CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2 FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 34,645 COMMITMENTS 8,758 8,607 999 24,845 25,039 34,602 34,645 43 0 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -176) -25 -25 49 -215 -200 -191 -176 15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.3 24.8 2.9 71.7 72.3 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 13 4 3 16 11 30 17 CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 90,643 COMMITMENTS 46,565 31,692 8,422 35,310 50,214 90,297 90,328 346 315 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: 3,720) -92 491 -255 4,176 3,632 3,829 3,868 -109 -148 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.4 35.0 9.3 39.0 55.4 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 26 11 8 25 20 54 36 CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 33,858 COMMITMENTS 13,355 7,438 2,708 17,698 23,612 33,761 33,758 97 100 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -158) 500 -25 -91 -567 -67 -158 -183 0 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.4 22.0 8.0 52.3 69.7 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 13 7 4 15 13 30 22 NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 146,393 COMMITMENTS 39,618 97,168 2,625 104,150 46,600 146,393 146,393 0 0 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: 0) 0 -1 0 0 1 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.1 66.4 1.8 71.1 31.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 9 3 17 14 22 24 RGGI VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063CD FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 35,673 COMMITMENTS 4,240 421 0 31,433 35,252 35,673 35,673 0 0 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.9 1.2 0.0 88.1 98.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 2 0 13 6 16 8 PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 90,334 COMMITMENTS 12,569 34,850 2,137 75,613 53,347 90,319 90,334 15 0 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -202) -1,200 1,150 0 998 -1,352 -202 -202 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.9 38.6 2.4 83.7 59.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 6 3 3 14 9 21 14 CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 28,339 COMMITMENTS 9,270 4,398 7,249 11,820 16,692 28,339 28,339 0 0 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: 550) 300 450 350 -100 -250 550 550 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.7 15.5 25.6 41.7 58.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 8 3 5 10 9 23 15 RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063CL FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 45,565 COMMITMENTS 6,370 2,885 1,715 37,480 40,965 45,565 45,565 0 0 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: 1,815) -110 0 0 1,925 1,815 1,815 1,815 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.0 6.3 3.8 82.3 89.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 9 2 2 17 14 26 18 CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9 FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 9,086 COMMITMENTS 6,586 2,009 800 1,700 6,277 9,086 9,086 0 0 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 72.5 22.1 8.8 18.7 69.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 7 3 2 3 10 11 14 MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100 MWh of Class 1 Renewable Energy Cert OPEN INTEREST: 19,488 COMMITMENTS 3,095 4,900 775 15,593 13,813 19,463 19,488 25 0 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: 190) 52 150 -50 188 90 190 190 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.9 25.1 4.0 80.0 70.9 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 5 5 2 12 8 18 14 MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 42,898 COMMITMENTS 24,974 8,350 987 16,937 33,561 42,898 42,898 0 0 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: 152) 152 0 0 0 152 152 152 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 58.2 19.5 2.3 39.5 78.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 6 2 3 14 10 21 14 USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 34,173 COMMITMENTS 3,614 3,484 1,623 28,691 29,033 33,928 34,140 245 33 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -5,733) -1,834 368 -749 -2,698 -4,609 -5,281 -4,990 -452 -743 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.6 10.2 4.7 84.0 85.0 99.3 99.9 0.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 6 1 4 30 28 37 32 FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 30,948 COMMITMENTS 4,556 1,862 1,831 23,857 27,143 30,244 30,836 704 112 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -8,660) -100 -2,441 -620 -3,583 -5,431 -4,303 -8,492 -4,357 -168 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.7 6.0 5.9 77.1 87.7 97.7 99.6 2.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 3 3 24 19 28 23 USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- BBL OPEN INTEREST: 6,430 COMMITMENTS 0 2,230 136 6,273 3,872 6,409 6,238 21 192 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -597) -250 25 -124 137 6 -237 -93 -360 -504 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 34.7 2.1 97.6 60.2 99.7 97.0 0.3 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 3 3 14 11 17 14 NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391 FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 5,149,578 COMMITMENTS 277,985 114,730 385,328 4455717 4620395 5119030 5120453 30,548 29,125 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: 55,124) -26,989 -1,354 9,983 73,868 44,681 56,862 53,310 -1,738 1,814 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 2.2 7.5 86.5 89.7 99.4 99.4 0.