CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV               Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       12,644
COMMITMENTS
   4,896      574      396    7,352   11,669   12,644   12,639        0        5

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:       -250)
       0        0        0     -250     -250     -250     -250        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.7      4.5      3.1     58.1     92.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       9        2        1       10        9       20       11                  
 
 
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV               Code-0063AS
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       58,594
COMMITMENTS
  35,812   17,819       45   22,522   40,520   58,379   58,384      215      210

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:     -1,464)
    -279      -18     -100   -1,085   -1,346   -1,464   -1,464        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    61.1     30.4      0.1     38.4     69.2     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      15       10        1       18       19       34       29                  
 
 
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV                   Code-0063CA
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       98,527
COMMITMENTS
  36,175   20,598   11,014   50,912   66,557   98,102   98,169      425      358

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:      7,190)
   2,792    3,298   -2,895    7,100    6,563    6,997    6,966      193      224

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.7     20.9     11.2     51.7     67.6     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      30        9       15       25       19       58       40                  
 
 
NJ SRECS - ICE FUTURES ENERGY DIV                                    Code-0063CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:      178,929
COMMITMENTS
  57,671   32,310    2,177  119,081  144,442  178,929  178,929        0        0

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:      2,500)
   2,900    1,953     -453       53    1,000    2,500    2,500        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.2     18.1      1.2     66.6     80.7    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 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:      152,908
COMMITMENTS
  24,669   17,410    8,893  119,346  126,605  152,908  152,908        0        0

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:       -682)
     854        0     -451   -1,085     -231     -682     -682        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.1     11.4      5.8     78.1     82.8    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 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       33,945
COMMITMENTS
  17,307    3,371    2,286   14,352   28,288   33,945   33,945        0        0

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:        952)
     197     -140       -9      764    1,101      952      952        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    51.0      9.9      6.7     42.3     83.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      12        3        4       11       16       25       21                  
 
 
RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV                           Code-0063CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       34,064
COMMITMENTS
   8,110      900        0   25,954   33,164   34,064   34,064        0        0

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:        -85)
     -50        0        0      -20      -85      -70      -85      -15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.8      2.6      0.0     76.2     97.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       8        1        0       11        6       19        7                  
 
 
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV                Code-0063D9
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       27,010
COMMITMENTS
  14,521      551    1,517   10,772   24,892   26,810   26,960      200       50

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:      2,725)
   1,092       26      -16    1,449    2,665    2,525    2,675      200       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    53.8      2.0      5.6     39.9     92.2     99.3     99.8      0.7      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      16        2        4       11       13       29       18                  
 
 
RGGI VINTAGE 2020 - ICE FUTURES ENERGY DIV                           Code-0063DJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       17,453
COMMITMENTS
   1,477      523      129   15,533   16,801   17,138   17,453      315        0

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:        758)
      89      -78       15      448      820      553      758      205        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.5      3.0      0.7     89.0     96.3     98.2    100.0      1.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        1        2       13       12       18       14                  
 
 
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV                             Code-0063DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20          |
--------------------------------------------------------------| 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:       12,117
COMMITMENTS
   1,582    3,446        0   10,535    8,671   12,117   12,117        0        0

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:        -82)
     112      130     -180      -14      -32      -82      -82        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.1     28.4      0.0     86.9     71.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        5        0       11        8       13       13                  
 
 
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV                Code-0063DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20          |
--------------------------------------------------------------| 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:       21,278
COMMITMENTS
   2,540    6,950      680   18,033   13,648   21,253   21,278       25        0

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:        -47)
      -3       50        3      -47     -100      -47      -47        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.9     32.7      3.2     84.7     64.1     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 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       31,980
COMMITMENTS
  13,766    9,850    1,600   16,614   20,530   31,980   31,980        0        0

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:    -15,247)
  -6,907   -2,000     -900   -7,440  -12,347  -15,247  -15,247        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    43.0     30.8      5.0     52.0     64.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5        4        3       14        9       20       15                  
 
 
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV                          Code-02141B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       30,593
COMMITMENTS
   2,501      971    2,044   25,855   27,533   30,400   30,548      193       45

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:     -4,406)
     564      635   -1,710   -3,258   -3,325   -4,404   -4,400       -2       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.2      3.2      6.7     84.5     90.0     99.4     99.9      0.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        3        5       20       24       27       30                  
 
 
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV       Code-02141C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       30,385
COMMITMENTS
     767    3,079    1,531   26,560   25,764   28,858   30,374    1,527       11

