CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2 FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 34,905 COMMITMENTS 8,258 7,107 1,014 25,632 26,784 34,904 34,905 1 0 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 125) -500 0 0 630 125 130 125 -5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.7 20.4 2.9 73.4 76.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 13 3 3 18 13 32 18 CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 96,894 COMMITMENTS 43,520 25,990 8,156 44,974 62,553 96,650 96,699 244 195 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 3,678) -1,586 -938 433 4,643 3,998 3,490 3,493 188 185 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.9 26.8 8.4 46.4 64.6 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 24 12 8 26 19 53 36 CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 36,658 COMMITMENTS 16,190 7,588 2,483 17,888 26,487 36,561 36,558 97 100 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 1,885) 1,835 50 0 50 1,835 1,885 1,885 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.2 20.7 6.8 48.8 72.3 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 13 7 4 16 13 31 22 NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 146,093 COMMITMENTS 39,618 97,168 2,625 103,850 46,300 146,093 146,093 0 0 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: -300) 0 0 0 -300 -300 -300 -300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.1 66.5 1.8 71.1 31.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 9 3 17 14 22 24 PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 96,419 COMMITMENTS 14,169 40,900 2,437 79,798 53,082 96,404 96,419 15 0 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 5,050) 1,500 5,050 200 3,350 -200 5,050 5,050 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.7 42.4 2.5 82.8 55.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 6 3 3 15 9 22 14 CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 30,819 COMMITMENTS 9,270 5,898 4,249 17,300 20,672 30,819 30,819 0 0 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 2,275) 0 1,500 0 2,275 775 2,275 2,275 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.1 19.1 13.8 56.1 67.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 8 3 4 12 11 24 16 RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063CL FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 46,119 COMMITMENTS 6,235 2,885 1,865 38,019 41,369 46,119 46,119 0 0 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: -35) -135 0 50 50 -85 -35 -35 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.5 6.3 4.0 82.4 89.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 9 2 4 19 14 29 19 CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9 FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 9,536 COMMITMENTS 5,586 2,009 800 3,150 6,727 9,536 9,536 0 0 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 58.6 21.1 8.4 33.0 70.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 6 3 2 4 10 12 14 CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| 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: 11,556 COMMITMENTS 810 2,400 300 10,446 8,856 11,556 11,556 0 0 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 20.8 2.6 90.4 76.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 4 3 10 6 13 13 MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| 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: 20,107 COMMITMENTS 3,095 5,500 850 16,137 13,757 20,082 20,107 25 0 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 14) 150 500 -175 39 -311 14 14 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.4 27.4 4.2 80.3 68.4 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 5 5 4 12 8 18 16 MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 43,631 COMMITMENTS 24,974 8,900 887 17,770 33,844 43,631 43,631 0 0 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 135) -500 550 -100 735 -315 135 135 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 57.2 20.4 2.0 40.7 77.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 6 3 2 14 10 21 14 USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 39,108 COMMITMENTS 4,126 3,651 1,683 33,047 33,741 38,856 39,075 252 33 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 2,255) -38 95 -83 2,284 2,243 2,163 2,255 92 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.6 9.3 4.3 84.5 86.3 99.4 99.9 0.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 6 2 5 32 28 40 33 FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 36,689 COMMITMENTS 5,078 1,961 2,148 29,007 32,468 36,233 36,577 456 112 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 1,948) 222 207 75 1,659 1,666 1,956 1,948 -8 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.8 5.3 5.9 79.1 88.5 98.8 99.7 1.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 2 3 4 26 22 31 27 USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- BBL OPEN INTEREST: 7,218 COMMITMENTS 20 2,841 176 7,001 4,009 7,197 7,026 21 192 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 163) 20 36 40 103 87 163 163 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 39.4 2.4 97.0 55.5 99.7 97.3 0.3 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 3 3 15 12 18 16 NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391 FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 5,146,262 COMMITMENTS 260,001 113,343 333,037 4523133 4673843 5116171 5120223 30,091 26,039 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 26,441) -6,009 -8,931 -21,851 52,013 58,834 24,153 28,052 2,288 -1,611 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 2.2 6.5 87.9 90.8 99.4 99.5 0.6 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233) 39 32 51 153 116 215 176 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 161,741 COMMITMENTS 22,631 38,152 20,979 117,399 101,134 161,009 160,265 732 