CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV               Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       32,572
COMMITMENTS
   7,079    6,932      700   24,790   24,940   32,569   32,572        3        0

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:       -350)
     600        0     -275     -675      -75     -350     -350        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.7     21.3      2.1     76.1     76.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      13        2        1       19       12       32       15                  
 
 
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV               Code-0063AS
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:      117,042
COMMITMENTS
  46,820   26,282   14,391   55,395   75,932  116,605  116,605      437      437

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:        906)
  -1,606    1,302      255    2,035     -868      684      689      222      217

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    40.0     22.5     12.3     47.3     64.9     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      24       10       17       28       22       56       45                  
 
 
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV                   Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       65,277
COMMITMENTS
  27,292   12,980    7,788   29,956   44,367   65,036   65,135      240      141

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:      2,223)
   1,875      448        3      356    1,804    2,233    2,254       -9      -31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    41.8     19.9     11.9     45.9     68.0     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      20        8       15       19       19       43       38                  
 
 
NJ SRECS - ICE FUTURES ENERGY DIV                                    Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:      154,133
COMMITMENTS
  41,634   24,301    4,185  108,314  125,647  154,133  154,133        0        0

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:        525)
   1,106   -1,434     -558      -23    2,517      525      525        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.0     15.8      2.7     70.3     81.5    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 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:      119,714
COMMITMENTS
  18,596   53,198    3,187   97,931   63,329  119,714  119,714        0        0

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:        874)
     485    1,700     -150      539     -676      874      874        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.5     44.4      2.7     81.8     52.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       7        3        3       18       11       26       16                  
 
 
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV                   Code-0063CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       32,557
COMMITMENTS
  10,306    5,823    3,991   18,260   22,743   32,557   32,557        0        0

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:        175)
     501        0     -313      -13      488      175      175        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.7     17.9     12.3     56.1     69.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       9        3        4       10       12       23       17                  
 
 
RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV                           Code-0063CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       57,346
COMMITMENTS
   6,430    2,985    1,715   49,201   52,646   57,346   57,346        0        0

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:     -3,666)
      75        0      -75   -3,666   -3,591   -3,666   -3,666        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.2      5.2      3.0     85.8     91.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       8        2        3       19       17       27       22                  
 
 
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV                Code-0063D9
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       16,402
COMMITMENTS
   7,644    1,826      808    7,950   13,768   16,402   16,402        0        0

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:      2,650)
   1,150       25     -250    1,750    2,875    2,650    2,650        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    46.6     11.1      4.9     48.5     83.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
      10        3        2        7       11       18       15                  
 
 
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV                             Code-0063DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| 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:       12,045
COMMITMENTS
   1,031    2,750      164   10,850    9,131   12,045   12,045        0        0

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:         98)
    -115      200       49      164     -151       98       98        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.6     22.8      1.4     90.1     75.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        3        2       11        8       14       13                  
 
 
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV                Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| 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:       19,763
COMMITMENTS
   2,298    6,325      850   16,590   12,588   19,738   19,763       25        0

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:        310)
    -100      325        0      410      -15      310      310        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.6     32.0      4.3     83.9     63.7     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        7        4       12        9       18       18                  
 
 
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV                          Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       45,231
COMMITMENTS
  22,481   10,200    2,487   20,263   32,544   45,231   45,231        0        0

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:         37)
      37        0        0        0       37       37       37        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    49.7     22.6      5.5     44.8     72.0    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 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       14,435
COMMITMENTS
     550    7,400    1,450   12,435    5,585   14,435   14,435        0        0

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:          0)
       0      -50        0        0       50        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.8     51.3     10.0     86.1     38.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        3        2       11        7       14       11                  
 
 
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV                          Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       33,374
COMMITMENTS
   4,144      528    3,389   25,679   29,444   33,212   33,361      162       13

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:      2,195)
     682       10      124    1,378    2,070    2,184    2,204       11       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.4      1.6     10.2     76.9     88.2     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       5        2        4       24       24       31       28                  
 
 
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV       Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       35,427
COMMITMENTS
   2,002    2,568    4,195   28,266   28,612   34,463   35,375      964       52

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:      1,685)
     208    1,121       55    1,422      509    1,685    1,685        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.7      7.2     11.8     79.8     80.8     97.3     99.9      2.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        5        3       23       22       28       28                  
 