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:     -4,727)
      56      653   -1,561   -3,181   -3,819   -4,686   -4,727      -41        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.5     10.1      5.0     87.4     84.8     95.0    100.0      5.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        3        3       20       21       25       25                  
 
 
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV                 Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    5,098,015
COMMITMENTS
 319,588  104,449  413,126  4330059  4557382  5062773  5074957   35,242   23,058

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:   -153,820)
 -17,773  -32,137   36,155 -178,066 -156,490 -159,684 -152,472    5,864   -1,348

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.3      2.0      8.1     84.9     89.4     99.3     99.5      0.7      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
      37       24       44      146      120      200      171                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:    1,342,101
COMMITMENTS
  49,024   15,870  502,443  788,100  821,976  1339567  1340290    2,534    1,811

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:     29,429)
 -28,782  -39,268   47,547   11,346   21,481   30,111   29,760     -683     -331

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.7      1.2     37.4     58.7     61.2     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      12       13       22       47       45       72       67                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      284,090
COMMITMENTS
   5,827    3,978       92  249,886  274,658  255,805  278,728   28,285    5,362

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:      2,443)
      61        0        0    3,548      342    3,609      342   -1,166    2,101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.1      1.4      0.0     88.0     96.7     90.0     98.1     10.0      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        1        2       26       21       29       24                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      149,046
COMMITMENTS
   5,414      248      520  135,566  128,823  141,500  129,591    7,546   19,455

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:        949)
     537        0     -497   -2,727   -3,591   -2,687   -4,088    3,636    5,037

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.6      0.2      0.3     91.0     86.4     94.9     86.9      5.1     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        1        3       19       23       23       27                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      363,610
COMMITMENTS
  14,385      132    6,345  326,855  351,273  347,585  357,750   16,025    5,860

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:     20,167)
   1,376      124     -135   18,567   18,353   19,808   18,342      359    1,825

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.0      0.0      1.7     89.9     96.6     95.6     98.4      4.4      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       6        1        4       35       30       42       34                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      860,672
COMMITMENTS
   2,887   10,736    1,710  843,524  846,367  848,121  858,813   12,551    1,859

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:     -3,779)
  -2,356     -128     -247   -5,060   -3,848   -7,663   -4,223    3,884      444

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      1.2      0.2     98.0     98.3     98.5     99.8      1.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        2        3       36       28       39       32                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      394,794
COMMITMENTS
   1,566    5,932    2,433  378,808  377,028  382,807  385,393   11,987    9,401

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:     11,308)
    -682   -2,033      320    7,383    8,947    7,021    7,234    4,287    4,074

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      1.5      0.6     96.0     95.5     97.0     97.6      3.0      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       1        5        4       42       42       46       49                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      563,327
COMMITMENTS
   1,208      248        0  553,720  550,063  554,928  550,311    8,399   13,016

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:      8,912)
       0        0        0    7,653    4,128    7,653    4,128    1,259    4,784

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      0.0      0.0     98.3     97.6     98.5     97.7      1.5      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       1        1        0       40       41       41       42                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      448,984
COMMITMENTS
     429   10,829      397  436,260  426,021  437,086  437,247   11,898   11,737

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:     17,810)
       0    3,078      275   12,535   15,206   12,810   18,559    5,000     -749

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      2.4      0.1     97.2     94.9     97.4     97.4      2.6      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       1        5        2       39       29       42       34                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      115,047
COMMITMENTS
     496    6,149      459  109,330  105,417  110,285  112,025    4,762    3,022

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:      4,554)
     496      822        0    3,575    2,740    4,071    3,562      483      992

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      5.3      0.4     95.0     91.6     95.9     97.4      4.1      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        4        1       17       21       19       25                  
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       32,718
COMMITMENTS
       0      159       58   27,114   29,934   27,172   30,151    5,546    2,567

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:        558)
       0        0        0   -3,941     -871   -3,941     -871    4,499    1,429

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.5      0.2     82.9     91.5     83.0     92.2     17.0      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        1        1       14       16       15       17                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      302,908
COMMITMENTS
       0   11,888      277  294,459  281,695  294,736  293,860    8,172    9,048

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:      6,016)
    -782    2,204     -348    3,016    2,609    1,886    4,465    4,130    1,551

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.9      0.1     97.2     93.0     97.3     97.0      2.7      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       0        5        1       27       26       28       31                  
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      202,871
COMMITMENTS
       0      279        0  197,475  197,128  197,475  197,407    5,396    5,464

