CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV               Code-0063A2
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       12,120
COMMITMENTS
   3,014    1,663        0    9,106   10,457   12,120   12,120        0        0

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.9     13.7      0.0     75.1     86.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5        2        0       11        8       16       10                  
 
 
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV               Code-0063AS
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       33,924
COMMITMENTS
  15,052    9,917        0   18,862   24,007   33,914   33,924       10        0

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:        -31)
    -402        0        0      361      -31      -41      -31       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.4     29.2      0.0     55.6     70.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       7        6        0       17       12       24       18                  
 
 
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV                   Code-0063CA
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       92,887
COMMITMENTS
  31,205   32,278      714   60,866   59,820   92,785   92,812      102       75

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:       -746)
  -1,174     -464      100      328     -382     -746     -746        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.6     34.7      0.8     65.5     64.4     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      19       15        4       30       20       52       37                  
 
 
NJ SRECS - ICE FUTURES ENERGY DIV                                    Code-0063CC
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:      187,568
COMMITMENTS
  60,882   26,043    3,265  123,421  158,260  187,568  187,568        0        0

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:      1,450)
       0    2,500        0    1,450   -1,050    1,450    1,450        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.5     13.9      1.7     65.8     84.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       5        7        4       15       16       22       26                  
 
 
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV                        Code-0063CH
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:      154,139
COMMITMENTS
  22,755   20,988    4,612  126,772  128,539  154,139  154,139        0        0

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:      4,506)
      50      990      350    4,106    3,166    4,506    4,506        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.8     13.6      3.0     82.2     83.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       6        6        6       17       12       26       21                  
 
 
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV                   Code-0063CJ
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       35,609
COMMITMENTS
   9,356    3,521      937   25,256   31,151   35,549   35,609       60        0

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:         17)
     792       50        0     -775      -33       17       17        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.3      9.9      2.6     70.9     87.5     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      13        4        2       17       15       32       19                  
 
 
RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV                           Code-0063CL
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       32,954
COMMITMENTS
   5,875    1,000        0   27,079   31,954   32,954   32,954        0        0

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:        -50)
       0        0        0      -50      -50      -50      -50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.8      3.0      0.0     82.2     97.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       5        1        0       14        7       19        8                  
 
 
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV                Code-0063D9
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       33,216
COMMITMENTS
   7,200      616    3,532   22,484   29,068   33,216   33,216        0        0

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:         75)
       0        0        0       75       75       75       75        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.7      1.9     10.6     67.7     87.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       9        3        2       16       11       27       15                  
 
 
CALIF CARBON CURRENT AUCTION - ICE FUTURES ENERGY DIV                Code-0063DB
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       21,146
COMMITMENTS
   7,925   11,800      200   13,021    9,146   21,146   21,146        0        0

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.5     55.8      0.9     61.6     43.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       6        3        1       11        5       18        8                  
 
 
RGGI VINTAGE 2020 - ICE FUTURES ENERGY DIV                           Code-0063DJ
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       25,904
COMMITMENTS
   2,670    2,295      200   22,592   23,399   25,462   25,894      442       10

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:       -550)
    -500        0        0     -139     -550     -639     -550       89        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3      8.9      0.8     87.2     90.3     98.3    100.0      1.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        3        1       16       11       18       15                  
 
 
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV                             Code-0063DK
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| 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:       13,965
COMMITMENTS
   1,715    2,150        0   12,250   11,815   13,965   13,965        0        0

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:         16)
       0       20        0       16       -4       16       16        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3     15.4      0.0     87.7     84.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        5        0       11       10       12       15                  
 
 
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV                Code-0063DL
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100 MWh of Class 1 Renewable Energy Cert             OPEN INTEREST:       18,235
COMMITMENTS
   1,355    7,265      340   16,515   10,630   18,210   18,235       25        0

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:        225)
       0      275      -50      275        0      225      225        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.4     39.8      1.9     90.6     58.3     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        6        1       11       10       13       17                  
 
 
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV                          Code-0063DN
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       42,606
COMMITMENTS
  20,086   14,839    2,882   19,638   24,885   42,606   42,606        0        0

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.1     34.8      6.8     46.1     58.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        6        4       14       10       21       17                  
 
 
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV                          Code-02141B
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       36,284
COMMITMENTS
   6,549      408    2,532   27,051   33,333   36,132   36,273      152       11

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:        724)
      12        0     -277      989      996      724      719        0        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.0      1.1      7.0     74.6     91.9     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        2        6       24       27       31       34                  
 
 
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV       Code-02141C
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       29,933
COMMITMENTS
     831    7,247    1,005   27,251   21,681   29,087   29,933      846        0