 
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV                 Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    5,013,162
COMMITMENTS
 284,052  178,574  349,515  4344948  4452965  4978515  4981054   34,647   32,108

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:     69,760)
  -7,375   31,850   29,390   43,421      754   65,436   61,994    4,324    7,766

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.7      3.6      7.0     86.7     88.8     99.3     99.4      0.7      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      227)
      40       26       49      147      116      206      172                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:    1,213,756
COMMITMENTS
  41,677   62,900  391,181  779,215  757,928  1212073  1212009    1,683    1,747

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:     11,595)
  15,621   21,215   -2,287   -1,867   -7,323   11,466   11,604      129       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.4      5.2     32.2     64.2     62.4     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      15       13       25       45       46       72       72                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      257,072
COMMITMENTS
   2,195    5,346      364  228,698  246,681  231,257  252,391   25,815    4,681

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:    -10,169)
   1,380     -430      120  -12,309   -6,916  -10,809   -7,226      640   -2,943

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      2.1      0.1     89.0     96.0     90.0     98.2     10.0      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        2        2       26       22       28       25                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      143,271
COMMITMENTS
   1,096    2,690    1,270  133,996  125,692  136,362  129,652    6,909   13,619

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:     -5,614)
  -2,308   -2,504     -234   -5,907     -760   -8,449   -3,498    2,835   -2,116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      1.9      0.9     93.5     87.7     95.2     90.5      4.8      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        2        3       17       19       20       23                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      328,685
COMMITMENTS
   3,715    6,200    6,569  303,917  311,162  314,201  323,931   14,484    4,754

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:      8,606)
     -76    2,288       49    7,478    7,765    7,451   10,102    1,155   -1,496

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      1.9      2.0     92.5     94.7     95.6     98.6      4.4      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        2        4       28       30       33       34                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      846,384
COMMITMENTS
   6,869   10,622    3,124  828,059  831,682  838,052  845,428    8,332      956

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:      4,159)
   3,551     -644     -173    2,225    5,101    5,603    4,284   -1,444     -125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      1.3      0.4     97.8     98.3     99.0     99.9      1.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       6        1        5       39       28       45       34                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      378,778
COMMITMENTS
   2,960    5,077    1,368  367,339  364,221  371,667  370,666    7,111    8,112

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:    -14,833)
  -1,117     -319      -89   -5,977  -12,877   -7,183  -13,285   -7,650   -1,548

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      1.3      0.4     97.0     96.2     98.1     97.9      1.9      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       2        4        3       41       39       44       45                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      501,028
COMMITMENTS
   1,150      968      120  490,583  492,793  491,853  493,881    9,175    7,147

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:    -35,941)
    -651       62      -62  -29,709  -37,701  -30,422  -37,701   -5,519    1,760

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      0.2      0.0     97.9     98.4     98.2     98.6      1.8      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       1        2        1       42       35       44       37                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      373,322
COMMITMENTS
       0    5,176      915  364,396  359,579  365,311  365,670    8,011    7,652

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:    -23,962)
       0      765   -1,007  -17,754  -23,470  -18,761  -23,712   -5,201     -250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.4      0.2     97.6     96.3     97.9     98.0      2.1      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       0        3        1       38       27       39       30                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      108,296
COMMITMENTS
       0    4,533      465  103,306   99,838  103,771  104,836    4,525    3,460

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:     -6,810)
       0      387       31   -5,460   -6,156   -5,429   -5,738   -1,381   -1,072

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      4.2      0.4     95.4     92.2     95.8     96.8      4.2      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        4        2       16       20       18       24                  
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       27,736
COMMITMENTS
       0    1,110        0   26,326   25,795   26,326   26,905    1,410      831

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:     -6,349)
    -300     -356     -300   -4,281   -5,338   -4,881   -5,994   -1,468     -355

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      4.0      0.0     94.9     93.0     94.9     97.0      5.1      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        0       14       12       14       14                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      244,556
COMMITMENTS
       0    1,566      428  240,130  233,993  240,558  235,987    3,998    8,569

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:    -11,911)
       0     -652      182   -6,654  -10,492   -6,472  -10,962   -5,439     -949

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.6      0.2     98.2     95.7     98.4     96.5      1.6      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        1        1       26       23       27       24                  
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      179,464
COMMITMENTS
       0        0        0  170,628  175,940  170,628  175,940    8,836    3,524