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:        670)
       0        0        0      423       81      423       81      247      589

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.1      0.0     97.3     97.2     97.3     97.3      2.7      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        1        0       29       24       29       25                  
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      321,978
COMMITMENTS
       0    3,280        0  309,345  315,470  309,345  318,750   12,633    3,228

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:        396)
       0        0        0   -8,452     -161   -8,452     -161    8,848      557

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.0      0.0     96.1     98.0     96.1     99.0      3.9      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        2        0       24       24       24       26                  
 
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                      Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       62,232
COMMITMENTS
   8,771    1,015        0   51,205   59,834   59,976   60,849    2,256    1,383

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:      2,062)
     997      488        0      220      787    1,217    1,275      845      787

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.1      1.6      0.0     82.3     96.1     96.4     97.8      3.6      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        2        0       20       20       24       22                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      623,131
COMMITMENTS
  24,870    7,947   11,260  570,204  594,182  606,334  613,389   16,797    9,742

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:     11,431)
    -240   -1,107    1,468    5,596    8,222    6,824    8,583    4,607    2,848

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.0      1.3      1.8     91.5     95.4     97.3     98.4      2.7      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
       4        8        9       49       45       59       57                  
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      202,799
COMMITMENTS
     439        0    1,248  197,854  191,740  199,541  192,988    3,258    9,811

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:     15,434)
     426        0      -60   14,687   13,436   15,053   13,376      381    2,058

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      0.0      0.6     97.6     94.5     98.4     95.2      1.6      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        1       27       20       28       21                  
 
 
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV             Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       52,290
COMMITMENTS
       0      480        0   49,717   49,601   49,717   50,081    2,573    2,209

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:        434)
       0        0        0     -436      144     -436      144      870      290

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.9      0.0     95.1     94.9     95.1     95.8      4.9      4.2

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 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       94,017
COMMITMENTS
       0        0        0   88,337   88,052   88,337   88,052    5,680    5,965

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:      3,334)
       0        0        0    2,493    3,086    2,493    3,086      841      248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     94.0     93.7     94.0     93.7      6.0      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       16       13       16       13                  
 
 
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      289,124
COMMITMENTS
  14,539    9,774        0  259,498  273,886  274,037  283,660   15,087    5,464

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:    -15,617)
   5,704      -63        0  -28,047  -19,914  -22,343  -19,977    6,726    4,360

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.0      3.4      0.0     89.8     94.7     94.8     98.1      5.2      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       4        8        0       27       31       31       39                  
 
 
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV      Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      276,412
COMMITMENTS
  17,866   13,278      297  247,022  260,681  265,185  274,256   11,227    2,156

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:    -13,373)
   5,859      242       18  -29,103  -15,216  -23,226  -14,956    9,853    1,583

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.5      4.8      0.1     89.4     94.3     95.9     99.2      4.1      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
       7        7        2       39       44       47       52                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      133,543
COMMITMENTS
     232      348        0  129,857  126,972  130,089  127,320    3,454    6,223

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:        888)
    -261        0        0      550   -1,562      289   -1,562      599    2,450

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      0.3      0.0     97.2     95.1     97.4     95.3      2.6      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        1        0       19       23       20       24                  
 
 
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV                     Code-0233AN
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
MMBTU                                                OPEN INTEREST:       41,270
COMMITMENTS
     217    3,076        0   38,398   35,977   38,615   39,053    2,655    2,217

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:      2,270)
       0    1,712        0      124     -933      124      779    2,146    1,491

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      7.5      0.0     93.0     87.2     93.6     94.6      6.4      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        2        0       18       16       19       18                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      295,387
COMMITMENTS
   1,092    6,930    1,602  286,846  274,460  289,540  282,992    5,847   12,395

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:     15,574)
     184    1,186       31   13,946   10,999   14,161   12,216    1,413    3,358

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      2.3      0.5     97.1     92.9     98.0     95.8      2.0      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       2        4        4       41       36       46       42                  
 
 
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV                  Code-0233AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      137,962
COMMITMENTS
       0      217        0  136,584  137,451  136,584  137,668    1,378      294

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:       -248)
       0      217        0     -968     -548     -968     -331      720       83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.2      0.0     99.0     99.6     99.0     99.8      1.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       11       14       11       15                  
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      102,232
COMMITMENTS
       0      402       30   92,822   84,377   92,852   84,809    9,380   17,423

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:      2,346)
       0     -404       30    1,524     -540    1,554     -914      792    3,260