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226) 34 32 55 151 118 211 179 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 138,308 COMMITMENTS 16,947 27,618 15,018 105,611 94,196 137,576 136,832 732 1,476 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: 4,308) 3,950 -697 867 -633 4,138 4,184 4,308 124 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.3 20.0 10.9 76.4 68.1 99.5 98.9 0.5 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 11 6 10 24 22 38 35 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 253,933 COMMITMENTS 23 5,006 217 232,689 244,013 232,929 249,236 21,004 4,697 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -9,971) -1,159 0 0 -6,790 -9,175 -7,949 -9,175 -2,022 -796 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.0 0.1 91.6 96.1 91.7 98.2 8.3 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 1 1 28 22 29 24 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 144,248 COMMITMENTS 1,493 5,136 1,176 138,023 125,704 140,692 132,016 3,556 12,232 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -9,116) -1,899 0 -210 -6,817 -16,282 -8,926 -16,492 -190 7,376 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 3.6 0.8 95.7 87.1 97.5 91.5 2.5 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 1 2 22 23 25 26 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 316,073 COMMITMENTS 6,274 2,196 2,252 297,260 304,269 305,786 308,717 10,287 7,356 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -30,279) 1,939 112 198 -33,908 -30,582 -31,771 -30,272 1,492 -7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 0.7 0.7 94.0 96.3 96.7 97.7 3.3 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 5 1 3 26 28 31 32 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 864,837 COMMITMENTS 6,003 11,856 485 848,048 851,186 854,536 863,527 10,301 1,310 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -22,417) 989 809 -871 -22,139 -17,835 -22,021 -17,897 -396 -4,520 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 1.4 0.1 98.1 98.4 98.8 99.8 1.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 4 2 4 39 30 44 35 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 390,742 COMMITMENTS 4,848 8,469 403 369,647 372,241 374,898 381,113 15,844 9,629 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -16,392) -1,683 883 103 -14,746 -21,190 -16,326 -20,204 -66 3,812 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 2.2 0.1 94.6 95.3 95.9 97.5 4.1 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 4 4 2 38 38 42 44 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 519,137 COMMITMENTS 2,871 846 304 505,712 512,021 508,887 513,171 10,250 5,966 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -17,289) -497 -1,355 62 -18,509 -17,652 -18,944 -18,945 1,655 1,656 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.2 0.1 97.4 98.6 98.0 98.9 2.0 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 3 2 2 36 39 40 42 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 398,432 COMMITMENTS 459 1,617 1,078 388,533 385,505 390,070 388,200 8,362 10,232 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -37,187) -491 -1,980 -89 -38,113 -39,288 -38,693 -41,357 1,506 4,170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.4 0.3 97.5 96.8 97.9 97.4 2.1 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 1 2 2 35 26 37 29 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 104,921 COMMITMENTS 1,222 2,976 866 98,423 97,914 100,511 101,756 4,410 3,165 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -11,354) -3,116 2,059 -842 -6,381 -14,140 -10,339 -12,923 -1,015 1,569 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 2.8 0.8 93.8 93.3 95.8 97.0 4.2 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 2 4 17 19 21 23 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 11,188 COMMITMENTS 0 1,363 0 10,506 9,267 10,506 10,630 682 558 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -10,440) 0 900 0 -9,967 -10,920 -9,967 -10,020 -473 -420 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 12.2 0.0 93.9 82.8 93.9 95.0 6.1 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 2 0 15 14 15 16 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 238,048 COMMITMENTS 0 129 633 233,322 231,077 233,955 231,839 4,093 6,209 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -13,209) -137 -103 -371 -13,880 -13,381 -14,388 -13,855 1,179 646 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.1 0.3 98.0 97.1 98.3 97.4 1.7 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 0 1 1 23 23 24 24 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 187,076 COMMITMENTS 0 0 0 177,938 183,216 177,938 183,216 9,138 3,860 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -8,528) 0 0 0 -8,628 -9,656 -8,628 -9,656 100 1,128 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 95.1 97.9 95.1 97.9 4.9 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 0 