1,476 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 9,412) 4,158 706 1,789 3,465 6,917 9,412 9,412 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.0 23.6 13.0 72.6 62.5 99.5 99.1 0.5 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 14 7 9 25 21 42 34 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 265,019 COMMITMENTS 521 5,373 0 243,937 253,572 244,458 258,945 20,561 6,074 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 6,931) -23 367 -217 6,653 7,135 6,413 7,285 518 -354 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 2.0 0.0 92.0 95.7 92.2 97.7 7.8 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 2 0 29 23 30 25 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 150,583 COMMITMENTS 1,807 5,136 1,178 142,721 130,302 145,706 136,616 4,877 13,967 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 3,089) 350 0 -118 1,662 1,981 1,894 1,863 1,195 1,226 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 3.4 0.8 94.8 86.5 96.8 90.7 3.2 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 1 3 20 21 23 25 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 316,745 COMMITMENTS 6,800 2,295 2,012 294,505 306,718 303,317 311,025 13,428 5,720 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: -7,496) 95 -385 -47 -7,999 -5,551 -7,951 -5,983 455 -1,513 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 0.7 0.6 93.0 96.8 95.8 98.2 4.2 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 5 1 3 26 29 31 33 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 860,223 COMMITMENTS 5,882 12,059 734 842,817 844,671 849,433 857,464 10,790 2,759 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: -8,863) -391 327 127 -7,992 -10,522 -8,256 -10,068 -607 1,205 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 1.4 0.1 98.0 98.2 98.7 99.7 1.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 4 2 4 38 29 43 34 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 395,636 COMMITMENTS 4,034 7,478 747 380,584 378,212 385,365 386,437 10,271 9,199 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 3,545) -452 -927 -187 4,278 5,260 3,639 4,146 -94 -601 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 1.9 0.2 96.2 95.6 97.4 97.7 2.6 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 4 4 3 42 40 47 46 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 543,791 COMMITMENTS 2,880 1,094 273 530,257 535,840 533,410 537,207 10,381 6,584 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 12,407) 240 -160 -181 13,813 12,233 13,872 11,892 -1,465 515 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.2 0.1 97.5 98.5 98.1 98.8 1.9 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 3 3 2 41 39 46 42 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 405,478 COMMITMENTS 0 3,334 1,301 396,658 393,891 397,959 398,526 7,519 6,952 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 3,672) -319 1,897 416 3,885 1 3,982 2,314 -310 1,358 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.8 0.3 97.8 97.1 98.1 98.3 1.9 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 0 4 2 39 27 41 31 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 108,686 COMMITMENTS 1,311 2,712 894 101,155 102,124 103,360 105,730 5,326 2,956 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 613) -268 274 -600 1,302 877 434 551 179 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 2.5 0.8 93.1 94.0 95.1 97.3 4.9 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 2 4 16 20 20 24 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 20,244 COMMITMENTS 0 1,363 0 19,233 18,083 19,233 19,446 1,011 798 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 5,270) 0 0 0 5,090 5,030 5,090 5,030 180 240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.7 0.0 95.0 89.3 95.0 96.1 5.0 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 2 0 19 15 19 17 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 248,326 COMMITMENTS 999 529 986 243,801 240,388 245,786 241,903 2,540 6,423 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 8,910) 815 402 49 8,046 8,006 8,910 8,457 0 453 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.2 0.4 98.2 96.8 99.0 97.4 1.0 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 1 1 1 24 25 26 26 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 191,435 COMMITMENTS 0 0 0 182,347 188,392 182,347 188,392 9,088 3,043 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 1,324) 0 0 0 1,399 2,149 1,399 2,149 -75 -825 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 95.3 98.4 95.3 98.4 4.7 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 0 0 28 23 28 23 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 305,990 COMMITMENTS 0 0 0 299,880 303,451 299,880 303,451 6,110 2,539 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: -2,005) 0 0 0 -2,323 -1,988 -2,323 -1,988 318 -17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.0 99.2 98.0 99.2 2.0 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 0 0 20 25 20 25 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2 FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 42,282 COMMITMENTS 8,975 1,228 589 31,154 38,735 40,718 40,552 1,564 1,730 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 8,140) 2,580 0 0 6,230 8,295 8,810 8,295 -670 -155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.2 2.9 1.4 73.7 91.6 96.3 95.9 3.7 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 4 3 1 12 22 16 26 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 608,270 COMMITMENTS 28,968 5,530 3,136 563,283 590,383 595,387 599,049 12,883 9,221 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 10,423) 4,502 617 -904 5,279 10,551 8,877 10,264 1,546 159 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 0.9 0.5 92.6 97.1 97.9 98.5 2.1 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 7 2 4 47 40 56 44 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 