CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV               Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       12,894
COMMITMENTS
   4,896      574      396    7,602   11,919   12,894   12,889        0        5

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.0      4.5      3.1     59.0     92.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       9        2        1       12        9       22       11                  
 
 
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV               Code-0063AS
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       60,057
COMMITMENTS
  36,091   17,837      145   23,606   41,866   59,842   59,847      215      210

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:       -294)
     105      -24     -130     -269     -140     -294     -294        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    60.1     29.7      0.2     39.3     69.7     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      16        8        2       19       19       37       28                  
 
 
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV                   Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       91,336
COMMITMENTS
  33,383   17,300   13,909   43,813   59,993   91,104   91,202      232      134

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:      2,907)
     -56     -190    1,323    1,606    1,748    2,873    2,881       34       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.5     18.9     15.2     48.0     65.7     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      29        9       16       25       19       59       39                  
 
 
NJ SRECS - ICE FUTURES ENERGY DIV                                    Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:      176,429
COMMITMENTS
  54,771   30,357    2,630  119,028  143,442  176,429  176,429        0        0

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:        650)
     500     -250      400     -250      500      650      650        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.0     17.2      1.5     67.5     81.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        9        4       16       15       24       24                  
 
 
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV                        Code-0063CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:      153,591
COMMITMENTS
  23,815   17,410    9,344  120,431  126,837  153,591  153,591        0        0

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:      1,995)
  -1,537      100    1,508    2,023      386    1,995    1,995        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.5     11.3      6.1     78.4     82.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       8        3        3       17       12       26       17                  
 
 
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV                   Code-0063CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       32,993
COMMITMENTS
  17,110    3,511    2,294   13,589   27,187   32,993   32,993        0        0

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:        326)
     255      -83       78       -7      331      326      326        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    51.9     10.6      7.0     41.2     82.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      12        3        4       10       16       24       21                  
 
 
RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV                           Code-0063CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       34,149
COMMITMENTS
   8,160      900        0   25,974   33,249   34,134   34,149       15        0

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:         85)
       0        0        0       70       85       70       85       15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.9      2.6      0.0     76.1     97.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       8        1        0       12        6       20        7                  
 
 
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV                Code-0063D9
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       24,285
COMMITMENTS
  13,429      525    1,533    9,323   22,227   24,285   24,285        0        0

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:        585)
     735        0        0     -150      585      585      585        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    55.3      2.2      6.3     38.4     91.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      15        2        3       11       13       28       17                  
 
 
RGGI VINTAGE 2020 - ICE FUTURES ENERGY DIV                           Code-0063DJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       16,695
COMMITMENTS
   1,388      601      114   15,084   15,981   16,585   16,695      110        0

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:        128)
     -23       27       -4      156      106      128      128        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.3      3.6      0.7     90.3     95.7     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        2        2       14       12       19       15                  
 
 
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV                             Code-0063DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| 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:       12,199
COMMITMENTS
   1,470    3,316      180   10,549    8,703   12,199   12,199        0        0

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.1     27.2      1.5     86.5     71.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        5        1       11        8       14       13                  
 
 
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV                Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| 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:       21,325
COMMITMENTS
   2,543    6,900      677   18,080   13,748   21,300   21,325       25        0

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:        376)
      -1      400      -74      451       50      376      376        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.9     32.4      3.2     84.8     64.5     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        8        4       12       10       18       20                  
 
 
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV                          Code-0063DN
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       47,227
COMMITMENTS
  20,673   11,850    2,500   24,054   32,877   47,227   47,227        0        0

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:        430)
    -200      430      200      430     -200      430      430        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    43.8     25.1      5.3     50.9     69.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       6        4        4       15       10       22       17                  
 
 
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV                          Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       34,999
COMMITMENTS
   1,937      336    3,754   29,113   30,858   34,804   34,948      195       51

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:      1,653)
    -206       30      558    1,301    1,075    1,653    1,663        0      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.5      1.0     10.7     83.2     88.2     99.4     99.9      0.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       5        2        6       21       26       30       32                  
 
 
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV       Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       35,112
COMMITMENTS
     711    2,426    3,092   29,741   29,583   33,544   35,101    1,568       11

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:        417)
       0     -175        0      417      592      417      417        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0      6.9      8.8     84.7     84.3     95.5    100.0      4.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        4        3       22       21       27       26                  
 