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:     -9,076)
       0        0        0   -9,657   -9,591   -9,657   -9,591      581      515

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     95.1     98.0     95.1     98.0      4.9      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        0        0       24       20       24       20                  
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      274,344
COMMITMENTS
       0    2,736        0  267,279  268,857  267,279  271,593    7,065    2,751

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:    -12,227)
       0        0        0   -7,804  -12,649   -7,804  -12,649   -4,423      422

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.0      0.0     97.4     98.0     97.4     99.0      2.6      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        1        0       22       22       22       23                  
 
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                      Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       31,417
COMMITMENTS
   2,821        0        0   26,046   29,726   28,867   29,726    2,550    1,691

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:    -11,977)
  -6,962        0        0   -5,244  -11,556  -12,206  -11,556      229     -421

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.0      0.0      0.0     82.9     94.6     91.9     94.6      8.1      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        0        0        9       14       13       14                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      575,304
COMMITMENTS
  28,193    2,574    6,742  527,287  556,108  562,222  565,424   13,082    9,880

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:    -36,789)
   6,959   -2,640      314  -46,248  -32,105  -38,975  -34,431    2,186   -2,358

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.9      0.4      1.2     91.7     96.7     97.7     98.3      2.3      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       5        2        6       43       34       51       40                  
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      199,317
COMMITMENTS
       0      985    4,780  190,056  185,588  194,836  191,353    4,481    7,964

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:    -13,631)
    -962   -1,773    1,357  -14,240  -13,122  -13,845  -13,538      214      -93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.5      2.4     95.4     93.1     97.8     96.0      2.2      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        2       22       17       24       19                  
 
 
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV             Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       39,009
COMMITMENTS
     900      279      660   36,529   35,710   38,089   36,649      920    2,360

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:     -8,284)
     403       30     -371   -8,114   -8,287   -8,082   -8,628     -202      344

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.3      0.7      1.7     93.6     91.5     97.6     94.0      2.4      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        1       15        7       16        9                  
 
 
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       81,702
COMMITMENTS
       0        0        0   77,863   73,161   77,863   73,161    3,839    8,541

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:      2,958)
       0        0        0    3,035    1,940    3,035    1,940      -77    1,018

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     95.3     89.5     95.3     89.5      4.7     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       16       13       16       13                  
 
 
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      267,282
COMMITMENTS
   2,002      744        0  260,041  265,860  262,043  266,604    5,239      678

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:    -12,579)
 -16,957   -5,239        0    7,947   -1,198   -9,010   -6,437   -3,569   -6,142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      0.3      0.0     97.3     99.5     98.0     99.7      2.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        1        0       24       17       25       18                  
 
 
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV      Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      253,046
COMMITMENTS
  20,478    9,331        0  229,269  242,173  249,747  251,504    3,299    1,542

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:    -21,526)
 -15,552     -714   -6,708    1,906   -9,834  -20,354  -17,256   -1,172   -4,270

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.1      3.7      0.0     90.6     95.7     98.7     99.4      1.3      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
       9        4        0       36       34       45       38                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      120,419
COMMITMENTS
     620      248        0  117,530  118,908  118,150  119,156    2,269    1,263

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:    -26,769)
  -1,635        0        0  -25,091  -24,643  -26,726  -24,643      -43   -2,126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      0.2      0.0     97.6     98.7     98.1     99.0      1.9      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        0       20       17       21       18                  
 
 
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV                     Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
MMBTU                                                OPEN INTEREST:       26,418
COMMITMENTS
     755        0        0   24,688   25,711   25,443   25,711      975      707

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:       -701)
     515   -3,449      -31     -545    3,171      -61     -309     -640     -392

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9      0.0      0.0     93.5     97.3     96.3     97.3      3.7      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        0       17       11       19       11                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      260,633
COMMITMENTS
   2,323      477    2,605  251,540  245,350  256,468  248,432    4,165   12,201

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:    -10,850)
     597   -1,055     -910   -9,651   -6,105   -9,964   -8,070     -886   -2,780

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      0.2      1.0     96.5     94.1     98.4     95.3      1.6      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       3        1        4       36       33       40       37                  
 
 
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV                  Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      101,887
COMMITMENTS
       0        0        0  101,205  100,934  101,205  100,934      682      953

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:     -1,406)
    -178        0      -62    3,051      184    2,811      122   -4,217   -1,528