0 26 22 26 22 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 292,555 COMMITMENTS 0 0 0 286,611 290,942 286,611 290,942 5,944 1,613 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -28,201) 0 0 0 -31,120 -28,046 -31,120 -28,046 2,919 -155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.0 99.4 98.0 99.4 2.0 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 0 0 19 23 19 23 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2 FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 29,130 COMMITMENTS 5,394 1,817 0 22,323 25,453 27,717 27,270 1,413 1,860 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -18,330) -3,540 -1,200 0 -14,529 -16,932 -18,069 -18,132 -261 -198 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.5 6.2 0.0 76.6 87.4 95.1 93.6 4.9 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 4 0 10 17 12 21 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 583,856 COMMITMENTS 23,860 5,963 2,327 546,065 566,592 572,252 574,882 11,604 8,974 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -31,942) 1,782 -4,737 -110 -36,103 -28,620 -34,431 -33,467 2,489 1,525 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 1.0 0.4 93.5 97.0 98.0 98.5 2.0 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 8 3 4 48 43 57 49 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 219,164 COMMITMENTS 3 535 3,663 211,143 209,393 214,809 213,591 4,355 5,573 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -27,491) -555 264 -1,269 -25,784 -27,501 -27,608 -28,506 117 1,015 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.2 1.7 96.3 95.5 98.0 97.5 2.0 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 2 22 21 24 23 EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6 FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 40,880 COMMITMENTS 434 270 1,498 37,601 38,681 39,533 40,449 1,347 431 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -6,586) 0 -152 214 -6,806 -6,866 -6,592 -6,804 6 218 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.7 3.7 92.0 94.6 96.7 98.9 3.3 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 1 15 11 17 12 EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8 FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 72,290 COMMITMENTS 0 0 0 65,462 62,950 65,462 62,950 6,828 9,340 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -11,726) 0 0 0 -13,328 -13,853 -13,328 -13,853 1,602 2,127 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 90.6 87.1 90.6 87.1 9.4 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 18 13 18 13 HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 209,627 COMMITMENTS 1,216 0 0 205,581 209,139 206,797 209,139 2,830 488 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -61,108) -10,221 -11,222 0 -52,087 -48,863 -62,308 -60,085 1,200 -1,023 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.0 0.0 98.1 99.8 98.6 99.8 1.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 0 0 22 18 23 18 HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 204,604 COMMITMENTS 11,499 12,214 0 192,383 191,615 203,882 203,829 722 775 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -55,482) 240 -6,210 -2,100 -53,087 -47,275 -54,947 -55,585 -535 103 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 6.0 0.0 94.0 93.7 99.6 99.6 0.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 8 5 0 38 32 46 37 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 127,712 COMMITMENTS 0 918 0 126,237 125,931 126,237 126,849 1,475 863 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -23,780) 0 0 0 -23,188 -23,120 -23,188 -23,120 -592 -660 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.7 0.0 98.8 98.6 98.8 99.3 1.2 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 2 0 15 23 15 25 MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- MMBTU OPEN INTEREST: 19,386 COMMITMENTS 2,294 1,419 0 15,926 17,781 18,220 19,200 1,166 186 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -10,120) 0 1,140 0 -10,702 -11,111 -10,702 -9,971 582 -149 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 7.3 0.0 82.2 91.7 94.0 99.0 6.0 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 1 0 12 16 14 17 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 247,231 COMMITMENTS 1,156 5,702 5,610 235,729 227,553 242,495 238,865 4,736 8,366 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -24,241) -1,007 2,368 -7,818 -16,148 -20,592 -24,973 -26,042 732 1,801 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 2.3 2.3 95.3 92.0 98.1 96.6 1.9 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 1 2 1 35 37 37 39 NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 101,478 COMMITMENTS 248 0 0 101,013 101,106 101,261 101,106 217 372 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -10,282) 0 -360 0 -9,678 -9,742 -9,678 -10,102 -604 -180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.0 0.0 99.5 99.6 99.8 99.6 0.