 
USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV               Code-02141R
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
BBL                                                  OPEN INTEREST:        6,864
COMMITMENTS
       0      558    1,188    5,665    5,088    6,853    6,834       11       30

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:        594)
     -28       85      173      449      471      594      729        0     -135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      8.1     17.3     82.5     74.1     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        3        3       17       14       20       17                  
 
 
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV                 Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    5,251,835
COMMITMENTS
 337,361  136,586  376,971  4508125  4713872  5222457  5227429   29,378   24,406

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:    113,145)
  42,368   -3,936    4,678   69,561  112,364  116,607  113,106   -3,462       39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.4      2.6      7.2     85.8     89.8     99.4     99.5      0.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      238)
      36       33       50      153      133      210      195                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:    1,312,673
COMMITMENTS
  77,806   55,138  454,897  776,754  800,496  1309456  1310530    3,217    2,142

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:    -35,874)
  36,589    6,768   -9,539  -63,565  -33,205  -36,515  -35,976      640      102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.9      4.2     34.7     59.2     61.0     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      13       16       20       49       46       73       71                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      281,647
COMMITMENTS
   5,766    3,978       92  246,338  274,316  252,196  278,386   29,451    3,261

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:      5,135)
    -673        0      -30    5,852    6,289    5,149    6,259      -14   -1,124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0      1.4      0.0     87.5     97.4     89.5     98.8     10.5      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        1        2       25       21       28       24                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      148,097
COMMITMENTS
   4,877      248    1,017  138,293  132,414  144,187  133,679    3,910   14,418

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:      4,669)
   1,185        0      153    3,241    3,794    4,579    3,947       90      722

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.3      0.2      0.7     93.4     89.4     97.4     90.3      2.6      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        1        2       21       25       25       28                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      343,443
COMMITMENTS
  13,009        8    6,480  308,288  332,920  327,777  339,408   15,666    4,035

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:     12,356)
    -733   -1,241      -42   10,297   12,243    9,522   10,960    2,834    1,396

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.8      0.0      1.9     89.8     96.9     95.4     98.8      4.6      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       5        1        4       34       30       40       34                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      864,451
COMMITMENTS
   5,243   10,864    1,957  848,584  850,215  855,784  863,036    8,667    1,415

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:     12,768)
     387       32      -88   12,202   13,376   12,501   13,320      267     -552

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      1.3      0.2     98.2     98.4     99.0     99.8      1.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       4        2        4       39       31       44       36                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      383,486
COMMITMENTS
   2,248    7,965    2,113  371,425  368,081  375,786  378,159    7,700    5,327

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:      5,496)
    -184    2,145      859    4,796    3,036    5,471    6,040       25     -544

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      2.1      0.6     96.9     96.0     98.0     98.6      2.0      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       1        7        4       41       42       45       51                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      554,415
COMMITMENTS
   1,208      248        0  546,067  545,935  547,275  546,183    7,140    8,232

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:     15,188)
    -329        0     -340   15,841   15,848   15,172   15,508       16     -320

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      0.0      0.0     98.5     98.5     98.7     98.5      1.3      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       1        1        0       40       42       41       43                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      431,174
COMMITMENTS
     429    7,751      122  423,725  410,815  424,276  418,688    6,898   12,486

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:     11,093)
     429      585       92   10,238    8,435   10,759    9,112      334    1,981

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      1.8      0.0     98.3     95.3     98.4     97.1      1.6      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       1        4        2       38       29       41       33                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      110,493
COMMITMENTS
       0    5,327      459  105,755  102,677  106,214  108,463    4,279    2,030

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:      1,336)
       0      248        0      600      992      600    1,240      736       96

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      4.8      0.4     95.7     92.9     96.1     98.2      3.9      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        4        1       18       21       19       25                  
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       32,160
COMMITMENTS
       0      159       58   31,055   30,805   31,113   31,022    1,047    1,138

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:      5,301)
       0        0        0    5,115    5,287    5,115    5,287      186       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.5      0.2     96.6     95.8     96.7     96.5      3.3      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        1        1       15       17       16       18                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      296,892
COMMITMENTS
     782    9,684      625  291,443  279,086  292,850  289,395    4,042    7,497

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:      2,905)
     363    1,322     -119    1,975    2,516    2,219    3,719      686     -814

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      3.3      0.2     98.2     94.0     98.6     97.5      1.4      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        4        2       27       25       29       30                  
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      202,201
COMMITMENTS
       0      279        0  197,052  197,047  197,052  197,326    5,149    4,875