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:        110)
       0      126        0      110      -16      110      110        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8     24.2      3.4     91.0     72.4     97.2    100.0      2.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        4        5       22       18       29       23                  
 
 
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV                 Code-023391
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    6,118,554
COMMITMENTS
 866,497   49,929  504,625  4713734  5546053  6084856  6100607   33,698   17,947

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:     34,924)
 -15,030    7,632   19,800   28,471    7,917   33,241   35,349    1,683     -425

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.2      0.8      8.2     77.0     90.6     99.4     99.7      0.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      234)
      47       19       52      151      134      210      193                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      250,859
COMMITMENTS
   4,427   51,390   51,606  193,766  147,228  249,799  250,224    1,060      635

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:     12,295)
  -7,490   10,761    6,026   13,759   -4,600   12,295   12,187        0      108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8     20.5     20.6     77.2     58.7     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       5       11       11       26       20       39       34                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      261,954
COMMITMENTS
   4,591    2,423      186  231,305  252,399  236,082  255,008   25,872    6,946

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:     -8,857)
    -115       93        0   -8,317   -9,258   -8,432   -9,165     -425      308

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      0.9      0.1     88.3     96.4     90.1     97.3      9.9      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        2        2       25       21       28       24                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      158,576
COMMITMENTS
     902      243    1,140  146,874  152,254  148,916  153,637    9,660    4,939

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:      3,214)
     171      182       76    3,088    2,913    3,335    3,171     -121       43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      0.2      0.7     92.6     96.0     93.9     96.9      6.1      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        1        3       20       26       25       29                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      334,837
COMMITMENTS
  12,135    2,436    6,897  305,857  321,994  324,889  331,327    9,948    3,510

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:     -3,840)
     282    2,064      578   -3,797   -6,185   -2,937   -3,543     -903     -297

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6      0.7      2.1     91.3     96.2     97.0     99.0      3.0      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       9        1        3       37       36       46       40                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    1,140,609
COMMITMENTS
   2,597   11,209    3,285  1124326  1123776  1130208  1138270   10,401    2,339

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:      2,195)
     932     -532     -723    1,498    3,358    1,707    2,103      488       92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      1.0      0.3     98.6     98.5     99.1     99.8      0.9      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       4        2        3       38       29       43       33                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      406,897
COMMITMENTS
   3,144    1,356      566  394,885  399,650  398,595  401,572    8,302    5,325

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:      7,881)
       0       28        0    7,786    7,718    7,786    7,746       95      135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      0.3      0.1     97.0     98.2     98.0     98.7      2.0      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       3        1        3       42       42       46       45                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      597,285
COMMITMENTS
   2,573        0      403  583,256  593,101  586,232  593,504   11,053    3,781

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:     29,359)
   1,613       -9      133   28,372   30,490   30,118   30,614     -759   -1,255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      0.0      0.1     97.7     99.3     98.1     99.4      1.9      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       2        0        1       37       46       39       47                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      465,732
COMMITMENTS
   4,029    1,748        0  453,411  455,495  457,440  457,243    8,292    8,489

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:      4,450)
       0        0        0      738    4,909      738    4,909    3,712     -459

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      0.4      0.0     97.4     97.8     98.2     98.2      1.8      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       1        1        0       38       33       39       34                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       97,035
COMMITMENTS
       0    4,777       31   90,299   89,382   90,330   94,190    6,705    2,845

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:       -434)
       0      310        0     -403     -961     -403     -651      -31      217

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.9      0.0     93.1     92.1     93.1     97.1      6.9      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        3        1       14       17       15       20                  
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       23,928
COMMITMENTS
       0        0        0   23,371   23,711   23,371   23,711      557      217

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:      4,849)
       0        0        0    5,372    4,849    5,372    4,849     -523        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     97.7     99.1     97.7     99.1      2.3      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       15       15       15       15                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      317,796
COMMITMENTS
       0    5,938        0  306,089  305,252  306,089  311,190   11,707    6,606

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:      3,257)
       0        0        0    3,121    3,448    3,121    3,448      136     -191

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.9      0.0     96.3     96.1     96.3     97.9      3.7      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       0        3        0       29       29       29       32                  
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      193,938
COMMITMENTS
       0        0        0  187,660  188,738  187,660  188,738    6,278    5,200

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:     10,378)
       0        0        0   10,614    9,987   10,614    9,987     -236      391

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     96.8     97.3     96.8     97.3      3.2      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        0        0       24       23       24       23                  
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      291,509
COMMITMENTS
   1,818        0      151  285,324  290,110  287,293  290,261    4,216    1,248