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 0 17 12 18 12 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 110,454 COMMITMENTS 0 0 0 99,613 96,611 99,613 96,611 10,841 13,843 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -6,625) 0 -102 -456 -10,202 -11,758 -10,658 -12,316 4,033 5,691 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 90.2 87.5 90.2 87.5 9.8 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 0 0 16 18 16 18 NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 227,124 COMMITMENTS 0 2,834 0 223,088 220,358 223,088 223,192 4,036 3,932 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -16,036) -2,728 -337 -180 -14,255 -15,256 -17,163 -15,773 1,127 -263 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.2 0.0 98.2 97.0 98.2 98.3 1.8 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 0 2 0 24 31 24 33 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 188,903 COMMITMENTS 0 0 0 181,620 185,977 181,620 185,977 7,283 2,926 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -3,225) -290 -899 0 -3,548 -2,263 -3,838 -3,162 613 -63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.1 98.5 96.1 98.5 3.9 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 0 0 22 19 22 19 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 80,030 COMMITMENTS 0 0 0 75,064 76,747 75,064 76,747 4,966 3,283 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -4,415) 0 0 0 -4,717 -3,602 -4,717 -3,602 302 -813 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 93.8 95.9 93.8 95.9 6.2 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 19 15 19 15 NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 32,290 COMMITMENTS 465 0 0 29,679 31,546 30,144 31,546 2,146 744 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -9,240) -1,077 -928 -217 -7,955 -8,597 -9,249 -9,742 9 502 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 0.0 0.0 91.9 97.7 93.4 97.7 6.6 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 15 6 16 6 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 197,071 COMMITMENTS 3,090 86 666 185,708 190,724 189,464 191,476 7,607 5,595 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -6,921) -807 86 -46 -6,471 -7,017 -7,324 -6,977 403 56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 0.0 0.3 94.2 96.8 96.1 97.2 3.9 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 2 16 17 19 19 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 163,549 COMMITMENTS 0 3,079 7,194 145,729 141,746 152,923 152,019 10,626 11,530 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -22,840) -71 -2,066 -1,479 -22,379 -19,296 -23,929 -22,841 1,089 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.9 4.4 89.1 86.7 93.5 93.0 6.5 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 0 3 2 26 30 28 33 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 44,974 COMMITMENTS 806 744 0 43,579 43,920 44,385 44,664 589 310 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -11,632) 120 0 -150 -10,878 -11,332 -10,908 -11,482 -724 -150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 1.7 0.0 96.9 97.7 98.7 99.3 1.3 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 1 0 13 16 15 17 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 233,626 COMMITMENTS 601 6,572 850 223,660 220,066 225,111 227,488 8,515 6,138 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -15,414) -155 -2,194 -523 -18,422 -11,362 -19,100 -14,079 3,686 -1,335 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 2.8 0.4 95.7 94.2 96.4 97.4 3.6 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 1 2 2 30 34 33 36 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 126,012 COMMITMENTS 464 0 450 118,904 120,239 119,818 120,689 6,194 5,323 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -5,188) -641 -370 145 -6,234 -5,829 -6,730 -6,054 1,542 866 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.0 0.4 94.4 95.4 95.1 95.8 4.9 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 0 1 25 26 26 27 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 155,736 COMMITMENTS 0 0 0 145,986 147,007 145,986 147,007 9,750 8,729 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -3,329) 0 -2,728 0 -7,902 -3,945 -7,902 -6,673 4,573 3,344 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 93.7 94.4 93.7 94.4 6.3 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 16 13 16 13 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4 FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 32,966 COMMITMENTS 341 1,926 0 30,969 27,983 31,310 29,909 1,656 3,057 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -6,670) -481 1,926 -31 -5,864 -10,716 -6,376 -8,821 -294 2,151 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 5.8 0.0 93.9 84.9 95.0 90.7 5.0 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 0 12 13 13 14 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 257,615 COMMITMENTS 0 360 0 239,294 255,974 239,294 256,334 18,321 1,281 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -13,737) -310 -756 0 -19,107 -13,019 -19,417 -13,775 5,680 38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.1 0.0 92.9 99.4 92.9 99.5 7.1 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 1 0 24 16 24 17 TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 109,129 COMMITMENTS 11,240 8,774 145 87,457 96,933 98,842 105,852 10,287 3,277 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -8,535) -1,165 0 0 -10,420 -10,333 -11,585 -10,333 3,050 1,798 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 8.0 0.1 80.1 88.8 90.6 97.0 9.4 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 1 12 13 14 15 REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 209,117 COMMITMENTS 0 0 0 