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:        465)
       0      279        0      465      304      465      583        0     -118

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.1      0.0     97.5     97.5     97.5     97.6      2.5      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        1        0       30       24       30       25                  
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      321,582
COMMITMENTS
       0    3,280        0  317,797  315,631  317,797  318,911    3,785    2,671

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:      3,078)
       0       30        0    2,962    3,056    2,962    3,086      116       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.0      0.0     98.8     98.1     98.8     99.2      1.2      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        2        0       23       25       23       27                  
 
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                      Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       60,170
COMMITMENTS
   7,774      527        0   50,985   59,047   58,759   59,574    1,411      596

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:     12,023)
   3,206        0        0    9,132   12,271   12,338   12,271     -315     -248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.9      0.9      0.0     84.7     98.1     97.7     99.0      2.3      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        1        0       20       20       24       21                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      611,700
COMMITMENTS
  25,110    9,054    9,792  564,608  585,960  599,510  604,806   12,190    6,894

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:      7,601)
    -645      817    1,662    6,734    6,066    7,751    8,545     -150     -944

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.1      1.5      1.6     92.3     95.8     98.0     98.9      2.0      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
       4       10        9       50       47       60       61                  
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      187,365
COMMITMENTS
      13        0    1,308  183,167  178,304  184,488  179,612    2,877    7,753

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:      1,790)
       0        0        0    1,514    2,186    1,514    2,186      276     -396

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.7     97.8     95.2     98.5     95.9      1.5      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        1       25       20       26       21                  
 
 
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV             Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       51,856
COMMITMENTS
       0      480        0   50,153   49,457   50,153   49,937    1,703    1,919

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:      1,315)
       0      124        0    1,743      215    1,743      339     -428      976

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.9      0.0     96.7     95.4     96.7     96.3      3.3      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        0       14       11       14       13                  
 
 
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       90,683
COMMITMENTS
       0        0        0   85,844   84,966   85,844   84,966    4,839    5,717

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:         90)
       0        0        0      -90   -1,587      -90   -1,587      180    1,677

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     94.7     93.7     94.7     93.7      5.3      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       17       14       17       14                  
 
 
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      304,741
COMMITMENTS
   8,835    9,837        0  287,545  293,800  296,380  303,637    8,361    1,104

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:     15,596)
   6,200    3,503        0    7,738   11,994   13,938   15,497    1,658       99

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9      3.2      0.0     94.4     96.4     97.3     99.6      2.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       5        8        0       28       29       33       37                  
 
 
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV      Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      289,785
COMMITMENTS
  12,007   13,036      279  276,125  275,897  288,411  289,212    1,374      573

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:     19,096)
   6,037    3,367      279   12,607   15,618   18,923   19,264      173     -168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.1      4.5      0.1     95.3     95.2     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
       7        6        1       40       38       47       45                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      132,655
COMMITMENTS
     493      348        0  129,307  128,534  129,800  128,882    2,855    3,773

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:     13,228)
       0        0        0   12,882   12,979   12,882   12,979      346      249

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      0.3      0.0     97.5     96.9     97.8     97.2      2.2      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        1        0       18       21       20       22                  
 
 
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV                     Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
MMBTU                                                OPEN INTEREST:       39,000
COMMITMENTS
     217    1,364        0   38,274   36,910   38,491   38,274      509      726

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:      3,100)
     217     -496        0    2,908    3,224    3,125    2,728      -25      372

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      3.5      0.0     98.1     94.6     98.7     98.1      1.3      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        0       18       16       19       17                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      279,813
COMMITMENTS
     908    5,744    1,571  272,900  263,461  275,379  270,776    4,434    9,037

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:      6,779)
     600     -205        0    6,859    6,406    7,459    6,201     -680      578

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      2.1      0.6     97.5     94.2     98.4     96.8      1.6      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       2        3        3       41       36       45       41                  
 
 
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV                  Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      138,210
COMMITMENTS
       0        0        0  137,552  137,999  137,552  137,999      658      211

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     99.5     99.8     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       12       14       12       14                  
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       99,886
COMMITMENTS
       0      806        0   91,298   84,917   91,298   85,723    8,588   14,163

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:      3,442)
       0      806        0    3,629    1,529    3,629    2,335     -187    1,107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.8      0.0     91.4     85.0     91.4     85.8      8.6     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        0       18       18       18       20                  
 
