 0 12,497 16,401 16,412 16,426 14 0 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 0) 0 25 0 0 -25 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.8 0.2 0.0 76.1 99.8 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 5 1 0 19 12 24 13 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 16,053 COMMITMENTS 3,575 235 60 12,204 15,758 15,839 16,053 214 0 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 0) 0 25 0 0 -25 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.3 1.5 0.4 76.0 98.2 98.7 100.0 1.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 2 1 19 11 23 13 ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 4,495 COMMITMENTS 1,605 450 0 2,883 4,045 4,488 4,495 7 0 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 1,105) 805 250 0 300 855 1,105 1,105 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.7 10.0 0.0 64.1 90.0 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 1 0 14 14 17 15 ARGUS CIF ARA Lg Finl Propane - ICE FUTURES ENERGY DIV Code-066411 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 metric tonnes OPEN INTEREST: 2,388 COMMITMENTS 323 0 252 1,484 1,725 2,059 1,977 329 411 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 103) -14 0 -3 104 85 87 82 16 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.5 0.0 10.6 62.1 72.2 86.2 82.8 13.8 17.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 0 4 15 19 19 23 ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 metric tonnes OPEN INTEREST: 5,428 COMMITMENTS 673 578 243 3,836 3,664 4,752 4,485 676 943 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 286) 97 12 56 156 186 309 254 -23 32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.4 10.6 4.5 70.7 67.5 87.5 82.6 12.5 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 5 5 6 20 22 27 31 ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 35,885 COMMITMENTS 5,367 0 35 30,323 35,699 35,725 35,734 160 151 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 443) 120 -35 0 323 478 443 443 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.0 0.0 0.1 84.5 99.5 99.6 99.6 0.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 3 0 1 38 40 41 41 NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 15,650 COMMITMENTS 93 0 137 15,292 14,945 15,522 15,082 128 568 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 381) 0 0 0 381 628 381 628 0 -247 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 0.0 0.9 97.7 95.5 99.2 96.4 0.8 3.6 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 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 12,159 COMMITMENTS 541 557 550 10,217 10,733 11,308 11,840 851 319 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 164) 20 175 -116 213 110 117 169 47 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.4 4.6 4.5 84.0 88.3 93.0 97.4 7.0 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 5 2 4 32 34 39 38 PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 41,544 COMMITMENTS 3,855 927 529 36,500 40,048 40,884 41,504 660 40 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 1,790) 206 -15 31 1,813 1,774 2,050 1,790 -260 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.3 2.2 1.3 87.9 96.4 98.4 99.9 1.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 6 3 2 31 42 38 46 PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 61,970 COMMITMENTS 3,431 1,224 3,662 54,591 56,642 61,684 61,528 286 442 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 1,413) 10 -306 395 1,220 1,499 1,625 1,588 -212 -175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 2.0 5.9 88.1 91.4 99.5 99.3 0.5 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 13 8 15 65 66 83 84 PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Metric Tonnes OPEN INTEREST: 1,887 COMMITMENTS 211 0 113 1,045 1,491 1,369 1,604 518 283 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 157) -33 0 1 250 186 218 187 -61 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.2 0.0 6.0 55.4 79.0 72.5 85.0 27.5 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 0 2 14 14 18 16 WTI 1st Line-Brent 1st Line - ICE FUTURES ENERGY DIV Code-06741R OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 273,545 COMMITMENTS 2,385 213,317 1,266 262,682 20,164 266,333 234,747 7,212 38,798 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 9,110) 90 7,430 275 8,595 300 8,960 8,005 150 1,105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 78.0 0.5 96.0 7.4 97.4 85.8 2.6 14.2 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 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 BARRELS OPEN INTEREST: 23,581 COMMITMENTS 0 0 0 23,536 23,176 23,536 23,176 45 405 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 275) 0 0 0 275 -85 275 -85 0 360 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 99.8 98.3 99.8 98.3 0.2 1.7 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 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 12,155 COMMITMENTS 90 735 55 11,610 10,910 11,755 11,700 400 455 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 360) 0 0 0 155 45 155 45 205 315 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 6.0 0.5 95.5 89.8 96.7 96.3 3.3 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 3 2 9 12 12 15 ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 227,905 COMMITMENTS 0 0 0 213,304 210,835 213,304 210,835 14,601 17,070 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 3,235) 0 0 0 -2,356 -1,571 -2,356 -1,571 5,591 4,806 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 93.6 92.5 93.6 92.5 6.4 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 14 18 14 18
Updated December 02, 2019