206,565 206,925 206,565 206,925 2,552 2,192 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -21,492) 0 -375 -152 -20,529 -21,926 -20,681 -22,453 -811 961 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.8 99.0 98.8 99.0 1.2 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 0 0 22 22 22 22 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 14,428 COMMITMENTS 4,991 46 0 9,116 13,997 14,107 14,043 321 385 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -1,320) -260 -200 -60 -723 -1,020 -1,043 -1,280 -277 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.6 0.3 0.0 63.2 97.0 97.8 97.3 2.2 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 6 1 0 15 17 21 18 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 39,252 COMMITMENTS 7,889 625 975 30,379 37,517 39,243 39,117 9 135 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: 744) 790 -229 -40 -15 998 735 729 9 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.1 1.6 2.5 77.4 95.6 100.0 99.7 0.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 8 3 6 23 24 31 33 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 27,679 COMMITMENTS 3,000 925 525 24,073 26,229 27,598 27,679 81 0 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: 415) 150 -225 75 190 565 415 415 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.8 3.3 1.9 87.0 94.8 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 3 4 17 16 23 20 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 137,970 COMMITMENTS 5,976 8,827 10,297 121,053 118,710 137,326 137,834 644 136 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -7,146) 41 -214 7 -7,307 -6,959 -7,259 -7,166 113 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 6.4 7.5 87.7 86.0 99.5 99.9 0.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 12 10 7 34 35 48 50 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 69,633 COMMITMENTS 1,148 2,461 2,793 65,692 64,373 69,633 69,627 0 6 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -3,954) -480 -118 -256 -3,217 -3,586 -3,953 -3,960 -1 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 3.5 4.0 94.3 92.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 5 7 6 22 21 30 31 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 32,327 COMMITMENTS 200 650 175 31,952 31,502 32,327 32,327 0 0 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -961) -175 200 75 -861 -1,221 -961 -946 0 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 2.0 0.5 98.8 97.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 2 3 12 13 15 17 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 67,527 COMMITMENTS 15,969 1,377 4,924 46,337 61,226 67,230 67,527 297 0 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -1,748) -13 253 -390 -1,207 -1,603 -1,610 -1,740 -138 -8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.6 2.0 7.3 68.6 90.7 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 5 2 3 26 27 32 31 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 87,103 COMMITMENTS 25,933 2,879 5,515 54,926 78,498 86,374 86,892 729 211 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -2,767) 33 -240 -303 -2,246 -2,191 -2,516 -2,734 -251 -33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.8 3.3 6.3 63.1 90.1 99.2 99.8 0.8 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 5 7 5 25 28 33 37 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 72,664 COMMITMENTS 3,192 169 1,600 67,266 70,808 72,058 72,577 606 87 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -779) -282 44 253 -829 -1,026 -858 -729 79 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 0.2 2.2 92.6 97.4 99.2 99.9 0.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 3 2 3 27 26 31 30 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 96,198 COMMITMENTS 3,591 173 2,125 89,741 93,853 95,457 96,151 741 47 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -1,521) -396 48 277 -1,483 -1,813 -1,602 -1,488 81 -33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 0.2 2.2 93.3 97.6 99.2 100.0 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 3 2 3 30 31 34 35 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 43,590 COMMITMENTS 400 420 0 43,065 42,885 43,465 43,305 125 285 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -2,080) 0 0 0 -2,084 -2,055 -2,084 -2,055 4 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 1.0 0.0 98.8 98.4 99.7 99.3 0.3 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 0 17 18 18 19 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 26,719 COMMITMENTS 945 697 18 25,561 25,884 26,524 26,599 195 120 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -252) 605 -3 -2 -850 -242 -247 -247 -5 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 2.6 0.1 95.7 96.9 99.3 99.6 0.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 2 2 19 19 22 22 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 72,309 COMMITMENTS 17,599 581 2,370 52,006 69,243 71,975 72,194 334 115 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -2,211) -1,894 208 -611 402 -1,904 -2,103 -2,307 -108 96 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.3 0.8 3.3 71.9 95.8 99.5 99.8 0.