 
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV          Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      227,686
COMMITMENTS
     964      464    1,965  222,347  222,555  225,276  224,984    2,410    2,702

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:      5,271)
     964       35     -102    4,623    4,910    5,485    4,843     -214      428

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      0.2      0.9     97.7     97.7     98.9     98.8      1.1      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        2        2       27       32       30       35                  
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      201,219
COMMITMENTS
       0    1,364        0  197,326  197,493  197,326  198,857    3,893    2,362

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:        -77)
       0    1,364        0    1,044   -1,899    1,044     -535   -1,121      458

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.7      0.0     98.1     98.1     98.1     98.8      1.9      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        4        0       21       17       21       21                  
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       91,505
COMMITMENTS
     126        0      583   86,961   88,596   87,670   89,179    3,835    2,326

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:      1,719)
    -367        0      243    6,088    1,099    5,964    1,342   -4,245      377

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      0.0      0.6     95.0     96.8     95.8     97.5      4.2      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        1       22       14       23       15                  
 
 
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV  Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       42,428
COMMITMENTS
     872        0       58   39,515   42,045   40,445   42,103    1,983      325

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:     12,106)
     624        0       58   11,567   12,013   12,249   12,071     -143       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.1      0.0      0.1     93.1     99.1     95.3     99.2      4.7      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        1       19       15       21       16                  
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      194,774
COMMITMENTS
   4,085        0        0  183,356  186,498  187,441  186,498    7,333    8,276

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:      4,312)
     681        0     -546    4,796    6,094    4,931    5,548     -619   -1,236

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.1      0.0      0.0     94.1     95.8     96.2     95.8      3.8      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        0        0       18       19       20       19                  
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      184,846
COMMITMENTS
     279    9,257    6,556  166,220  155,116  173,055  170,929   11,791   13,917

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:        707)
     279      989     -151      643     -385      771      453      -64      254

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      5.0      3.5     89.9     83.9     93.6     92.5      6.4      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        4        2       26       28       29       32                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       76,650
COMMITMENTS
       0    1,796        0   74,222   71,877   74,222   73,673    2,428    2,977

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:      9,617)
       0    1,105        0    9,338    8,129    9,338    9,234      279      383

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.3      0.0     96.8     93.8     96.8     96.1      3.2      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        2        0       18       18       18       20                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      256,171
COMMITMENTS
   2,722    1,961    4,273  243,295  241,241  250,290  247,475    5,881    8,696

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:     12,335)
     -77       52        0   12,472   11,262   12,395   11,314      -60    1,021

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      0.8      1.7     95.0     94.2     97.7     96.6      2.3      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       2        3        2       31       33       34       37                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:      137,599
COMMITMENTS
     744    1,713    1,182  130,875  131,866  132,801  134,761    4,798    2,838

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:      4,183)
     426      783       85    3,535    2,437    4,046    3,305      137      878

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      1.2      0.9     95.1     95.8     96.5     97.9      3.5      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        3        2       26       26       28       30                  
 
 
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV                Code-0233CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       25,012
COMMITMENTS
   1,855        0        0   22,729   24,751   24,584   24,751      428      261

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.4      0.0      0.0     90.9     99.0     98.3     99.0      1.7      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        0       10       11       12       11                  
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      159,803
COMMITMENTS
     310        0        0  151,090  153,768  151,400  153,768    8,403    6,035

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:        168)
       0        0        0     -440     -688     -440     -688      608      856

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      0.0      0.0     94.5     96.2     94.7     96.2      5.3      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        0       20       23       21       23                  
 
 
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       40,218
COMMITMENTS
     511        0        0   36,309   38,337   36,820   38,337    3,398    1,881

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:      4,227)
     279        0        0    3,521    4,157    3,800    4,157      427       70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      0.0      0.0     90.3     95.3     91.6     95.3      8.4      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        0        0       17       18       19       18                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:      265,921
COMMITMENTS
       0      775        0  250,269  264,746  250,269  265,521   15,652      400

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:      1,076)
       0      775        0    1,323      239    1,323    1,014     -247       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.3      0.0     94.1     99.6     94.1     99.8      5.9      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        2        0       28       19       28       21                  
 
 
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV                         Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      108,456
COMMITMENTS
   6,317    8,774        0   94,405   96,419  100,722  105,193    7,734    3,263