226,091 COMMITMENTS 114 611 3,330 218,472 216,724 221,916 220,665 4,175 5,426 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 7,672) 53 161 -309 7,328 7,632 7,072 7,484 600 188 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.3 1.5 96.6 95.9 98.2 97.6 1.8 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 2 3 24 23 27 26 EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6 FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 54,394 COMMITMENTS 652 0 1,280 51,088 52,323 53,020 53,603 1,374 791 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 11,518) 0 0 0 11,551 11,158 11,551 11,158 -33 360 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.0 2.4 93.9 96.2 97.5 98.5 2.5 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 0 1 18 11 20 12 EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8 FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 74,208 COMMITMENTS 0 0 0 68,407 64,333 68,407 64,333 5,801 9,875 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 178) 0 0 0 2,706 -1,725 2,706 -1,725 -2,528 1,903 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 92.2 86.7 92.2 86.7 7.8 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 18 12 18 12 HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 234,316 COMMITMENTS 9,674 1,080 0 221,842 232,506 231,516 233,586 2,800 730 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 14,714) 874 1,080 0 13,870 13,392 14,744 14,472 -30 242 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 0.5 0.0 94.7 99.2 98.8 99.7 1.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 1 0 24 21 26 22 HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 230,664 COMMITMENTS 18,877 12,214 1,080 209,621 216,719 229,578 230,013 1,086 651 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 18,124) -206 0 1,080 16,886 17,168 17,760 18,248 364 -124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 5.3 0.5 90.9 94.0 99.5 99.7 0.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 9 5 1 39 34 48 40 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 139,698 COMMITMENTS 0 1,278 0 138,223 137,437 138,223 138,715 1,475 983 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 5,458) 0 0 0 5,458 5,338 5,458 5,338 0 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.9 0.0 98.9 98.4 98.9 99.3 1.1 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 2 0 17 23 17 25 MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- MMBTU OPEN INTEREST: 22,746 COMMITMENTS 2,294 3,129 0 19,076 19,431 21,370 22,560 1,376 186 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 2,010) 0 600 0 2,040 1,410 2,040 2,010 -30 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.1 13.8 0.0 83.9 85.4 94.0 99.2 6.0 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 1 0 13 17 15 18 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 252,800 COMMITMENTS 1,460 6,105 6,489 239,473 232,670 247,422 245,264 5,378 7,536 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 345) 0 955 1,067 1,529 -973 2,596 1,049 -2,251 -704 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 2.4 2.6 94.7 92.0 97.9 97.0 2.1 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 1 3 2 37 36 40 39 NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 102,858 COMMITMENTS 248 0 0 102,273 102,486 102,521 102,486 337 372 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 1,500) 0 0 0 1,380 1,500 1,380 1,500 120 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.0 0.0 99.4 99.6 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 0 17 12 18 12 NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 15,678 COMMITMENTS 2,976 346 0 11,935 13,505 14,911 13,851 767 1,827 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 752) 0 0 0 662 720 662 720 90 32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.0 2.2 0.0 76.1 86.1 95.1 88.3 4.9 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 0 10 8 12 9 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 105,911 COMMITMENTS 0 0 0 95,157 94,333 95,157 94,333 10,754 11,578 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: -509) 0 0 0 -297 846 -297 846 -212 -1,355 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 89.8 89.1 89.8 89.1 10.2 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 17 20 17 20 NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 231,453 COMMITMENTS 1,880 1,768 614 225,374 225,564 227,868 227,946 3,585 3,507 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: -494) 360 -120 614 -945 181 29 675 -523 -1,169 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 0.8 0.3 97.4 97.5 98.5 98.5 1.5 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 3 1 2 25 33 28 36 NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY Code-0233BA FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 54,184 COMMITMENTS 0 0 0 49,720 49,924 49,720 49,924 4,464 4,260 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 91.8 92.1 91.8 92.1 8.2 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 11 15 11 15 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 192,925 COMMITMENTS 0 0 0 185,826 189,519 185,826 189,519 7,099 3,406 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 1,190) 0 0 0 1,251 952 1,251 952 -61 238 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.3 98.2 96.3 98.2 3.7 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 0 0 23 19 23 19 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 83,135 COMMITMENTS 0 0 0 80,748 81,223 80,748 81,223 2,387 1,912 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 971) 0 0 0 1,032 997 1,032 997 -61 -26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.1 97.7 97.1 97.7 2.9 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 0 0 21 17 21 17 NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 41,406 COMMITMENTS 3,950 0 155 35,859 40,482 39,964 40,637 1,442 769 