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     99.3     99.1     99.3     99.1      0.7      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       10       14       10       14                  
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      100,095
COMMITMENTS
       0        0        0   88,565   86,679   88,565   86,679   11,530   13,416

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:     -8,429)
       0     -682      -62  -10,024   -7,023  -10,086   -7,767    1,657     -662

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     88.5     86.6     88.5     86.6     11.5     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       15       16       15       16                  
 
 
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV          Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      218,096
COMMITMENTS
     910    1,394        0  213,684  211,266  214,594  212,660    3,502    5,436

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:    -13,864)
    -310     -466     -444  -12,283  -12,599  -13,037  -13,509     -827     -355

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      0.6      0.0     98.0     96.9     98.4     97.5      1.6      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        1        0       26       30       27       31                  
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      184,401
COMMITMENTS
       0        0        0  180,631  179,905  180,631  179,905    3,770    4,496

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:     -7,737)
       0        0        0   -7,220   -5,431   -7,220   -5,431     -517   -2,306

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     98.0     97.6     98.0     97.6      2.0      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        0        0       23       19       23       19                  
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       82,332
COMMITMENTS
       0        0        0   74,191   80,823   74,191   80,823    8,141    1,509

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:     -3,109)
       0        0        0   -1,998   -3,025   -1,998   -3,025   -1,111      -84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     90.1     98.2     90.1     98.2      9.9      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       19       16       19       16                  
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      187,008
COMMITMENTS
   3,201       80      939  175,857  176,729  179,997  177,748    7,011    9,260

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:     -3,615)
    -130     -949       93   -4,762   -1,868   -4,799   -2,724    1,184     -891

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7      0.0      0.5     94.0     94.5     96.3     95.0      3.7      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        2       17       18       20       20                  
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      157,543
COMMITMENTS
       0    6,856    6,484  141,216  131,962  147,700  145,302    9,843   12,241

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:     -7,082)
       0      538      759   -5,239   -6,621   -4,480   -5,324   -2,602   -1,758

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      4.4      4.1     89.6     83.8     93.8     92.2      6.2      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        3        2       26       26       28       29                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       45,457
COMMITMENTS
     775      248        0   41,436   44,434   42,211   44,682    3,246      775

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:     -2,152)
    -600     -135     -175      -26     -592     -801     -902   -1,351   -1,250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7      0.5      0.0     91.2     97.7     92.9     98.3      7.1      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        0        9       17       11       18                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      232,597
COMMITMENTS
     645      777    4,311  220,662  222,524  225,618  227,612    6,979    4,985

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:    -10,424)
     552     -314     -114   -4,517   -8,766   -4,079   -9,194   -6,345   -1,230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      0.3      1.9     94.9     95.7     97.0     97.9      3.0      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       2        2        4       34       34       38       38                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:      133,662
COMMITMENTS
     779      245      236  127,480  129,391  128,495  129,872    5,167    3,790

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:     -6,193)
    -691     -143      -25   -4,987   -1,728   -5,703   -1,896     -490   -4,297

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      0.2      0.2     95.4     96.8     96.1     97.2      3.9      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        1        2       25       25       28       27                  
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      163,475
COMMITMENTS
     910      910        0  154,360  158,715  155,270  159,625    8,205    3,850

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:     -2,734)
    -310     -310        0     -413      242     -723      -68   -2,011   -2,666

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      0.6      0.0     94.4     97.1     95.0     97.6      5.0      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        0       18       18       19       19                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:      287,713
COMMITMENTS
       0        0        0  273,035  287,244  273,035  287,244   14,678      469

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:      3,647)
       0        0        0    4,815    4,538    4,815    4,538   -1,168     -891

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     94.9     99.8     94.9     99.8      5.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        0        0       27       16       27       16                  
 
 
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV                         Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      106,102
COMMITMENTS
   9,017    8,774        0   89,039   95,039   98,056  103,813    8,046    2,289

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:     -5,520)
  -1,519        0        0   -4,022   -6,981   -5,541   -6,981       21    1,461

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.5      8.3      0.0     83.9     89.6     92.4     97.8      7.6      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        0       13       13       14       14                  
 
 
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV                            Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:      204,027
COMMITMENTS
       0        0        0  201,325  201,454  201,325  201,454    2,702    2,573