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:      1,488)
       0        0        0    3,862    2,156    3,862    2,156   -2,374     -668

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.8      8.1      0.0     87.0     88.9     92.9     97.0      7.1      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        0       15       12       16       13                  
 
 
TETCO M2 Index (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DW
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:       29,850
COMMITMENTS
   5,752        0        0   23,056   29,552   28,808   29,552    1,042      298

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.3      0.0      0.0     77.2     99.0     96.5     99.0      3.5      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       12       12       13       12                  
 
 
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV                            Code-0233EB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:      206,125
COMMITMENTS
       0      684      524  201,418  201,366  201,942  202,574    4,183    3,551

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:      5,665)
       0     -152      152    5,542    3,095    5,694    3,095      -29    2,570

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.3      0.3     97.7     97.7     98.0     98.3      2.0      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        1        1       22       25       23       26                  
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:       25,551
COMMITMENTS
   2,983    2,091    3,809   18,279   19,407   25,071   25,307      480      245

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:        701)
    -280       31      469      516      195      705      695       -4        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.7      8.2     14.9     71.5     76.0     98.1     99.0      1.9      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       9       10       15       25       22       42       39                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       43,203
COMMITMENTS
   3,595    4,368    1,151   38,336   37,684   43,082   43,203      121        0

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:         61)
      15      -98     -190      235      349       60       61        1        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.3     10.1      2.7     88.7     87.2     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        9        5       25       24       31       35                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:       31,655
COMMITMENTS
   3,675    1,151      978   27,002   29,526   31,655   31,655        0        0

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:        120)
     125      100      125      160      -55      410      170     -290      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.6      3.6      3.1     85.3     93.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        4        5       21       21       26       28                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:      142,659
COMMITMENTS
   3,989   10,089    9,981  128,206  122,451  142,176  142,521      483      138

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:      2,024)
     -70    1,029     -629    2,691    1,634    1,992    2,034       32      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.8      7.1      7.0     89.9     85.8     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       8       11       11       30       35       44       51                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       74,566
COMMITMENTS
   2,738    3,086    2,612   69,216   68,848   74,566   74,546        0       20

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:      1,219)
     200      533      -80    1,333    1,000    1,453    1,453     -234     -234

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.7      4.1      3.5     92.8     92.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       5        6        3       24       26       30       34                  
 
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:       33,859
COMMITMENTS
     300      724      575   32,984   32,560   33,859   33,859        0        0

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:        915)
      74       49      -49      890      915      915      915        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      2.1      1.7     97.4     96.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        4        3       12       16       16       21                  
 
 
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV                    Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       61,825
COMMITMENTS
  16,815    1,557    4,923   40,055   55,315   61,793   61,795       32       30

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:         25)
       0       25        0       30        0       30       25       -5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.2      2.5      8.0     64.8     89.5     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       6        3        4       24       25       32       30                  
 
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       82,522
COMMITMENTS
  25,824    3,237    3,805   52,387   75,468   82,016   82,510      506       12

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:        -93)
    -321      -16      -45      -25       42     -391      -19      298      -74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.3      3.9      4.6     63.5     91.5     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       9        5        6       26       27       37       36                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       74,532
COMMITMENTS
   2,815      472    2,043   68,900   71,712   73,758   74,227      774      305

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:      1,114)
       0     -809      864      245    1,064    1,109    1,119        5       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.8      0.6      2.7     92.4     96.2     99.0     99.6      1.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        3        2       27       25       30       29                  
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       93,747
COMMITMENTS
   2,758      737    2,700   87,452   90,073   92,910   93,510      837      237

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:      1,043)
       0     -724      864      179      899    1,043    1,039        0        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9      0.8      2.9     93.3     96.1     99.1     99.7      0.9      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        3        2       29       27       32       31                  
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       44,148
COMMITMENTS
     325      195      230   43,179   43,302   43,734   43,727      414      421

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:        295)
       0      100        0      295      195      295      295        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      0.4      0.5     97.8     98.1     99.1     99.0      0.9      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        1       17       16       19       18                  
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       26,585
COMMITMENTS
     460      906       35   25,547   25,642   26,042   26,583      543        2

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:     -1,410)
     100       16        0   -1,510   -1,426   -1,410   -1,410        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7      3.4      0.1     96.1     96.5     98.0    100.0      2.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        3        1       19       17       22       20                  
 