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:        495)
      31        0        0      371      495      402      495       93        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      0.0      0.1     97.9     99.5     98.6     99.6      1.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        0        1       24       25       26       26                  
 
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                      Code-0233A2
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       38,186
COMMITMENTS
   4,526      310      620   30,950   37,256   36,096   38,186    2,090        0

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:      2,480)
    -496        0      620    2,542    1,860    2,666    2,480     -186        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.9      0.8      1.6     81.1     97.6     94.5    100.0      5.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        1        1       18       19       22       21                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      593,420
COMMITMENTS
   8,651    5,158    6,246  567,921  573,636  582,818  585,040   10,602    8,380

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:      6,556)
  -1,019    1,148      -90    6,288    5,068    5,179    6,126    1,377      430

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      0.9      1.1     95.7     96.7     98.2     98.6      1.8      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       4        5        3       51       40       57       46                  
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      203,491
COMMITMENTS
       0        0        0  200,192  199,653  200,192  199,653    3,299    3,838

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:      3,553)
       0        0        0    3,587    3,796    3,587    3,796      -34     -243

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.4     98.1     98.4     98.1      1.6      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       22       20       22       20                  
 
 
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      167,539
COMMITMENTS
       0        0        0  163,199  165,811  163,199  165,811    4,340    1,728

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:     15,426)
       0        0        0   14,111   15,537   14,111   15,537    1,315     -111

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        0        0       24       21       24       21                  
 
 
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233AG
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      182,515
COMMITMENTS
       0      644        0  175,810  179,427  175,810  180,071    6,705    2,444

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:      2,140)
       0        0        0    2,016    2,816    2,016    2,816      124     -676

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.4      0.0     96.3     98.3     96.3     98.7      3.7      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        0       19       18       19       19                  
 
 
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV      Code-0233AH
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      201,857
COMMITMENTS
  25,892    1,488      644  174,670  198,799  201,206  200,931      651      926

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:      1,441)
       0      248        0    1,441    1,255    1,441    1,503        0      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8      0.7      0.3     86.5     98.5     99.7     99.5      0.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      11        2        1       32       42       43       45                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      130,924
COMMITMENTS
       0      372        0  128,888  129,440  128,888  129,812    2,036    1,112

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:      6,764)
       0        0        0    7,158    6,733    7,158    6,733     -394       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.3      0.0     98.4     98.9     98.4     99.2      1.6      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       0        1        0       22       28       22       29                  
 
 
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV                     Code-0233AN
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
MMBTU                                                OPEN INTEREST:       36,402
COMMITMENTS
     620      984        0   34,947   34,953   35,567   35,937      835      465

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:        899)
       0        0        0      868      775      868      775       31      124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      2.7      0.0     96.0     96.0     97.7     98.7      2.3      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        0       11       14       12       15                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      282,952
COMMITMENTS
   3,412    1,271      132  275,012  273,378  278,556  274,781    4,396    8,171

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:       -951)
     277      148     -842   -1,921   -1,339   -2,486   -2,033    1,535    1,082

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      0.4      0.0     97.2     96.6     98.4     97.1      1.6      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       3        1        2       39       40       42       43                  
 
 
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV                  Code-0233AT
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      113,929
COMMITMENTS
       0        0        0  113,557  112,906  113,557  112,906      372    1,023

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:      3,069)
       0        0        0    2,883    3,220    2,883    3,220      186     -151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.7     99.1     99.7     99.1      0.3      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       15       14       15       14                  
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      111,091
COMMITMENTS
   1,399        0        0   98,720  103,619  100,119  103,619   10,972    7,472

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:         18)
       0        0        0      -51      454      -51      454       69     -436

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      0.0      0.0     88.9     93.3     90.1     93.3      9.9      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        0       18       21       19       21                  
 
 
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV          Code-0233B1
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      237,793
COMMITMENTS
   1,192      143    2,145  232,035  229,317  235,372  231,605    2,421    6,188

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:      1,929)
   1,192       68      861    1,563    2,076    3,616    3,005   -1,687   -1,076

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      0.1      0.9     97.6     96.4     99.0     97.4      1.0      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        2        2       29       32       32       34                  
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      187,709
COMMITMENTS
       0        0        0  175,501  186,078  175,501  186,078   12,208    1,631

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:        516)
       0        0        0      426      851      426      851       90     -335

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     93.5     99.1     93.5     99.1      6.5      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       21       20       21       20                  
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       94,059
COMMITMENTS
     585        0        0   90,013   87,425   90,598   87,425    3,461    6,634

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:       -592)
       0        0        0     -315      228     -315      228     -277     -820