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.4      0.0     90.8     82.5     90.8     83.0      9.2     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        1       18       18       19       19                  
 
 
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV          Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      234,453
COMMITMENTS
   1,394        0    1,683  227,993  227,524  231,070  229,207    3,383    5,246

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:      6,767)
     430     -464     -282    5,646    4,969    5,794    4,223      973    2,544

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      0.0      0.7     97.2     97.0     98.6     97.8      1.4      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        0        2       26       30       29       32                  
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      207,752
COMMITMENTS
       0    2,416        0  194,865  201,330  194,865  203,746   12,887    4,006

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:      6,533)
       0    1,052        0   -2,461    3,837   -2,461    4,889    8,994    1,644

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.2      0.0     93.8     96.9     93.8     98.1      6.2      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        4        0       19       17       19       21                  
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       93,217
COMMITMENTS
      65        0      644   87,712   89,274   88,421   89,918    4,796    3,299

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:      1,712)
     -61        0       61      751      678      751      739      961      973

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      0.0      0.7     94.1     95.8     94.9     96.5      5.1      3.5

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 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       43,712
COMMITMENTS
     872        0       58   40,371   41,763   41,301   41,821    2,411    1,891

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:      1,284)
       0        0        0      856     -282      856     -282      428    1,566

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0      0.0      0.1     92.4     95.5     94.5     95.7      5.5      4.3

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 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      200,790
COMMITMENTS
   4,299        0        0  186,318  185,937  190,617  185,937   10,173   14,853

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:      6,016)
     214        0        0    2,962     -561    3,176     -561    2,840    6,577

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.1      0.0      0.0     92.8     92.6     94.9     92.6      5.1      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        0       15       18       17       18                  
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      193,979
COMMITMENTS
     279    9,978    6,553  171,882  162,882  178,714  179,413   15,265   14,566

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:      9,133)
       0      721       -3    5,662    7,766    5,659    8,484    3,474      649

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      5.1      3.4     88.6     84.0     92.1     92.5      7.9      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        4        2       28       25       31       29                  
 
 
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                     Code-0233BQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       31,432
COMMITMENTS
       0      589        0   31,076   27,010   31,076   27,599      356    3,833

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.9      0.0     98.9     85.9     98.9     87.8      1.1     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        0        8       12        8       14                  
 
 
SOCAL CITYGATE FINANCIAL BASIS - ICE FUTURES ENERGY DIV              Code-0233BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
MMBtu                                                OPEN INTEREST:       55,251
COMMITMENTS
     341        0        0   51,317   52,046   51,658   52,046    3,593    3,205

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      0.0      0.0     92.9     94.2     93.5     94.2      6.5      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       16       15       17       15                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       76,712
COMMITMENTS
       0    1,826        0   71,587   72,001   71,587   73,827    5,125    2,885

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:         62)
       0       30        0   -2,635      124   -2,635      154    2,697      -92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.4      0.0     93.3     93.9     93.3     96.2      6.7      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        0       16       18       16       20                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      257,426
COMMITMENTS
   2,416    2,457    4,273  238,908  242,486  245,597  249,216   11,829    8,210

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:      1,255)
    -306      496        0   -4,387    1,245   -4,693    1,741    5,948     -486

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      1.0      1.7     92.8     94.2     95.4     96.8      4.6      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       1        4        2       31       34       33       39                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:      137,371
COMMITMENTS
     744    1,217    1,182  129,081  130,845  131,007  133,244    6,364    4,127

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:       -228)
       0     -496        0   -1,794   -1,021   -1,794   -1,517    1,566    1,289

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      0.9      0.9     94.0     95.2     95.4     97.0      4.6      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        2        2       26       26       28       29                  
 
 
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV                Code-0233CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       25,539
COMMITMENTS
   2,186        0        0   22,884   23,238   25,070   23,238      469    2,301

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:        527)
     331        0        0      155   -1,513      486   -1,513       41    2,040

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.6      0.0      0.0     89.6     91.0     98.2     91.0      1.8      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        0       10       10       12       10                  
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      164,836
COMMITMENTS
     310        0        0  155,379  156,448  155,689  156,448    9,147    8,388

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:      5,033)
       0        0        0    4,289    2,680    4,289    2,680      744    2,353

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      0.0      0.0     94.3     94.9     94.5     94.9      5.5      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        0       20       22       21       22                  
 
 
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       40,370
COMMITMENTS
     511        0        0   35,794   36,817   36,305   36,817    4,065    3,553