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                 Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       94,148
COMMITMENTS
  22,783    1,904    3,898   67,035   88,234   93,716   94,036      432      112

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:      2,533)
     911       73       54    1,593    2,399    2,558    2,526      -25        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.2      2.0      4.1     71.2     93.7     99.5     99.9      0.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      18        6       13       34       34       54       51                  
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       39,661
COMMITMENTS
   8,966      500      275   30,130   38,559   39,371   39,334      290      327

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:        688)
       0        0        0      688      688      688      688        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.6      1.3      0.7     76.0     97.2     99.3     99.2      0.7      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       6        2        1       18       21       24       24                  
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       49,765
COMMITMENTS
     475      123      277   48,888   49,050   49,640   49,450      125      315

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:        287)
     100        0        0      187      287      287      287        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      0.2      0.6     98.2     98.6     99.7     99.4      0.3      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        2        2       23       21       27       23                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       37,989
COMMITMENTS
     190    2,155       10   36,461   35,648   36,661   37,813    1,328      176

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:       -866)
      90      170       10     -964   -1,064     -864     -884       -2       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      5.7      0.0     96.0     93.8     96.5     99.5      3.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        7        1       20       21       21       29                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       67,230
COMMITMENTS
   2,312      800        0   64,290   66,085   66,602   66,885      628      345

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:      1,071)
       0       50        0    1,071    1,021    1,071    1,071        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.4      1.2      0.0     95.6     98.3     99.1     99.5      0.9      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        2        0       24       15       26       17                  
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       70,775
COMMITMENTS
   2,977      650       90   67,328   69,855   70,395   70,595      380      180

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:        666)
     -29        0       30      665      636      666      666        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.2      0.9      0.1     95.1     98.7     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        1        2       25       16       29       19                  
 
 
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       78,005
COMMITMENTS
   1,607    1,574      629   75,515   75,772   77,751   77,975      254       30

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:        260)
       0       47       80      180      133      260      260        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.1      2.0      0.8     96.8     97.1     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        4        5       28       30       34       37                  
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:      100,912
COMMITMENTS
   2,404    3,198    2,084   96,077   95,603  100,564  100,885      348       27

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:      2,229)
     -32       84      108    2,148    2,052    2,224    2,244        5      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.4      3.2      2.1     95.2     94.7     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       6       12        8       30       31       41       46                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       57,642
COMMITMENTS
     425    5,791      225   56,972   51,626   57,622   57,642       20        0

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:      3,124)
      25      409      -50    3,224    2,840    3,199    3,199      -75      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7     10.0      0.4     98.8     89.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        5        3       16       13       19       20                  
 
 
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV                        Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
25MWh                                                OPEN INTEREST:       49,240
COMMITMENTS
     549      650      725   47,966   47,865   49,240   49,240        0        0

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:      2,790)
       0        0        0    2,790    2,790    2,790    2,790        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      1.3      1.5     97.4     97.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        3        3       11        9       14       14                  
 
 
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       63,372
COMMITMENTS
   1,365    1,915      528   61,435   60,728   63,328   63,171       44      201

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:      1,499)
      63       30        0    1,436    1,475    1,499    1,505        0       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2      3.0      0.8     96.9     95.8     99.9     99.7      0.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        3        2       23       22       27       26                  
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       70,990
COMMITMENTS
   1,584    4,084    3,075   66,274   63,591   70,933   70,750       57      240

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:        694)
    -263    1,705   -1,300    2,257      289      694      694        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2      5.8      4.3     93.4     89.6     99.9     99.7      0.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       7        5        4       24       18       33       25                  
 
 
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       25,962
COMMITMENTS
       0      791        0   25,781   24,971   25,781   25,762      181      200

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:        255)
    -785      201        0    1,034       54      249      255        6        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.0      0.0     99.3     96.2     99.3     99.2      0.7      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        0       17       12       17       14                  
 
 
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       25,181
COMMITMENTS
       0       25        0   24,853   25,091   24,853   25,116      328       65

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:         70)
    -685        0        0      750       70       65       70        5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.1      0.0     98.7     99.6     98.7     99.7      1.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       17       12       17       13                  
 
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       34,134
COMMITMENTS
      82    1,515    1,399   32,620   31,220   34,101   34,134       33        0

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:        158)
      12       -3      -12      142      183      142      168       16      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      4.4      4.1     95.6     91.5     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        5        5       21       19       28       24                  
 