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      0.0      0.0     95.7     92.9     96.3     92.9      3.7      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       19       16       20       16                  
 
 
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV  Code-0233BD
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       42,103
COMMITMENTS
       0      372        0   39,821   40,298   39,821   40,670    2,282    1,433

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:     -1,669)
       0      372        0   -1,824   -2,010   -1,824   -1,638      155      -31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.9      0.0     94.6     95.7     94.6     96.6      5.4      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        0       19       12       19       13                  
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      216,270
COMMITMENTS
   1,927        0        0  205,436  207,417  207,363  207,417    8,907    8,853

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:      2,135)
     216        0      -62    1,463    2,228    1,617    2,166      518      -31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      0.0      0.0     95.0     95.9     95.9     95.9      4.1      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        0       14       18       16       18                  
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      180,568
COMMITMENTS
   5,969    3,459      961  167,210  169,493  174,140  173,913    6,428    6,655

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:      3,643)
    -256     -959      774    2,931    3,926    3,449    3,741      194      -98

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3      1.9      0.5     92.6     93.9     96.4     96.3      3.6      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       1        4        1       32       31       34       35                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       65,203
COMMITMENTS
   1,705        0        0   61,801   63,909   63,506   63,909    1,697    1,294

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:        434)
       0        0        0      186      434      186      434      248        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6      0.0      0.0     94.8     98.0     97.4     98.0      2.6      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        0        0       12       20       14       20                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      243,679
COMMITMENTS
   7,630        0      921  226,735  237,865  235,286  238,786    8,393    4,893

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:        444)
    -188        0      188      202      135      202      323      242      121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1      0.0      0.4     93.0     97.6     96.6     98.0      3.4      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       6        0        2       33       37       39       39                  
 
 
TRANSCO STN 85 MONTHLY INDEX - ICE FUTURES ENERGY DIV                Code-0233CS
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       12,247
COMMITMENTS
   2,821      806        0    8,810   11,193   11,631   11,999      616      248

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.0      6.6      0.0     71.9     91.4     95.0     98.0      5.0      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        1        0        6       10        9       11                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:      137,457
COMMITMENTS
       0    3,161        1  134,070  131,386  134,071  134,548    3,386    2,909

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:        880)
       0        0        0    1,215      240    1,215      240     -335      640

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.3      0.0     97.5     95.6     97.5     97.9      2.5      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        2        1       27       29       28       31                  
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      149,036
COMMITMENTS
   2,845    1,712        0  138,543  145,747  141,388  147,459    7,648    1,577

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:         -8)
      61        0        0      -96      724      -35      724       27     -732

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      1.1      0.0     93.0     97.8     94.9     98.9      5.1      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        1        0       20       26       24       27                  
 
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CZ
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       55,586
COMMITMENTS
   1,661    1,704        0   52,613   51,597   54,274   53,301    1,312    2,285

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:        152)
       0        0        0      152      121      152      121        0       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0      3.1      0.0     94.7     92.8     97.6     95.9      2.4      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        0       11       10       12       12                  
 
 
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       39,407
COMMITMENTS
       0        0        0   36,903   38,327   36,903   38,327    2,504    1,080

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:      3,664)
       0        0        0    3,633    3,757    3,633    3,757       31      -93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     93.6     97.3     93.6     97.3      6.4      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        0        0       17       19       17       19                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:      268,164
COMMITMENTS
       0      426        0  256,550  267,340  256,550  267,766   11,614      398

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:      4,557)
       0        0        0    4,223    4,557    4,223    4,557      334        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.2      0.0     95.7     99.7     95.7     99.9      4.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       0        1        0       32       23       32       24                  
 
 
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV                         Code-0233DT
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       99,458
COMMITMENTS
   3,808    1,498        0   88,205   96,791   92,013   98,289    7,445    1,169

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:        457)
       0        0        0      121      397      121      397      336       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      1.5      0.0     88.7     97.3     92.5     98.8      7.5      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        0       18       15       19       16                  
 
 
TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DW
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:       16,110
COMMITMENTS
   1,054        0        0   14,440   16,017   15,494   16,017      616       93

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:        186)
       0        0        0      186      186      186      186        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5      0.0      0.0     89.6     99.4     96.2     99.4      3.8      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       14       12       15       12                  
 
 
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV                            Code-0233EB
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:      190,321
COMMITMENTS
   1,472        0        0  182,240  183,319  183,712  183,319    6,609    7,002

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:      6,013)
       0        0        0    6,780    5,706    6,780    5,706     -767      307

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      0.0      0.0     95.8     96.3     96.5     96.3      3.5      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        0        0       19       29       20       29                  
 