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:    -11,983)
       0        0        0  -11,326  -10,526  -11,326  -10,526     -657   -1,457

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:       30)
       0        0        0       21       23       21       23                  
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:       27,528
COMMITMENTS
   3,548    2,432    3,772   19,602   21,210   26,922   27,414      606      115

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:        -29)
    -555       97      159       98      287     -299      543      270     -572

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.9      8.8     13.7     71.2     77.0     97.8     99.6      2.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      10        9       15       23       25       39       43                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       39,722
COMMITMENTS
   8,190      358      332   31,052   39,032   39,574   39,722      148        0

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:        428)
     175        0       50      188      378      413      428       15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.6      0.9      0.8     78.2     98.3     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       7        5        3       27       23       36       30                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:       30,489
COMMITMENTS
   5,675      278      172   24,642   30,039   30,489   30,489        0        0

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:      1,980)
     953       78       22    1,005    1,880    1,980    1,980        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.6      0.9      0.6     80.8     98.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        3        3       18       18       24       22                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:      135,701
COMMITMENTS
   4,693    7,584   10,799  119,817  116,885  135,309  135,268      392      433

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:     -3,181)
    -431      354     -631   -1,489   -1,829   -2,551   -2,106     -630   -1,075

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.5      5.6      8.0     88.3     86.1     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      11       11        8       33       35       48       50                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       71,216
COMMITMENTS
   1,795      585    2,609   66,813   68,003   71,216   71,196        0       20

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:     -3,842)
     -43     -257     -207   -3,592   -3,378   -3,842   -3,842        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.5      0.8      3.7     93.8     95.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       7        3        4       21       24       29       31                  
 
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:       33,947
COMMITMENTS
     325      400      200   33,422   33,347   33,947   33,947        0        0

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:     -1,235)
       0        0        0   -1,235   -1,235   -1,235   -1,235        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      1.2      0.6     98.5     98.2    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 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       64,561
COMMITMENTS
  16,290      113    6,049   41,846   58,399   64,185   64,561      376        0

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:     -2,745)
     225     -675      225   -3,244   -2,065   -2,794   -2,515       49     -230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.2      0.2      9.4     64.8     90.5     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       5        3        2       26       26       32       30                  
 
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       84,085
COMMITMENTS
  25,823    1,646    5,170   52,688   77,106   83,681   83,922      404      163

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:     -2,406)
    -447     -305      347   -1,835   -2,335   -1,935   -2,293     -471     -113

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.7      2.0      6.1     62.7     91.7     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       8        7        5       25       26       34       37                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       74,587
COMMITMENTS
   3,048    1,376    1,294   69,333   71,854   73,675   74,524      912       63

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:     -2,182)
    -583      325        0     -711   -1,797   -1,294   -1,472     -888     -710

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.1      1.8      1.7     93.0     96.3     98.8     99.9      1.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        1        2       28       27       32       29                  
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       96,024
COMMITMENTS
   3,525    1,353    1,866   89,921   92,793   95,312   96,012      712       12

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:     -2,955)
    -559      299      -25   -1,269   -2,424   -1,853   -2,150   -1,102     -805

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.7      1.4      1.9     93.6     96.6     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5        1        3       30       29       36       32                  
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       38,434
COMMITMENTS
     450      420        0   37,842   37,749   38,292   38,169      142      265

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:     -4,754)
       0        0        0   -4,750   -4,749   -4,750   -4,749       -4       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      1.1      0.0     98.5     98.2     99.6     99.3      0.4      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        1        0       18       21       20       22                  
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       25,804
COMMITMENTS
     355      750       65   25,113   24,889   25,533   25,704      271      100

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:     -1,299)
       5        3       -8   -1,301   -1,274   -1,304   -1,279        5      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      2.9      0.3     97.3     96.5     98.9     99.6      1.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        3        2       19       19       21       23                  
 
 
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV               Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       15,730
COMMITMENTS
     625    1,800        0   15,015   13,930   15,640   15,730       90        0

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.0     11.4      0.0     95.5     88.6     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        1        0       14        7       17        8                  
 
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                 Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       83,840
COMMITMENTS
  21,679      584    2,308   59,491   80,814   83,477   83,705      363      135

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:        377)
  -1,698     -282       39    1,985      621      325      377       52        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.9      0.7      2.8     71.0     96.4     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      20        2       10       30       32       51       43                  
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       34,806
COMMITMENTS
  10,221      355      600   23,704   33,509   34,525   34,464      281      342