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 17 3 9 30 32 50 42 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 26,011 COMMITMENTS 7,975 165 650 17,095 24,844 25,720 25,659 291 352 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -1,553) 275 -55 -575 -1,248 -923 -1,548 -1,553 -5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.7 0.6 2.5 65.7 95.5 98.9 98.6 1.1 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 6 1 4 20 21 27 25 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 51,150 COMMITMENTS 500 345 75 50,440 50,505 51,015 50,925 135 225 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -3,815) -125 25 -25 -3,669 -3,800 -3,819 -3,800 4 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.7 0.1 98.6 98.7 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 1 1 20 21 23 22 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 40,057 COMMITMENTS 1,375 1,607 128 37,710 38,240 39,213 39,975 844 82 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -2,074) 430 97 -102 -2,349 -2,047 -2,021 -2,052 -53 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 4.0 0.3 94.1 95.5 97.9 99.8 2.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 5 5 3 23 21 29 28 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 60,388 COMMITMENTS 3,090 200 0 56,700 59,843 59,790 60,043 598 345 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -2,906) 28 0 0 -3,089 -3,086 -3,061 -3,086 155 180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 0.3 0.0 93.9 99.1 99.0 99.4 1.0 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 1 0 24 17 26 18 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 65,629 COMMITMENTS 3,402 3,600 60 61,871 61,789 65,333 65,449 296 180 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -3,902) -403 -100 0 -3,664 -3,982 -4,067 -4,082 165 180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 5.5 0.1 94.3 94.1 99.5 99.7 0.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 1 1 25 19 27 21 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 80,867 COMMITMENTS 1,066 302 157 79,480 80,403 80,703 80,862 164 5 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -3,778) 64 -350 53 -3,917 -3,486 -3,800 -3,783 22 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 0.4 0.2 98.3 99.4 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 1 3 25 29 29 32 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 102,560 COMMITMENTS 1,306 5,246 1,320 99,663 95,954 102,289 102,520 271 40 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -4,708) -12 -1,468 -3 -4,719 -3,204 -4,734 -4,675 26 -33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 5.1 1.3 97.2 93.6 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 3 14 8 27 30 37 45 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 54,133 COMMITMENTS 100 4,406 375 53,638 49,352 54,113 54,133 20 0 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -1,895) 50 -775 -125 -1,820 -980 -1,895 -1,880 0 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 8.1 0.7 99.1 91.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 4 2 13 13 16 18 CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 25MWh OPEN INTEREST: 45,620 COMMITMENTS 0 805 275 45,345 44,540 45,620 45,620 0 0 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -3,565) 0 -500 135 -3,700 -3,200 -3,565 -3,565 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.8 0.6 99.4 97.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 4 1 12 9 13 13 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 61,880 COMMITMENTS 1,221 1,722 1,485 59,079 58,548 61,785 61,755 95 125 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -1,934) 77 17 -30 -1,961 -1,904 -1,914 -1,917 -20 -17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 2.8 2.4 95.5 94.6 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 4 3 3 23 22 28 27 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 65,910 COMMITMENTS 1,885 1,254 5,371 58,284 59,148 65,540 65,773 370 137 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -2,715) -85 12 -129 -2,494 -2,588 -2,708 -2,705 -7 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 1.9 8.1 88.4 89.7 99.4 99.8 0.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 6 3 3 22 22 29 27 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 29,886 COMMITMENTS 720 485 80 29,001 29,266 29,801 29,831 85 55 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -1,927) -155 -98 0 -1,742 -1,752 -1,897 -1,850 -30 -77 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 1.6 0.3 97.0 97.9 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 1 19 13 21 14 NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 28,809 COMMITMENTS 640 80 0 27,971 28,649 28,611 28,729 198 80 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -1,540) -80 -60 0 -1,454 -1,480 -1,534 -1,540 -6 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 0.3 0.0 97.1 99.4 99.3 99.7 0.7 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 0 18 11 19 12 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 34,252 COMMITMENTS 50 3,333 2,654 31,328 28,032 34,032 34,019 220 233 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -1,812) 0 222 -426 -1,586 -1,838 -2,012 -2,042 200 230 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 9.7 7.7 91.5 81.8 99.4 99.3 0.6 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 5 4 20 22 25 27 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 21,127 COMMITMENTS 175 2,298 605 20,057 18,134 20,837 21,037 290 90 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -1,903) -334 620 -580 -983 -1,918 -1,897 -1,878 -6 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 10.9 2.9 94.9 85.8 98.6 99.6 1.