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 8,876) 3,245 0 155 6,180 8,696 9,580 8,851 -704 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.5 0.0 0.4 86.6 97.8 96.5 98.1 3.5 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 0 1 18 12 20 13 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 199,883 COMMITMENTS 2,958 0 0 188,454 193,134 191,412 193,134 8,471 6,749 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 1,998) -499 -465 -285 2,102 1,766 1,318 1,016 680 982 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 0.0 0.0 94.3 96.6 95.8 96.6 4.2 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 0 16 17 17 17 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 157,135 COMMITMENTS 0 2,842 2,913 143,328 136,523 146,241 142,278 10,894 14,857 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 1,826) 0 801 -2,558 3,834 2,029 1,276 272 550 1,554 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.8 1.9 91.2 86.9 93.1 90.5 6.9 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 0 2 1 25 30 26 32 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 49,442 COMMITMENTS 684 744 122 48,053 48,206 48,859 49,072 583 370 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 2,360) -122 0 122 2,608 2,330 2,608 2,452 -248 -92 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 1.5 0.2 97.2 97.5 98.8 99.3 1.2 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 1 1 15 17 17 19 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 237,326 COMMITMENTS 3,029 3,139 4,668 221,281 224,080 228,978 231,887 8,348 5,439 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 694) 1,011 -346 1,256 -1,949 142 318 1,052 376 -358 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 1.3 2.0 93.2 94.4 96.5 97.7 3.5 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 3 1 2 31 35 35 37 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 133,720 COMMITMENTS 674 0 180 125,763 127,552 126,617 127,732 7,103 5,988 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 3,504) -152 0 30 4,110 2,929 3,988 2,959 -484 545 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.0 0.1 94.0 95.4 94.7 95.5 5.3 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 0 1 28 28 29 29 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 173,019 COMMITMENTS 1,520 1,520 0 162,606 167,313 164,126 168,833 8,893 4,186 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 10,302) 1,520 0 0 9,056 12,498 10,576 12,498 -274 -2,196 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.9 0.0 94.0 96.7 94.9 97.6 5.1 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 0 17 16 18 17 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4 FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 36,189 COMMITMENTS 341 1,926 0 34,132 31,732 34,473 33,658 1,716 2,531 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 2,808) 0 0 0 2,808 3,424 2,808 3,424 0 -616 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 5.3 0.0 94.3 87.7 95.3 93.0 4.7 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 0 13 18 14 19 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 273,896 COMMITMENTS 0 360 0 256,368 271,666 256,368 272,026 17,528 1,870 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 7,643) 0 0 0 8,132 6,941 8,132 6,941 -489 702 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.1 0.0 93.6 99.2 93.6 99.3 6.4 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 0 1 0 27 17 27 18 TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 116,536 COMMITMENTS 12,470 8,774 174 93,191 104,189 105,835 113,137 10,701 3,399 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 210) 1,096 0 0 -916 90 180 90 30 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 7.5 0.1 80.0 89.4 90.8 97.1 9.2 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 1 11 13 13 15 REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 213,455 COMMITMENTS 0 0 0 210,961 211,477 210,961 211,477 2,494 1,978 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 3,216) 0 0 0 3,244 3,154 3,244 3,154 -28 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.8 99.1 98.8 99.1 1.2 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 0 0 23 23 23 23 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| 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 14,318 14,107 14,364 321 64 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 321 0 321 0 -321 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.6 0.3 0.0 63.2 99.2 97.8 99.6 2.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 6 1 0 15 18 21 19 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 39,882 COMMITMENTS 7,629 700 1,175 31,069 37,872 39,873 39,747 9 135 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: -15) 15 0 50 -80 -65 -15 -15 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.1 1.8 2.9 77.9 95.0 100.0 99.7 0.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 6 4 6 23 23 31 32 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 28,039 COMMITMENTS 3,150 950 600 24,208 26,489 27,958 28,039 81 0 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 300) 75 25 75 150 200 300 300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 3.4 2.1 86.3 94.5 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 3 4 17 15 23 19 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 137,325 COMMITMENTS 6,126 8,914 10,091 120,590 118,207 136,807 137,212 518 113 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 55) 74 111 172 -208 -230 38 53 17 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 6.5 7.3 87.8 86.1 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 11 9 10 34 35 48 52 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 72,593 COMMITMENTS 933 2,271 2,918 68,742 67,396 72,593 72,585 0 8 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 853) 80 50 -50 823 853 853 853 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 3.1 4.0 94.7 92.