 
REX ZONE 3 INDEX - ICE FUTURES ENERGY DIV                            Code-0233ED
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:       22,867
COMMITMENTS
     279        0        0   21,106   22,251   21,385   22,251    1,482      616

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:      1,674)
       0        0        0    1,581    1,550    1,581    1,550       93      124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      0.0      0.0     92.3     97.3     93.5     97.3      6.5      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        0       11       14       12       14                  
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:        7,790
COMMITMENTS
   1,183      621      230    6,248    6,810    7,661    7,661      129      129

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.2      8.0      3.0     80.2     87.4     98.3     98.3      1.7      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        5        2       14       14       18       21                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       37,751
COMMITMENTS
   3,748    2,210    1,964   32,024   33,457   37,736   37,631       15      120

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:        439)
     -50      250       25      464      164      439      439        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9      5.9      5.2     84.8     88.6    100.0     99.7      0.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        8        5       22       24       27       35                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(1 MWh for about 368 Hours)                          OPEN INTEREST:       33,148
COMMITMENTS
   3,625      254    1,179   28,344   31,715   33,148   33,148        0        0

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:        418)
    -150        0        0      568      418      418      418        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.9      0.8      3.6     85.5     95.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       5        2        4       19       21       25       26                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1Megawatt for 368 Hours)               OPEN INTEREST:      136,944
COMMITMENTS
  14,160    5,707    7,959  114,577  123,166  136,696  136,832      248      112

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:       -685)
     435      531      -60   -1,062   -1,152     -687     -681        2       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3      4.2      5.8     83.7     89.9     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      15       10       10       35       37       53       54                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       69,195
COMMITMENTS
   1,022    2,667    2,199   65,974   64,268   69,195   69,134        0       61

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:      2,490)
    -200       65       50    2,640    2,375    2,490    2,490        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      3.9      3.2     95.3     92.9    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       5        7        4       28       23       34       33                  
 
 
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV                 Code-064396
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours)                  OPEN INTEREST:       41,928
COMMITMENTS
   1,250    2,603      150   40,528   39,175   41,928   41,928        0        0

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:      2,402)
      50       50        0    2,352    2,352    2,402    2,402        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0      6.2      0.4     96.7     93.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        2        1       14       15       18       17                  
 
 
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV              Code-06439A
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours)                  OPEN INTEREST:       57,413
COMMITMENTS
  16,595    2,102    4,116   36,427   51,095   57,138   57,313      275      100

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:        756)
     -58       10      -10      824      751      756      751        0        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.9      3.7      7.2     63.4     89.0     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       7        2        4       24       23       32       28                  
 
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                Code-06439B
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       73,634
COMMITMENTS
  25,025    2,985    2,693   45,201   67,855   72,919   73,533      715      101

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:        554)
    -215     -233       38      431      729      254      534      300       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.0      4.1      3.7     61.4     92.2     99.0     99.9      1.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       8        3        4       26       24       35       30                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       70,751
COMMITMENTS
   2,274      748    1,377   66,608   68,621   70,259   70,746      492        5

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:        158)
     125        0     -112      145      265      158      153        0        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      1.1      1.9     94.1     97.0     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        1        3       28       28       31       31                  
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       88,606
COMMITMENTS
   2,036      929    1,996   84,082   85,681   88,114   88,606      492        0

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:        132)
     136       10     -120      116      242      132      132        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      1.0      2.3     94.9     96.7     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        3        3       30       27       33       32                  
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       43,180
COMMITMENTS
     280        0      200   42,276   42,674   42,756   42,874      424      306

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      0.0      0.5     97.9     98.8     99.0     99.3      1.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        0        1       19       15       22       16                  
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(1 MW for about 368 Hours)                           OPEN INTEREST:       26,693
COMMITMENTS
     360    1,195        0   25,886   25,487   26,246   26,682      447       11

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:       -950)
       0        0        0     -950     -950     -950     -950        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      4.5      0.0     97.0     95.5     98.3    100.0      1.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        3        0       20       17       21       20                  
 
 
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV               Code-06439N
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       22,733
COMMITMENTS
   2,100      222      300   20,229   22,211   22,629   22,733      104        0

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:      1,560)
   1,200        0        0      360    1,560    1,560    1,560        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2      1.0      1.3     89.0     97.7     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        1       13       12       16       13                  
 
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                 Code-06439R
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       83,647
COMMITMENTS
   9,984    3,191    2,644   70,551   77,381   83,179   83,216      468      431

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:        227)
    -772      764      322      656     -835      206      251       21      -24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.9      3.8      3.2     84.3     92.5     99.4     99.5      0.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      16        9       14       36       37       58       54                  
 