 
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       21,376
COMMITMENTS
     510    2,365      316   19,546   18,635   20,372   21,316    1,004       60

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:         11)
     -74        6       74       10      -69       10       11        1        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.4     11.1      1.5     91.4     87.2     95.3     99.7      4.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        4        2       14       15       17       20                  
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       60,227
COMMITMENTS
   5,325    4,252    1,082   53,744   54,874   60,151   60,208       76       19

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:      2,799)
     135     -241       15    2,645    3,059    2,795    2,833        4      -34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.8      7.1      1.8     89.2     91.1     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       8        4        4       27       30       36       37                  
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       38,310
COMMITMENTS
     748    1,012    1,090   36,420   36,208   38,258   38,310       52        0

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:        982)
      10        0       80      896      902      986      982       -4        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0      2.6      2.8     95.1     94.5     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        4        6       27       27       34       33                  
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       19,560
COMMITMENTS
     725      859      226   18,449   18,460   19,400   19,545      160       15

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:        -80)
       0      -25        0      145      170      145      145     -225     -225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.7      4.4      1.2     94.3     94.4     99.2     99.9      0.8      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        4        1       17       17       20       21                  
 
 
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
25 MWh                                               OPEN INTEREST:       19,726
COMMITMENTS
     500      500        0   19,088   19,226   19,588   19,726      138        0

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:        390)
       0        0        0      390      390      390      390        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.5      2.5      0.0     96.8     97.5     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        0       12        9       13       11                  
 
 
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV     Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       10,461
COMMITMENTS
     125    1,760       25   10,146    8,676   10,296   10,461      165        0

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:        100)
       0     -100        0      100      200      100      100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2     16.8      0.2     97.0     82.9     98.4    100.0      1.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        4        1       13       12       17       16                  
 
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       10,694
COMMITMENTS
     125    2,175        0   10,444    8,519   10,569   10,694      125        0

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:        100)
       0     -100        0      100      200      100      100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2     20.3      0.0     97.7     79.7     98.8    100.0      1.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        4        0       14       12       17       16                  
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       13,322
COMMITMENTS
     885      375      610   11,563   12,337   13,058   13,322      264        0

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:         57)
     -75      -25        0      132       82       57       57        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.6      2.8      4.6     86.8     92.6     98.0    100.0      2.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        3        2       17       16       20       19                  
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       13,083
COMMITMENTS
     920      140      610   11,289   12,333   12,819   13,083      264        0

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:         70)
     -50        0      -25      856       98      781       73     -711       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.0      1.1      4.7     86.3     94.3     98.0    100.0      2.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        2       17       17       20       20                  
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       36,113
COMMITMENTS
   1,020    1,080    2,545   32,395   32,418   35,960   36,043      153       70

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:        240)
      75       25      -25      190      240      240      240        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.8      3.0      7.0     89.7     89.8     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        2        4       21       13       25       18                  
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       36,044
COMMITMENTS
   1,055      700    2,650   32,185   32,674   35,890   36,024      154       20

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:        220)
      50        0        0      170      220      220      220        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9      1.9      7.4     89.3     90.7     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        1        5       21       14       26       20                  
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      107,499
COMMITMENTS
   1,795    7,360    1,078  104,551   98,986  107,424  107,424       75       75

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:      3,179)
      30       66        0    3,131    3,113    3,161    3,179       18        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7      6.8      1.0     97.3     92.1     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       3        9        6       40       32       48       42                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
352 MWh                                              OPEN INTEREST:      122,745
COMMITMENTS
   2,424    6,925    2,000  118,264  113,785  122,688  122,710       57       35

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:      3,712)
      85      262        1    3,688    3,502    3,774    3,765      -62      -53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0      5.6      1.6     96.3     92.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       6       11        8       41       38       52       52                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      511,251
COMMITMENTS
  30,889   26,985   50,168  429,659  433,778  510,716  510,931      535      320

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:     11,350)
    -119     -595    3,145    8,281    9,280   11,306   11,829       44     -479

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.0      5.3      9.8     84.0     84.8     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      21       25       26       45       42       77       82                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       16,872
COMMITMENTS
   5,210      600       75   11,452   16,197   16,737   16,872      135        0

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:        180)
    -260        0        0      460      200      200      200      -20      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.9      3.6      0.4     67.9     96.0     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        1       20        9       22       11                  
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       15,811
COMMITMENTS
   4,595      600       15   10,729   15,196   15,339   15,811      472        0