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 6 8 6 22 21 30 33 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 33,212 COMMITMENTS 225 600 175 32,812 32,437 33,212 33,212 0 0 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 860) 0 -125 0 860 985 860 860 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 1.8 0.5 98.8 97.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 3 10 13 13 17 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 68,364 COMMITMENTS 16,097 854 5,320 46,643 62,190 68,060 68,364 304 0 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 865) 135 -573 463 261 975 859 865 6 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.5 1.2 7.8 68.2 91.0 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 6 2 2 26 27 33 30 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 85,592 COMMITMENTS 26,142 2,033 4,217 54,437 79,115 84,796 85,365 796 227 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 73) 205 -966 26 -222 987 9 47 64 26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.5 2.4 4.9 63.6 92.4 99.1 99.7 0.9 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 7 6 5 25 27 35 35 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 77,696 COMMITMENTS 3,352 449 1,500 71,939 75,673 76,791 77,622 905 74 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 3,869) 60 0 0 3,510 3,882 3,570 3,882 299 -13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 0.6 1.9 92.6 97.4 98.8 99.9 1.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 3 2 2 28 26 32 29 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 102,079 COMMITMENTS 4,080 528 2,057 95,210 99,479 101,347 102,064 732 15 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 4,345) 289 50 32 4,033 4,295 4,354 4,377 -9 -32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 0.5 2.0 93.3 97.5 99.3 100.0 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 4 3 3 30 30 35 35 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 43,440 COMMITMENTS 400 420 0 42,915 42,745 43,315 43,165 125 275 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: -180) 0 0 0 -180 -170 -180 -170 0 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 1.0 0.0 98.8 98.4 99.7 99.4 0.3 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 0 18 18 19 19 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 26,269 COMMITMENTS 945 697 18 25,111 25,434 26,074 26,149 195 120 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: -455) 0 0 0 -455 -455 -455 -455 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 2.7 0.1 95.6 96.8 99.3 99.5 0.7 0.5 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 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 74,317 COMMITMENTS 17,621 741 2,689 53,683 70,772 73,993 74,202 324 115 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 1,282) 23 60 367 872 855 1,262 1,282 20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.7 1.0 3.6 72.2 95.2 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 18 4 12 30 31 51 44 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 27,239 COMMITMENTS 7,675 165 650 18,623 26,072 26,948 26,887 291 352 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: -188) -300 0 0 112 -188 -188 -188 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.2 0.6 2.4 68.4 95.7 98.9 98.7 1.1 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 5 1 4 20 21 26 25 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 50,868 COMMITMENTS 500 345 75 50,163 50,233 50,738 50,653 130 215 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 23) 0 0 0 23 33 23 33 0 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.7 0.1 98.6 98.8 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 1 1 22 22 25 23 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 39,876 COMMITMENTS 1,350 1,607 128 37,545 38,059 39,023 39,794 853 82 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: -266) 0 0 0 -275 -266 -275 -266 9 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 4.0 0.3 94.2 95.4 97.9 99.8 2.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 4 5 3 23 22 28 29 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 62,063 COMMITMENTS 3,155 200 0 58,310 61,518 61,465 61,718 598 345 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 1,445) 60 0 0 1,385 1,445 1,445 1,445 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 0.3 0.0 94.0 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 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 66,718 COMMITMENTS 3,522 3,600 60 62,840 62,878 66,422 66,538 296 180 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 845) 85 0 0 760 845 845 845 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 5.4 0.1 94.2 94.2 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 1 1 25 19 28 21 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 82,797 COMMITMENTS 1,240 351 138 81,151 82,288 82,529 82,777 268 20 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 1,510) -119 261 1 1,524 1,248 1,406 1,510 104 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 0.4 0.2 98.0 99.4 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 2 3 25 29 29 32 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 105,486 COMMITMENTS 1,562 5,217 678 102,896 99,536 105,136 105,431 350 55 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 2,420) -110 321 -351 2,783 2,475 2,322 2,445 98 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 4.9 0.6 97.5 94.4 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 3 16 7 27 30 36 47 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 56,273 COMMITMENTS 50 4,406 375 55,828 51,492 56,253 56,273 20 0 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 325) -50 0 0 375 325 325 325 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 7.8 0.7 99.2 91.