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:      2,240)
    -915      245     -350    3,510    2,345    2,245    2,240       -5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.4      1.0      1.7     68.1     96.3     99.2     99.0      0.8      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       6        2        2       18       22       25       25                  
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       43,655
COMMITMENTS
     500      395       25   42,982   43,030   43,507   43,450      148      205

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:     -5,280)
       0       25      -25   -5,251   -5,275   -5,276   -5,275       -4       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      0.9      0.1     98.5     98.6     99.7     99.5      0.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        1       21       22       24       23                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       40,919
COMMITMENTS
     535    1,870        5   39,384   38,944   39,924   40,819      995      100

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:       -203)
    -160      360     -115      -11     -474     -286     -229       83       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      4.6      0.0     96.2     95.2     97.6     99.8      2.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        6        1       21       20       25       27                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       60,013
COMMITMENTS
   2,694    1,575        0   56,701   58,093   59,395   59,668      618      345

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:     -3,912)
    -168      500        0   -2,499   -4,412   -2,667   -3,912   -1,245        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.5      2.6      0.0     94.5     96.8     99.0     99.4      1.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        2        0       24       16       26       18                  
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       63,065
COMMITMENTS
   3,295    4,375       60   59,375   58,450   62,730   62,885      335      180

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:     -4,271)
    -217      200        0   -2,984   -4,471   -3,201   -4,271   -1,070        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.2      6.9      0.1     94.1     92.7     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        2        1       26       17       29       20                  
 
 
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       78,150
COMMITMENTS
   1,603    1,351       35   76,251   76,759   77,889   78,145      261        5

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:     -4,289)
     157      -56     -206   -4,236   -4,027   -4,285   -4,289       -4        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.1      1.7      0.0     97.6     98.2     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        3        1       27       27       30       30                  
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:      100,361
COMMITMENTS
   2,103    6,648      556   97,357   93,097  100,016  100,300      345       61

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:     -4,524)
      96      486     -157   -4,476   -4,851   -4,537   -4,522       13       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.1      6.6      0.6     97.0     92.8     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       3       15        6       28       32       36       48                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       53,463
COMMITMENTS
     100    3,769      275   53,068   49,419   53,443   53,463       20        0

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:     -3,310)
     -25     -550        0   -3,285   -2,760   -3,310   -3,310        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      7.0      0.5     99.3     92.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        5        2       16       15       18       21                  
 
 
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV                        Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
25MWh                                                OPEN INTEREST:       48,930
COMMITMENTS
     575      535      225   48,130   48,170   48,930   48,930        0        0

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:     -2,760)
       0       15      -15   -2,745   -2,760   -2,760   -2,760        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      1.1      0.5     98.4     98.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        3        1       12        9       14       13                  
 
 
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       63,181
COMMITMENTS
   1,666    2,521      733   60,744   59,775   63,143   63,029       38      152

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:     -2,039)
     -54      500     -658   -1,273   -1,718   -1,985   -1,876      -54     -163

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.6      4.0      1.2     96.1     94.6     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 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       69,276
COMMITMENTS
   2,479    2,797    4,632   61,812   61,735   68,923   69,164      353      112

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:      2,990)
     111      564     -673    3,579    3,259    3,017    3,150      -27     -160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.6      4.0      6.7     89.2     89.1     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       8        4        2       23       23       32       28                  
 
 
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       27,440
COMMITMENTS
     975      540       50   26,220   26,816   27,245   27,406      195       34

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:     -1,503)
     -86       90      -50   -1,234   -1,192   -1,370   -1,152     -133     -351

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.6      2.0      0.2     95.6     97.7     99.3     99.9      0.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        2       17       13       20       15                  
 
 
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       27,174
COMMITMENTS
     810       60        0   26,155   27,007   26,965   27,067      209      107

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:     -1,373)
     -65       40      -25   -1,125   -1,106   -1,215   -1,091     -158     -282

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.0      0.2      0.0     96.3     99.4     99.2     99.6      0.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        0       19       11       20       12                  
 
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       34,686
COMMITMENTS
      24    2,979      949   33,400   30,457   34,373   34,385      313      301

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:        775)
    -405    1,085       -9    1,220     -526      806      550      -31      225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      8.6      2.7     96.3     87.8     99.1     99.1      0.9      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        4        4       18       23       22       28                  
 