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:        152)
       0        0        0     -515   -1,520     -515   -1,520      667    1,672

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      0.0      0.0     88.7     91.2     89.9     91.2     10.1      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        0        0       17       15       19       15                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:      267,252
COMMITMENTS
       0      775        0  251,012  265,695  251,012  266,470   16,240      782

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:      1,331)
       0        0        0      743      949      743      949      588      382

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.3      0.0     93.9     99.4     93.9     99.7      6.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        2        0       28       19       28       21                  
 
 
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV                         Code-0233DT
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      107,538
COMMITMENTS
   6,317    8,774        0   93,613   95,315   99,930  104,089    7,608    3,449

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:       -918)
       0        0        0     -792   -1,104     -792   -1,104     -126      186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.9      8.2      0.0     87.1     88.6     92.9     96.8      7.1      3.2

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 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:       32,381
COMMITMENTS
   5,752        0        0   25,556   31,503   31,308   31,503    1,073      878

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:      2,531)
       0        0        0    2,500    1,951    2,500    1,951       31      580

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.8      0.0      0.0     78.9     97.3     96.7     97.3      3.3      2.7

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 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:      210,421
COMMITMENTS
       0      994      462  205,769  204,270  206,231  205,726    4,190    4,695

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:      4,296)
       0      310      -62    4,351    2,904    4,289    3,152        7    1,144

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.5      0.2     97.8     97.1     98.0     97.8      2.0      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        2        1       22       24       23       26                  
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:       24,805
COMMITMENTS
   2,821    2,480    3,001   17,726   19,097   23,548   24,577    1,257      228

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:       -746)
    -163      389     -808     -553     -310   -1,523     -729      777      -17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.4     10.0     12.1     71.5     77.0     94.9     99.1      5.1      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       8       11       15       21       23       38       40                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       40,191
COMMITMENTS
   3,970    2,773    1,091   35,128   36,327   40,189   40,191        2        0

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:     -3,012)
     375   -1,595      -60   -3,208   -1,357   -2,893   -3,012     -119        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.9      6.9      2.7     87.4     90.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        8        6       25       23       32       34                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:       29,206
COMMITMENTS
   2,975    1,026      928   25,063   27,252   28,966   29,206      240        0

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:     -2,449)
    -700     -125      -50   -1,939   -2,274   -2,689   -2,449      240        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.2      3.5      3.2     85.8     93.3     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        5        6       21       18       27       25                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:      143,046
COMMITMENTS
   3,741   10,387    9,942  128,781  119,732  142,464  140,061      582    2,985

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:        387)
    -248      298      -39      575   -2,719      288   -2,460       99    2,847

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.6      7.3      7.0     90.0     83.7     99.6     97.9      0.4      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       8       12       11       31       35       45       52                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       76,344
COMMITMENTS
   2,913    3,393    2,667   70,765   70,265   76,344   76,324        0       20

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:      1,778)
     175      306       54    1,549    1,417    1,778    1,778        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.8      4.4      3.5     92.7     92.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       6        5        4       24       26       31       34                  
 
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:       34,549
COMMITMENTS
     275      724      600   33,674   33,225   34,549   34,549        0        0

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:        690)
     -25        0       25      690      665      690      690        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      2.1      1.7     97.5     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 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       61,919
COMMITMENTS
  16,835    1,397    5,078   39,976   55,044   61,889   61,519       30      400

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:         94)
      20     -160      155      -79     -271       96     -276       -2      370

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.2      2.3      8.2     64.6     88.9    100.0     99.4      0.0      0.6

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 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       83,029
COMMITMENTS
  25,766    3,237    3,805   52,974   75,754   82,545   82,796      484      233

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:        507)
     -58        0        0      587      286      529      286      -22      221

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.0      3.9      4.6     63.8     91.2     99.4     99.7      0.6      0.3

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 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       74,752
COMMITMENTS
   2,605      472    2,158   68,285   71,327   73,048   73,957    1,704      795

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:        220)
    -210        0      115     -615     -385     -710     -270      930      490

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.5      0.6      2.9     91.3     95.4     97.7     98.9      2.3      1.1

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 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       94,122
COMMITMENTS
   2,758      656    2,700   86,617   89,843   92,075   93,199    2,047      923

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:        375)
       0      -81        0     -835     -230     -835     -311    1,210      686

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9      0.7      2.9     92.0     95.5     97.8     99.0      2.2      1.0

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 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       44,975
COMMITMENTS
     325      195      230   44,006   44,132   44,561   44,557      414      418