 
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV                    Code-06439V
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       15,516
COMMITMENTS
     750      150        0   14,742   15,366   15,492   15,516       24        0

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:      1,000)
       0        0        0    1,000    1,000    1,000    1,000        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8      1.0      0.0     95.0     99.0     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        0        8       15       10       16                  
 
 
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439W
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       15,456
COMMITMENTS
     750      150        0   14,682   15,306   15,432   15,456       24        0

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:      1,000)
       0        0        0    1,000    1,000    1,000    1,000        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9      1.0      0.0     95.0     99.0     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        0        8       15       10       16                  
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       48,721
COMMITMENTS
   4,120    2,700      285   44,002   45,333   48,407   48,318      314      403

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:      1,182)
       0        0        0    1,182    1,182    1,182    1,182        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.5      5.5      0.6     90.3     93.0     99.4     99.2      0.6      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        3        3       20       19       24       24                  
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       47,369
COMMITMENTS
     540      100      175   46,477   46,773   47,192   47,048      177      321

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:         56)
       0        0        0       36       56       36       56       20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      0.2      0.4     98.1     98.7     99.6     99.3      0.4      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        1        1       22       18       25       20                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       40,950
COMMITMENTS
     320    1,075      250   39,509   39,614   40,079   40,939      871       11

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:       -381)
     -90        0      -30     -621     -361     -741     -391      360       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      2.6      0.6     96.5     96.7     97.9    100.0      2.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        3        1       23       24       25       28                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       64,864
COMMITMENTS
   1,685      200       60   62,143   64,364   63,888   64,624      976      240

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:        350)
     135        0       10      205      340      350      350        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6      0.3      0.1     95.8     99.2     98.5     99.6      1.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        1        2       21       14       25       17                  
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       70,656
COMMITMENTS
   2,466      775      100   67,590   69,591   70,156   70,466      500      190

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:        220)
      60      -20       10      150      220      220      210        0       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5      1.1      0.1     95.7     98.5     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        3        1       24       15       27       19                  
 
 
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV              Code-0643BF
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(1 MW per Hour for about 368 Hours)                  OPEN INTEREST:       82,474
COMMITMENTS
   2,035      523    2,695   77,326   79,184   82,056   82,402      418       72

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:      1,017)
    -356        5      327    1,046      685    1,017    1,017        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      0.6      3.3     93.8     96.0     99.5     99.9      0.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        2        5       26       22       31       27                  
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:      100,743
COMMITMENTS
   2,029    2,646    4,043   94,351   94,015  100,423  100,704      320       39

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:      1,887)
    -420      953      333    1,950      580    1,863    1,866       24       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      2.6      4.0     93.7     93.3     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       5       10        6       29       31       37       44                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       61,563
COMMITMENTS
     225    4,214      175   61,163   57,174   61,563   61,563        0        0

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:        300)
    -150        0      150      300      150      300      300        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      6.8      0.3     99.4     92.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        4        1       15       14       17       19                  
 
 
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV                 Code-0643BR
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours)                  OPEN INTEREST:       56,440
COMMITMENTS
   1,050      875        0   55,390   55,565   56,440   56,440        0        0

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      1.6      0.0     98.1     98.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        3        0       12       10       13       13                  
 
 
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV                  Code-0643BS
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(1 MW per Hour for about 386 Hours)                  OPEN INTEREST:       58,937
COMMITMENTS
   1,650    1,770      742   56,214   56,314   58,606   58,826      331      111

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:      1,670)
       6       50       -1    1,665    1,621    1,670    1,670        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      3.0      1.3     95.4     95.5     99.4     99.8      0.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        5        2       21       22       25       28                  
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       65,952
COMMITMENTS
   2,465    5,196      891   62,361   59,481   65,717   65,568      235      384

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:      2,132)
      28       25      -42    2,122    2,159    2,108    2,142       24      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      7.9      1.4     94.6     90.2     99.6     99.4      0.4      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       5        5        4       23       20       30       27                  
 
 
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BW
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       25,478
COMMITMENTS
       0      885        0   25,306   24,333   25,306   25,218      172      260

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:        204)
       0        0        0      168      204      168      204       36        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.5      0.0     99.3     95.5     99.3     99.0      0.7      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       17       15       17       16                  
 
 
NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV                Code-0643BX
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(1 MW for about 368 Hours)                           OPEN INTEREST:       25,169
COMMITMENTS
       0      225        0   24,873   24,759   24,873   24,984      296      185