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 4 2 14 18 16 23 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 57,971 COMMITMENTS 5,507 3,283 780 51,577 53,875 57,864 57,938 107 33 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -1,936) -182 -247 -135 -1,656 -1,570 -1,973 -1,952 37 16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.5 5.7 1.3 89.0 92.9 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 5 4 5 26 28 33 35 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 36,527 COMMITMENTS 524 1,806 944 34,657 33,657 36,125 36,407 402 120 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -1,114) -36 -13 97 -1,177 -1,178 -1,116 -1,094 2 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 4.9 2.6 94.9 92.1 98.9 99.7 1.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 3 4 24 20 28 25 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 20,369 COMMITMENTS 1,560 300 150 18,494 19,904 20,204 20,354 165 15 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: 60) 25 75 0 60 10 85 85 -25 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.7 1.5 0.7 90.8 97.7 99.2 99.9 0.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 1 2 14 15 17 18 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 12,765 COMMITMENTS 50 555 345 12,139 11,854 12,534 12,754 231 11 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -1,085) 0 50 -50 -1,105 -1,085 -1,155 -1,085 70 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 4.3 2.7 95.1 92.9 98.2 99.9 1.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 4 1 12 13 14 17 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 13,046 COMMITMENTS 50 955 270 12,606 11,821 12,926 13,046 120 0 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -1,615) 0 -375 -50 -1,565 -1,190 -1,615 -1,615 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 7.3 2.1 96.6 90.6 99.1 100.0 0.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 4 1 13 13 15 17 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 17,872 COMMITMENTS 2,450 550 385 14,846 16,902 17,681 17,837 191 35 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -2,104) -330 -225 -25 -1,727 -1,829 -2,082 -2,079 -22 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.7 3.1 2.2 83.1 94.6 98.9 99.8 1.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 2 2 16 18 19 22 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 17,600 COMMITMENTS 2,505 550 440 14,450 16,572 17,395 17,562 205 38 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -1,839) -365 -225 120 -1,573 -1,709 -1,818 -1,814 -21 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.2 3.1 2.5 82.1 94.2 98.8 99.8 1.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 2 2 16 18 19 22 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 42,004 COMMITMENTS 1,745 1,370 1,435 38,677 39,199 41,857 42,004 147 0 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -3,561) 380 470 -1,070 -2,854 -2,961 -3,544 -3,561 -17 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 3.3 3.4 92.1 93.3 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 6 3 3 20 14 26 20 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 42,227 COMMITMENTS 2,430 1,425 1,280 38,365 39,522 42,075 42,227 152 0 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -3,216) 370 385 -995 -2,572 -2,606 -3,197 -3,216 -19 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 3.4 3.0 90.9 93.6 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 6 4 3 20 15 27 21 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 116,588 COMMITMENTS 2,474 12,031 1,068 113,034 103,459 116,576 116,558 12 30 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -7,396) 104 432 -170 -7,330 -7,673 -7,396 -7,411 0 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 10.3 0.9 97.0 88.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 9 8 7 37 28 49 40 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 352 MWh OPEN INTEREST: 126,016 COMMITMENTS 2,504 11,247 1,390 122,110 113,364 126,004 126,001 12 15 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -9,082) -408 336 -425 -8,231 -9,008 -9,064 -9,097 -18 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 8.9 1.1 96.9 90.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 8 9 6 38 35 50 46 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 268,659 COMMITMENTS 23,417 21,773 24,696 220,001 222,045 268,114 268,514 545 145 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -12,597) 2,277 -532 -2,737 -12,072 -9,307 -12,532 -12,576 -65 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 8.1 9.2 81.9 82.6 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 19 21 20 43 41 72 72 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 17,038 COMMITMENTS 3,720 0 50 13,037 16,968 16,807 17,018 231 20 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -973) -165 0 -25 -760 -948 -950 -973 -23 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.8 0.0 0.3 76.5 99.6 98.6 99.9 1.