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:        827)
       0        0        0      827      830      827      830        0       -3

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        1       18       17       20       19                  
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       26,873
COMMITMENTS
     460      906       35   25,838   25,930   26,333   26,871      540        2

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:        288)
       0        0        0      291      288      291      288       -3        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       18       22       21                  
 
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                 Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       94,545
COMMITMENTS
  21,963    2,144    4,350   67,804   87,890   94,117   94,385      428      160

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:        397)
    -821      240      452      769     -343      401      349       -4       48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.2      2.3      4.6     71.7     93.0     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      19        6       14       33       33       54       51                  
 
 
ERCOT NORTH 345K RT OFFPK DLY - ICE FUTURES ENERGY DIV               Code-0643A7
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       30,798
COMMITMENTS
   3,207      288        0   27,351   29,767   30,558   30,055      240      743

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.4      0.9      0.0     88.8     96.7     99.2     97.6      0.8      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        2        0        9       12       13       14                  
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       41,201
COMMITMENTS
   8,966      800      275   31,670   39,799   40,911   40,874      290      327

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:      1,540)
       0      300        0    1,540    1,240    1,540    1,540        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.8      1.9      0.7     76.9     96.6     99.3     99.2      0.7      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       6        3        1       18       21       24       25                  
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       50,851
COMMITMENTS
     475      123      277   49,974   50,121   50,726   50,521      125      330

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:      1,086)
       0        0        0    1,086    1,071    1,086    1,071        0       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      0.2      0.5     98.3     98.6     99.8     99.4      0.2      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        2        2       24       20       28       22                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       38,466
COMMITMENTS
      80    2,180      120   36,953   36,029   37,153   38,329    1,313      137

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:        477)
    -110       25      110      492      381      492      516      -15      -39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      5.7      0.3     96.1     93.7     96.6     99.6      3.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        7        1       21       23       22       31                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       67,132
COMMITMENTS
   2,297      800        0   63,060   65,987   65,357   66,787    1,775      345

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:        -98)
     -15        0        0   -1,230      -98   -1,245      -98    1,147        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.4      1.2      0.0     93.9     98.3     97.4     99.5      2.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        2        0       24       17       26       19                  
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       70,862
COMMITMENTS
   2,741      680       60   66,320   69,812   69,121   70,552    1,741      310

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:         87)
    -236       30      -30   -1,008      -43   -1,274      -43    1,361      130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.9      1.0      0.1     93.6     98.5     97.5     99.6      2.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        2        1       25       17       28       20                  
 
 
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       77,958
COMMITMENTS
   1,507    1,511      677   75,520   75,740   77,704   77,928      254       30

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:        -47)
    -100      -63       48        5      -32      -47      -47        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.9      1.9      0.9     96.9     97.2     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 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:      102,126
COMMITMENTS
   2,424    3,169    2,190   97,165   96,685  101,778  102,044      348       82

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:      1,214)
      20      -29      106    1,088    1,082    1,214    1,159        0       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.4      3.1      2.1     95.1     94.7     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       7       10        7       30       31       41       44                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       58,092
COMMITMENTS
     425    5,866      225   57,422   52,001   58,072   58,092       20        0

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:        450)
       0       75        0      450      375      450      450        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7     10.1      0.4     98.8     89.5    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 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
25MWh                                                OPEN INTEREST:       50,750
COMMITMENTS
     549      650      725   49,476   49,375   50,750   50,750        0        0

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:      1,510)
       0        0        0    1,510    1,510    1,510    1,510        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      1.3      1.4     97.5     97.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        3        3       12       10       15       15                  
 
 
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       63,710
COMMITMENTS
   1,356    1,890      555   61,695   60,989   63,606   63,434      104      276

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:        338)
      -9      -25       27      260      261      278      263       60       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.1      3.0      0.9     96.8     95.7     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        3        2       23       23       27       27                  
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       70,907
COMMITMENTS
   1,516    4,336    2,860   66,295   63,310   70,671   70,506      236      401

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:        -83)
     -68      252     -215       21     -281     -262     -244      179      161

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.1      6.1      4.0     93.5     89.3     99.7     99.4      0.3      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       7        5        4       23       19       32       26                  
 
 
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       26,490
COMMITMENTS
       0      796        0   26,160   25,239   26,160   26,035      330      455

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:        528)
       0        5        0      379      268      379      273      149      255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.0      0.0     98.8     95.3     98.8     98.3      1.2      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        0       18       12       18       14                  
 