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:        180)
       0        0        0      180      180      180      180        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.9      0.0     98.8     98.4     98.8     99.3      1.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       18       14       18       15                  
 
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BY
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       29,401
COMMITMENTS
   1,380    1,921      490   27,429   26,262   29,299   28,673      102      728

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:          5)
      10        0        0        0        5       10        5       -5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7      6.5      1.7     93.3     89.3     99.7     97.5      0.3      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        4        4       19       17       23       22                  
 
 
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV               Code-0643BZ
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(1MW for about 368 Hours)                            OPEN INTEREST:       17,695
COMMITMENTS
     685    1,851      152   15,712   15,242   16,549   17,245    1,146      450

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9     10.5      0.9     88.8     86.1     93.5     97.5      6.5      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        4        2       11       10       13       15                  
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       59,540
COMMITMENTS
   5,134    6,157    1,641   52,667   51,721   59,442   59,519       98       21

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:      1,065)
     319      429     -294    1,070      930    1,095    1,065      -30        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6     10.3      2.8     88.5     86.9     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       6        3        4       29       24       36       30                  
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(1MW for about 368 Hours)                            OPEN INTEREST:       36,676
COMMITMENTS
   1,296    2,392      514   34,722   33,715   36,532   36,621      144       55

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:        670)
       5       10      -10      675      670      670      670        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5      6.5      1.4     94.7     91.9     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        4        5       25       18       31       24                  
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       18,934
COMMITMENTS
     850      364      175   17,819   18,395   18,844   18,934       90        0

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:         80)
     -25      -75        0      105      155       80       80        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5      1.9      0.9     94.1     97.2     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        4        1       18       17       22       22                  
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       12,283
COMMITMENTS
     380      100      500   10,631   11,518   11,511   12,118      772      165

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:         10)
     -10        0       10        0        0        0       10       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1      0.8      4.1     86.6     93.8     93.7     98.7      6.3      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        1        1       13       13       16       15                  
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       11,281
COMMITMENTS
     350      100      495    9,715   10,521   10,560   11,116      721      165

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:         10)
     -10        0       10        0        0        0       10       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1      0.9      4.4     86.1     93.3     93.6     98.5      6.4      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        1        1       12       12       15       14                  
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       35,060
COMMITMENTS
   1,150    3,190    2,035   31,710   29,835   34,895   35,060      165        0

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:        300)
       0       20        0      300      280      300      300        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3      9.1      5.8     90.4     85.1     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        4        2       20       15       25       19                  
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       35,200
COMMITMENTS
   1,150    3,015    2,005   31,880   30,180   35,035   35,200      165        0

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:         20)
       0       20        0       20        0       20       20        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3      8.6      5.7     90.6     85.7     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        4        2       20       16       25       20                  
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      115,583
COMMITMENTS
   1,380    6,185    2,151  111,972  107,167  115,503  115,503       80       80

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:        183)
     315      410      -35     -102     -192      178      183        5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      5.4      1.9     96.9     92.7     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       6        8        6       38       31       47       42                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
352 MWh                                              OPEN INTEREST:      128,124
COMMITMENTS
   1,369    5,285    4,654  122,010  118,105  128,033  128,044       91       80

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:      1,169)
     131     -147      393      608      923    1,132    1,169       37        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      4.1      3.6     95.2     92.2     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       6       10       11       42       33       55       47                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      271,139
COMMITMENTS
  35,291   11,959   20,512  214,918  238,510  270,721  270,981      418      158

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:     -4,062)
  -1,100   -2,001      791   -3,763   -2,841   -4,072   -4,051       10      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.0      4.4      7.6     79.3     88.0     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      26       14       27       50       40       86       71                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       16,812
COMMITMENTS
   4,154        0      715   11,828   16,037   16,697   16,752      115       60

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:         -5)
       0        0        0       -5       -5       -5       -5        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.7      0.0      4.3     70.4     95.4     99.3     99.6      0.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       6        0        4       15       12       21       16                  
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       13,396
COMMITMENTS
   3,554      300      365    9,362   12,731   13,281   13,396      115        0

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:         25)
       0        0        0       25       25       25       25        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.5      2.2      2.7     69.9     95.0     99.1    100.0      0.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5        1        3       15       12       21       15                  
 
 
ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV              Code-0643IB
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:       10,930
COMMITMENTS
     880    1,970      760    8,470    7,660   10,110   10,390      820      540

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:      1,835)
    -170     -270      335    1,735    1,635    1,900    1,700      -65      135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1     18.0      7.0     77.5     70.1     92.5     95.1      7.5      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        7        6       18       17       26       26                  
 