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 5 0 1 18 9 23 10 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 16,502 COMMITMENTS 3,330 360 10 12,703 16,102 16,043 16,472 459 30 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -750) -205 -100 -25 -627 -625 -857 -750 107 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.2 2.2 0.1 77.0 97.6 97.2 99.8 2.8 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 1 1 17 8 21 9 ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV Code-0643IB FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 3,940 COMMITMENTS 440 275 90 2,870 3,340 3,400 3,705 540 235 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: 115) 440 -885 -40 -280 1,095 120 170 -5 -55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 7.0 2.3 72.8 84.8 86.3 94.0 13.7 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 3 1 14 16 15 20 ARGUS CIF ARA Lg Finl Propane - ICE FUTURES ENERGY DIV Code-066411 FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 metric tonnes OPEN INTEREST: 2,285 COMMITMENTS 368 0 257 1,266 1,394 1,891 1,651 394 634 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -164) 44 0 -6 -172 -54 -134 -60 -30 -104 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.1 0.0 11.2 55.4 61.0 82.8 72.3 17.2 27.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 0 4 12 16 16 20 ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413 FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 metric tonnes OPEN INTEREST: 5,069 COMMITMENTS 384 295 208 3,676 3,610 4,268 4,113 801 956 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -413) -97 -8 -5 -266 -247 -368 -260 -45 -153 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 5.8 4.1 72.5 71.2 84.2 81.1 15.8 18.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 3 4 21 22 26 27 ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416 FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 34,575 COMMITMENTS 5,809 1,544 138 28,363 32,759 34,310 34,441 265 134 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -2,951) -645 -540 -8 -1,886 -1,085 -2,539 -1,633 -412 -1,318 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.8 4.5 0.4 82.0 94.7 99.2 99.6 0.8 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 4 2 2 35 37 39 41 NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 13,908 COMMITMENTS 139 0 129 13,485 13,170 13,753 13,299 155 609 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -3,109) 20 -15 -100 -1,732 -2,593 -1,812 -2,708 -1,297 -401 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.0 0.9 97.0 94.7 98.9 95.6 1.1 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 0 1 23 26 25 27 BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 11,555 COMMITMENTS 557 33 747 9,140 10,316 10,444 11,096 1,111 459 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -485) 21 -237 236 -890 -449 -633 -450 148 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 0.3 6.5 79.1 89.3 90.4 96.0 9.6 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 5 1 3 29 30 35 33 PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 35,485 COMMITMENTS 800 1,578 903 33,461 32,804 35,164 35,285 321 200 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -2,929) -24 -712 47 -1,962 -794 -1,939 -1,459 -990 -1,470 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 4.4 2.5 94.3 92.4 99.1 99.4 0.9 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 3 4 2 18 31 23 35 PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 62,133 COMMITMENTS 7,054 1,540 2,850 52,030 57,148 61,934 61,538 199 595 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -6,543) 490 -47 -699 -4,569 -3,918 -4,778 -4,664 -1,765 -1,879 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.4 2.5 4.6 83.7 92.0 99.7 99.0 0.3 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 15 7 16 64 64 83 83 WTI 1st Line-Brent 1st Line - ICE FUTURES ENERGY DIV Code-06741R FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 247,783 COMMITMENTS 2,345 194,151 692 231,370 17,407 234,407 212,250 13,376 35,533 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: 5,425) -395 3,420 200 2,340 -195 2,145 3,425 3,280 2,000 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 78.4 0.3 93.4 7.0 94.6 85.7 5.4 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 6 3 12 5 15 12 CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 BARRELS OPEN INTEREST: 30,126 COMMITMENTS 0 0 0 30,086 30,126 30,086 30,126 40 0 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: 2,058) 0 0 0 2,238 2,058 2,238 2,058 -180 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.9 100.0 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 0 0 26 23 26 23 CRUDE DIFF-TMX SW 1A INDEX - ICE FUTURES ENERGY DIV Code-06742T FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 BARRELS OPEN INTEREST: 10,648 COMMITMENTS 0 0 0 10,628 10,294 10,628 10,294 20 354 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.8 96.7 99.8 96.7 0.2 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 14 10 14 10 ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U FUTURES ONLY POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 215,093 COMMITMENTS 0 0 0 207,188 205,356 207,188 205,356 7,905 9,737 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: 3,500) 0 0 0 3,500 3,020 3,500 3,020 0 480 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.3 95.5 96.3 95.5 3.7 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 13 17 13 17
Updated October 11, 2019