 
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       25,431
COMMITMENTS
       0       25        0   24,971   25,086   24,971   25,111      460      320

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:        250)
       0        0        0      118       -5      118       -5      132      255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.1      0.0     98.2     98.6     98.2     98.7      1.8      1.3

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 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       34,209
COMMITMENTS
      82    1,514    1,459   32,030   31,214   33,571   34,187      638       22

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:         75)
       0       -1       60     -590       -6     -530       53      605       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      4.4      4.3     93.6     91.2     98.1     99.9      1.9      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        5        5       21       21       28       26                  
 
 
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       21,406
COMMITMENTS
     510    2,370      316   19,272   17,857   20,098   20,543    1,308      863

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:         30)
       0        5        0     -274     -778     -274     -773      304      803

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.4     11.1      1.5     90.0     83.4     93.9     96.0      6.1      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        4        2       15       15       18       20                  
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       61,319
COMMITMENTS
   5,460    4,536    1,112   54,197   55,173   60,769   60,821      550      498

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:      1,092)
     135      284       30      453      299      618      613      474      479

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.9      7.4      1.8     88.4     90.0     99.1     99.2      0.9      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       8        2        4       28       29       37       35                  
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       38,186
COMMITMENTS
     748      912    1,185   36,110   35,993   38,043   38,090      143       96

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:       -124)
       0     -100       95     -310     -215     -215     -220       91       96

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0      2.4      3.1     94.6     94.3     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        4        6       26       26       33       32                  
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       18,707
COMMITMENTS
     750      626      226   17,581   17,840   18,557   18,692      150       15

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:       -853)
      25     -233        0     -868     -620     -843     -853      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.0      3.3      1.2     94.0     95.4     99.2     99.9      0.8      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        4        1       18       16       21       20                  
 
 
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
25 MWh                                               OPEN INTEREST:       19,273
COMMITMENTS
     500      475        0   18,643   18,798   19,143   19,273      130        0

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:       -453)
       0      -25        0     -445     -428     -445     -453       -8        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.6      2.5      0.0     96.7     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 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       10,661
COMMITMENTS
     125    1,760       25   10,311    8,696   10,461   10,481      200      180

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:        200)
       0        0        0      165       20      165       20       35      180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2     16.5      0.2     96.7     81.6     98.1     98.3      1.9      1.7

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 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       10,894
COMMITMENTS
     125    2,175        0   10,559    7,944   10,684   10,119      210      775

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:        200)
       0        0        0      115     -575      115     -575       85      775

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1     20.0      0.0     96.9     72.9     98.1     92.9      1.9      7.1

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 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       13,722
COMMITMENTS
   1,025      140      565   11,781   12,767   13,371   13,472      351      250

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:        400)
     140     -235      -45      218      430      313      150       87      250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.5      1.0      4.1     85.9     93.0     97.4     98.2      2.6      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        2       17       14       20       17                  
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       13,614
COMMITMENTS
   1,295      140      465   11,532   12,759   13,292   13,364      322      250

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:        531)
     375        0     -145      243      426      473      281       58      250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.5      1.0      3.4     84.7     93.7     97.6     98.2      2.4      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        2       17       16       20       19                  
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       36,803
COMMITMENTS
   1,020    1,230    2,395   32,930   32,926   36,345   36,551      458      252

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:        690)
       0      150     -150      535      508      385      508      305      182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.8      3.3      6.5     89.5     89.5     98.8     99.3      1.2      0.7

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 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       36,774
COMMITMENTS
   1,055      700    2,650   32,525   33,202   36,230   36,552      544      222

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:        730)
       0        0        0      340      528      340      528      390      202

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9      1.9      7.2     88.4     90.3     98.5     99.4      1.5      0.6

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 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      109,064
COMMITMENTS
   1,835    7,278      953  104,376   99,764  107,164  107,995    1,900    1,069

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:      1,565)
      40      -82     -125     -175      778     -260      571    1,825      994

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7      6.7      0.9     95.7     91.5     98.3     99.0      1.7      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       4        8        6       40       32       48       42                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
352 MWh                                              OPEN INTEREST:      124,356
COMMITMENTS
   2,524    7,167    1,967  118,499  114,235  122,990  123,369    1,366      987

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:      1,611)
     100      242      -33      235      450      302      659    1,309      952

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0      5.8      1.6     95.3     91.9     98.9     99.2      1.1      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       6       10       10       41       38       54       51                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      518,840
COMMITMENTS
  29,906   26,561   51,277  436,679  438,966  517,863  516,805      977    2,035