 
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV                Code-0643ID
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(1MW for about 352 Hours)                            OPEN INTEREST:       15,364
COMMITMENTS
   1,920    1,087      225   13,182   14,032   15,327   15,344       37       20

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:        298)
      25       38        0      278      260      303      298       -5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5      7.1      1.5     85.8     91.3     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        3        3       16       23       22       27                  
 
 
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV                      Code-066413
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000  metric tonnes                                  OPEN INTEREST:        5,379
COMMITMENTS
     386      583      134    4,346    3,864    4,866    4,581      513      798

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:        391)
     100      133       -7      377      323      470      449      -79      -58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2     10.8      2.5     80.8     71.8     90.5     85.2      9.5     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       5        2        4       26       26       32       31                  
 
 
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV                 Code-066416
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       31,537
COMMITMENTS
   1,698        0        0   29,412   31,450   31,110   31,450      427       87

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:        306)
       0        0        0      306      310      306      310        0       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4      0.0      0.0     93.3     99.7     98.6     99.7      1.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        0        0       32       38       34       38                  
 
 
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV              Code-06641A
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       20,167
COMMITMENTS
       0       64      167   19,761   19,213   19,928   19,444      239      723

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:        350)
       0        0        0      390      435      390      435      -40      -85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.3      0.8     98.0     95.3     98.8     96.4      1.2      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        2        1       22       27       23       29                  
 
 
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV               Code-06641D
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       11,386
COMMITMENTS
     330      209      427   10,110   10,381   10,867   11,017      519      369

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:        118)
     -25       44       30      194      144      199      218      -81     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      1.8      3.8     88.8     91.2     95.4     96.8      4.6      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        1        3       36       26       40       29                  
 
 
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV              Code-06641F
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       28,188
COMMITMENTS
   2,070      647       50   25,811   27,095   27,931   27,792      257      396

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:        678)
     350      101       10      271      520      631      631       47       47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3      2.3      0.2     91.6     96.1     99.1     98.6      0.9      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       4        2        2       31       45       36       48                  
 
 
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV              Code-06641G
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       51,038
COMMITMENTS
   3,172      710    2,155   45,199   47,413   50,526   50,278      512      760

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:        896)
     302     -231      145      682    1,172    1,129    1,086     -233     -190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2      1.4      4.2     88.6     92.9     99.0     98.5      1.0      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      10        6       12       63       61       79       73                  
 
 
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV                   Code-06641H
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 Metric  Tonnes                                  OPEN INTEREST:        2,456
COMMITMENTS
     204       34       79    1,316    1,887    1,599    2,000      857      456

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:         94)
      48        8      -10      -59        2      -21        0      115       94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3      1.4      3.2     53.6     76.8     65.1     81.4     34.9     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        2       13       19       15       22                  
 
 
WTI CRUDE OIL 1ST LINE - ICE FUTURES ENERGY DIV                      Code-06741Q
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 US barrels per lot                              OPEN INTEREST:       68,580
COMMITMENTS
  44,816    6,825    4,142   13,877   47,751   62,835   58,718    5,745    9,862

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:      4,880)
     660    1,092        0    4,448    2,132    5,108    3,224     -228    1,656

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    65.3     10.0      6.0     20.2     69.6     91.6     85.6      8.4     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        3        5       11       11       18       17                  
 
 
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV                 Code-06742G
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 BARRELS                                         OPEN INTEREST:       30,142
COMMITMENTS
       0        0        0   29,042   29,079   29,042   29,079    1,100    1,063

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:     -5,820)
       0        0        0   -5,500   -5,423   -5,500   -5,423     -320     -397

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     96.4     96.5     96.4     96.5      3.6      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        0        0       22       21       22       21                  
 
 
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV               Code-06742R
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:        8,536
COMMITMENTS
      44        0        0    8,442    8,322    8,486    8,322       50      214

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:        487)
     -13        0        0      500      512      487      512        0      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      0.0      0.0     98.9     97.5     99.4     97.5      0.6      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       10       15       11       15                  
 
 
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV                  Code-06742T
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 BARRELS                                         OPEN INTEREST:        9,445
COMMITMENTS
       0        0        0    9,305    9,392    9,305    9,392      140       53

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:        345)
       0        0        0      410      362      410      362      -65      -17

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       14       15       14       15                  
 
 
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV               Code-06742U
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:      213,626
COMMITMENTS
       0    1,590        0  204,881  200,236  204,881  201,826    8,745   11,800

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:      1,395)
       0        0        0     -320    1,062     -320    1,062    1,715      333

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.7      0.0     95.9     93.7     95.9     94.5      4.1      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       13       17       13       18                  



Updated July 24, 2020