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:        155)
      20        0        0      155      175      175      175      -20      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.1      3.8      0.1     67.9     96.1     97.0    100.0      3.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        1       18        8       20       10                  
 
 
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV                Code-0643ID
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        9,145
COMMITMENTS
   4,300      550        0    4,845    8,595    9,145    9,145        0        0

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:      1,050)
     250        0        0      800    1,050    1,050    1,050        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    47.0      6.0      0.0     53.0     94.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        1        0       12       15       16       16                  
 
 
ARGUS CIF ARA Lg Finl Propane - ICE FUTURES ENERGY DIV               Code-066411
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 metric tonnes                                   OPEN INTEREST:        2,467
COMMITMENTS
     276        0      192    1,688    1,886    2,156    2,078      311      389

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:        138)
       0        0        0      143      268      143      268       -5     -130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.2      0.0      7.8     68.4     76.4     87.4     84.2     12.6     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        0        3       15       18       18       21                  
 
 
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV                      Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000  metric tonnes                                  OPEN INTEREST:        4,575
COMMITMENTS
     150      177       67    3,713    3,618    3,930    3,862      645      713

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:         75)
      18       69       -5       15      129       28      193       47     -118

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.3      3.9      1.5     81.2     79.1     85.9     84.4     14.1     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        3        2       24       27       26       32                  
 
 
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV                 Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       33,671
COMMITMENTS
   3,212       61       30   30,069   33,514   33,311   33,605      360       66

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:      2,020)
       0        0        0    2,020    2,026    2,020    2,026        0       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.5      0.2      0.1     89.3     99.5     98.9     99.8      1.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        1        1       36       37       38       39                  
 
 
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV              Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       19,234
COMMITMENTS
      40        0       79   19,023   18,302   19,142   18,381       92      853

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:        100)
       0        0        0      100      270      100      270        0     -170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      0.0      0.4     98.9     95.2     99.5     95.6      0.5      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        0        1       20       25       22       26                  
 
 
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV               Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:        8,043
COMMITMENTS
     329        0      193    6,581    7,623    7,103    7,816      940      227

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:        107)
      -5      -35       45       73      155      113      165       -6      -58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.1      0.0      2.4     81.8     94.8     88.3     97.2     11.7      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       5        0        3       24       27       29       30                  
 
 
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV              Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       41,381
COMMITMENTS
   1,561    1,436       70   39,145   39,550   40,776   41,056      605      325

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:      1,863)
     583        0        0    1,280    1,863    1,863    1,863        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.8      3.5      0.2     94.6     95.6     98.5     99.2      1.5      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       6        2        2       27       38       33       42                  
 
 
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV              Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       58,922
COMMITMENTS
   1,608    1,682    1,970   54,755   54,669   58,333   58,321      589      601

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:      1,623)
    -369     -217      296    1,933    1,718    1,860    1,797     -237     -174

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.7      2.9      3.3     92.9     92.8     99.0     99.0      1.0      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
       6       10       11       66       66       78       81                  
 
 
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV                 Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 BARRELS                                         OPEN INTEREST:       24,847
COMMITMENTS
       0        0        0   24,757   24,484   24,757   24,484       90      363

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:      3,210)
       0      -90        0    3,180    3,435    3,180    3,345       30     -135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     99.6     98.5     99.6     98.5      0.4      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        0        0       24       23       24       23                  
 
 
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV               Code-06742R
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:        9,765
COMMITMENTS
      45      195       30    9,590    9,355    9,665    9,580      100      185

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      2.0      0.3     98.2     95.8     99.0     98.1      1.0      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        1       13       16       14       18                  
 
 
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV                  Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 BARRELS                                         OPEN INTEREST:       11,049
COMMITMENTS
       0        0        0   11,049   10,791   11,049   10,791        0      258

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:      1,910)
       0     -105        0    1,910    2,015    1,910    1,910        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0    100.0     97.7    100.0     97.7      0.0      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       14       14       14       14                  
 
 
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV               Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:      243,410
COMMITMENTS
       0    5,990       40  228,775  222,174  228,815  228,204   14,595   15,206

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:     12,150)
       0    5,990       40   12,275    6,075   12,315   12,105     -165       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.5      0.0     94.0     91.3     94.0     93.8      6.0      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        1       12       14       13       15                  



Updated February 28, 2020