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:      7,588)
    -982     -423    1,108    7,020    5,188    7,146    5,873      442    1,715

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.8      5.1      9.9     84.2     84.6     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      21       25       26       45       41       77       81                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       16,962
COMMITMENTS
   5,210      600       75   11,277   15,599   16,562   16,274      400      688

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:         90)
       0        0        0     -175     -598     -175     -598      265      688

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.7      3.5      0.4     66.5     92.0     97.6     95.9      2.4      4.1

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 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       15,901
COMMITMENTS
   4,595      600       15   10,564   14,612   15,174   15,227      727      674

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:         90)
       0        0        0     -165     -584     -165     -584      255      674

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.9      3.8      0.1     66.4     91.9     95.4     95.8      4.6      4.2

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 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        8,898
COMMITMENTS
   4,300      551        0    4,598    8,345    8,898    8,896        0        2

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:       -247)
       0        1        0     -247     -250     -247     -249        0        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    48.3      6.2      0.0     51.7     93.8    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 FAR EAST PROPANE - ICE FUTURES ENERGY DIV                      Code-066413
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000  metric tonnes                                  OPEN INTEREST:        3,936
COMMITMENTS
      43      116       23    3,109    3,013    3,175    3,152      761      784

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:       -639)
    -107      -61      -44     -604     -605     -755     -710      116       71

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      2.9      0.6     79.0     76.5     80.7     80.1     19.3     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        1       19       24       20       27                  
 
 
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV                 Code-066416
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       31,643
COMMITMENTS
   2,845       61       30   28,437   31,494   31,312   31,585      331       58

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:     -2,028)
    -367        0        0   -1,632   -2,020   -1,999   -2,020      -29       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.0      0.2      0.1     89.9     99.5     99.0     99.8      1.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        1        1       34       35       36       37                  
 
 
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV              Code-06641A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       16,194
COMMITMENTS
      70        0       24   16,003   15,335   16,097   15,359       97      835

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:     -3,040)
      30        0      -55   -3,020   -2,967   -3,045   -3,022        5      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      0.0      0.1     98.8     94.7     99.4     94.8      0.6      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        1       18       20       19       21                  
 
 
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV               Code-06641D
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:        6,725
COMMITMENTS
     250      108      130    5,495    6,241    5,875    6,479      850      246

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:     -1,318)
     -79      108      -63   -1,086   -1,382   -1,228   -1,337      -90       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.7      1.6      1.9     81.7     92.8     87.4     96.3     12.6      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        1        3       24       23       28       26                  
 
 
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV              Code-06641F
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       36,667
COMMITMENTS
   1,504      575        0   34,568   35,792   36,072   36,367      595      300

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:     -4,714)
     -57     -861      -70   -4,577   -3,758   -4,704   -4,689      -10      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.1      1.6      0.0     94.3     97.6     98.4     99.2      1.6      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       3        4        0       23       35       26       39                  
 
 
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV              Code-06641G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       53,237
COMMITMENTS
   1,462    1,820    1,454   49,682   49,134   52,598   52,408      639      829

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:     -5,685)
    -146      138     -516   -5,073   -5,535   -5,735   -5,913       50      228

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.7      3.4      2.7     93.3     92.3     98.8     98.4      1.2      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
       6       10        9       62       58       73       72                  
 
 
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV                 Code-06742G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 BARRELS                                         OPEN INTEREST:       27,581
COMMITMENTS
       0        0        0   27,327   27,279   27,327   27,279      254      302

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:      2,734)
       0        0        0    2,570    2,795    2,570    2,795      164      -61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     99.1     98.9     99.1     98.9      0.9      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        0        0       25       24       25       24                  
 
 
CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV                  Code-06742T
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 BARRELS                                         OPEN INTEREST:       11,987
COMMITMENTS
       0        0        0   11,987   11,819   11,987   11,819        0      168

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:        938)
       0        0        0      938    1,028      938    1,028        0      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0    100.0     98.6    100.0     98.6      0.0      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       15       15       15       15                  
 
 
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV               Code-06742U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:      230,670
COMMITMENTS
       0    6,810        0  216,775  209,168  216,775  215,978   13,895   14,692

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:    -12,740)
       0      820      -40  -12,000  -13,006  -12,040  -12,226     -700     -514

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.0      0.0     94.0     90.7     94.0     93.6      6.0      6.4

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



Updated March 06, 2020