 
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       21,550
COMMITMENTS
     408    3,200      292   20,276   17,988   20,976   21,480      574       70

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:     -1,385)
     -40       -6       40     -554     -394     -554     -360     -831   -1,025

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.9     14.8      1.4     94.1     83.5     97.3     99.7      2.7      0.3

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 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       55,232
COMMITMENTS
   2,178    2,884    1,455   51,537   50,869   55,170   55,208       62       24

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:     -3,891)
     417     -309      176   -4,250   -3,532   -3,657   -3,665     -234     -226

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.9      5.2      2.6     93.3     92.1     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       5        5        6       29       25       38       32                  
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       39,308
COMMITMENTS
     582    1,892      916   37,702   36,427   39,200   39,235      108       73

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:       -829)
     174      -49     -226     -798     -441     -850     -716       21     -113

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      4.8      2.3     95.9     92.7     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        3        4       24       20       28       25                  
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       22,525
COMMITMENTS
   1,745      300      100   20,545   22,110   22,390   22,510      135       15

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:        350)
       0        0        0      350      350      350      350        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.7      1.3      0.4     91.2     98.2     99.4     99.9      0.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        1        1       17       14       21       16                  
 
 
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV     Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       11,589
COMMITMENTS
      50    1,305      265   11,084   10,019   11,399   11,589      190        0

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:       -962)
       0       35      -15     -875     -780     -890     -760      -72     -202

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4     11.3      2.3     95.6     86.5     98.4    100.0      1.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        4        1       14       12       16       16                  
 
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       11,741
COMMITMENTS
      50    1,685      190   11,381    9,866   11,621   11,741      120        0

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:       -960)
       0       15      -15     -875     -235     -890     -235      -70     -725

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4     14.4      1.6     96.9     84.0     99.0    100.0      1.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        4        1       15       12       17       16                  
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       15,625
COMMITMENTS
   1,880      255      505   13,031   14,859   15,416   15,619      209        6

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:     -1,628)
    -280     -120        0   -1,304     -975   -1,584   -1,095      -44     -533

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.0      1.6      3.2     83.4     95.1     98.7    100.0      1.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        3       17       15       20       19                  
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       15,454
COMMITMENTS
   1,965      255      470   12,664   14,724   15,099   15,449      355        5

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:     -1,527)
    -265     -120        0   -1,197     -870   -1,462     -990      -65     -537

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.7      1.7      3.0     81.9     95.3     97.7    100.0      2.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        3       16       15       19       19                  
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       39,427
COMMITMENTS
     365    1,000    3,125   35,880   35,242   39,370   39,367       57       60

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:     -2,971)
      10      -65     -110   -2,426   -2,381   -2,526   -2,556     -445     -415

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      2.5      7.9     91.0     89.4     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        3        3       24       15       28       20                  
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       39,342
COMMITMENTS
     610      840    3,020   35,652   35,482   39,282   39,342       60        0

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:     -3,009)
    -115      -90     -120   -2,284   -2,394   -2,519   -2,604     -490     -405

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6      2.1      7.7     90.6     90.2     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        3        4       24       17       29       23                  
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      105,720
COMMITMENTS
   1,355    9,484    1,176  103,132   95,030  105,663  105,690       57       30

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:     -6,561)
    -560   -1,429     -209   -4,021   -3,497   -4,790   -5,135   -1,771   -1,426

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      9.0      1.1     97.6     89.9     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       5        9        6       41       33       51       43                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
352 MWh                                              OPEN INTEREST:      115,102
COMMITMENTS
   1,275    8,236    1,852  111,953  104,958  115,080  115,046       22       56

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:    -10,727)
    -655   -1,275     -300   -8,330   -7,222   -9,285   -8,797   -1,442   -1,930

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      7.2      1.6     97.3     91.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       5       10        6       42       37       53       47                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      520,422
COMMITMENTS
  23,166   27,417   63,976  432,735  428,763  519,877  520,156      545      266

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:      2,120)
  -1,068   -1,537    2,645    3,081    1,234    4,658    2,342   -2,538     -222

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.5      5.3     12.3     83.2     82.4     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      23       17       21       45       41       75       73                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       15,491
COMMITMENTS
   3,760       25        0   11,724   15,466   15,484   15,491        7        0

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:       -935)
    -155        0        0     -478     -130     -633     -130     -302     -805

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.3      0.2      0.0     75.7     99.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       5        1        0       19       11       24       12                  
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       15,279
COMMITMENTS
   3,515      135       60   11,522   15,084   15,097   15,279      182        0

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:       -774)
     -60     -100        0     -563      -97     -623     -197     -151     -577

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.0      0.9      0.4     75.4     98.7     98.8    100.0      1.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        2        1       19       10       23       12                  
 
 
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV                Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        4,389
COMMITMENTS
   1,605      450        0    2,783    3,939    4,388    4,389        1        0

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:       -106)
       0        0        0     -100     -106     -100     -106       -6        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.6     10.3      0.0     63.4     89.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        1        0       13       11       16       12                  
 
 
ARGUS CIF ARA Lg Finl Propane - ICE FUTURES ENERGY DIV               Code-066411
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 metric tonnes                                   OPEN INTEREST:        2,089
COMMITMENTS
     236        0      138    1,410    1,448    1,784    1,586      305      503

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.3      0.0      6.6     67.5     69.3     85.4     75.9     14.6     24.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        0        2       14       17       17       19                  
 
 
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV                      Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000  metric tonnes                                  OPEN INTEREST:        4,878
COMMITMENTS
     140      459      137    3,950    3,432    4,227    4,028      651      850

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:         98)
       0        8      -10       88       43       78       41       20       57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9      9.4      2.8     81.0     70.4     86.7     82.6     13.3     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        5        5       21       24       27       31                  
 
 
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV                 Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       33,537
COMMITMENTS
   4,465      164        0   28,932   33,273   33,397   33,437      140      100

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:      1,025)
       9       72        0    1,038    1,025    1,047    1,097      -22      -72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.3      0.5      0.0     86.3     99.2     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       3        1        0       36       38       39       39                  
 
 
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV              Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       14,349
COMMITMENTS
      45        0        0   14,208   13,676   14,253   13,676       96      673

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:        182)
       0        0        0      182       21      182       21        0      161

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      0.0      0.0     99.0     95.3     99.3     95.3      0.7      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        0        0       21       24       22       24                  
 
 
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV               Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:        9,617
COMMITMENTS
     194       83      172    8,465    9,029    8,831    9,284      786      333

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:        -51)
       0       35        0      -51      -86      -51      -51        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0      0.9      1.8     88.0     93.9     91.8     96.5      8.2      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        1        2       29       32       32       34                  
 
 
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV              Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       39,886
COMMITMENTS
   2,653      743      138   36,386   38,517   39,177   39,398      709      488

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:      1,820)
     248        1       88    1,424    1,551    1,760    1,640       60      180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.7      1.9      0.3     91.2     96.6     98.2     98.8      1.8      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       6        1        3       28       40       37       43                  
 
 
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV              Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       56,117
COMMITMENTS
   2,096    1,946    2,310   51,123   51,529   55,529   55,785      588      332

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:        -45)
     115      422      -68     -290     -301     -243       53      198      -98

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.7      3.5      4.1     91.1     91.8     99.0     99.4      1.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
       7       12       12       62       65       77       81                  
 
 
WTI 1st Line-Brent 1st Line - ICE FUTURES ENERGY DIV                 Code-06741R
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:      264,019
COMMITMENTS
   2,385  206,190      425  254,349   18,450  257,159  225,065    6,860   38,954

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:      3,140)
       0    2,840        0    2,940        0    2,940    2,840      200      300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9     78.1      0.2     96.3      7.0     97.4     85.2      2.6     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        6        2       12        5       14       12                  
 
 
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV                 Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 BARRELS                                         OPEN INTEREST:       25,421
COMMITMENTS
       0        0        0   25,376   25,016   25,376   25,016       45      405

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:      1,165)
       0        0        0    1,165    1,185    1,165    1,185        0      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     99.8     98.4     99.8     98.4      0.2      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        0        0       26       23       26       23                  
 
 
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV                  Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 BARRELS                                         OPEN INTEREST:       10,731
COMMITMENTS
     135        0        0   10,386   10,376   10,521   10,376      210      355

CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST:         90)
       0        0        0       90       90       90       90        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      0.0      0.0     96.8     96.7     98.0     96.7      2.0      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       10       12       11       12                  



Updated December 13, 2019