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 4 2 13 14 16 19 CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 25MWh OPEN INTEREST: 49,210 COMMITMENTS 0 905 165 49,045 48,140 49,210 49,210 0 0 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: -10) 0 100 -110 100 0 -10 -10 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.8 0.3 99.7 97.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 4 2 13 9 15 13 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 62,230 COMMITMENTS 1,341 1,657 1,552 59,218 58,911 62,111 62,120 119 110 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 275) 0 -65 65 196 289 261 289 14 -14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 2.7 2.5 95.2 94.7 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 5 3 3 23 23 29 28 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 65,404 COMMITMENTS 2,114 1,193 5,438 57,453 58,642 65,005 65,273 399 131 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: -308) 25 -61 67 -422 -308 -330 -302 22 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 1.8 8.3 87.8 89.7 99.4 99.8 0.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 7 3 3 23 23 31 28 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 30,156 COMMITMENTS 785 485 80 29,206 29,536 30,071 30,101 85 55 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 275) 50 0 0 225 275 275 275 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 1.6 0.3 96.8 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 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 29,544 COMMITMENTS 640 80 0 28,706 29,384 29,346 29,464 198 80 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 625) 0 0 0 625 625 625 625 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 0.3 0.0 97.2 99.5 99.3 99.7 0.7 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 0 19 11 20 12 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 34,431 COMMITMENTS 260 1,177 1,328 32,623 31,447 34,211 33,952 220 479 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 759) 0 -120 9 750 870 759 759 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 3.4 3.9 94.7 91.3 99.4 98.6 0.6 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 3 4 20 23 26 27 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 21,242 COMMITMENTS 70 2,368 530 20,352 18,189 20,952 21,087 290 155 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 200) -105 -5 105 200 100 200 200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 11.1 2.5 95.8 85.6 98.6 99.3 1.4 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 4 1 14 18 15 23 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 58,909 COMMITMENTS 2,272 3,150 929 55,611 54,812 58,812 58,891 97 18 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 668) -135 -211 130 668 747 663 666 5 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 5.3 1.6 94.4 93.0 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 5 4 5 28 29 35 36 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 39,455 COMMITMENTS 689 1,826 927 37,437 36,582 39,053 39,335 402 120 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 2,691) 0 10 0 2,681 2,681 2,681 2,691 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 4.6 2.3 94.9 92.7 99.0 99.7 1.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 3 4 24 21 28 26 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 20,474 COMMITMENTS 1,560 300 150 18,599 20,009 20,309 20,459 165 15 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 45) 0 0 0 45 45 45 45 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 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 15 15 18 18 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 13,315 COMMITMENTS 50 1,130 295 12,739 11,879 13,084 13,304 231 11 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 550) 0 575 -50 600 25 550 550 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 8.5 2.2 95.7 89.2 98.3 99.9 1.7 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 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 13,476 COMMITMENTS 50 1,530 220 13,086 11,726 13,356 13,476 120 0 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 430) 0 575 -50 480 -95 430 430 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 11.4 1.6 97.1 87.0 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 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 17,918 COMMITMENTS 2,450 425 485 14,796 16,952 17,731 17,862 187 56 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 0) 0 25 0 -174 -66 -174 -41 174 41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.7 2.4 2.7 82.6 94.6 99.0 99.7 1.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 2 3 16 18 20 22 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 17,635 COMMITMENTS 2,505 425 540 14,400 16,622 17,445 17,587 190 48 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 0) 0 25 0 -178 -58 -178 -33 178 33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.2 2.4 3.1 81.7 94.3 98.9 99.7 1.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 2 3 16 18 20 22 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 44,359 COMMITMENTS 1,835 845 1,910 40,542 41,604 44,287 44,359 72 0 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 1,965) -45 -700 575 1,430 2,090 1,960 1,965 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 1.9 4.3 91.4 93.8 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 6 3 3 23 14 29 20 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 44,722 COMMITMENTS 2,470 850 1,980 40,195 41,892 44,645 44,722 77 0 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 1,915) -95 -750 575 1,430 2,090 1,910 1,915 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 1.9 4.4 89.9 93.7 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 6 4 3 23 16 30 22 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 115,701 COMMITMENTS 1,745 12,223 1,427 112,517 102,033 115,689 115,683 12 18 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: -1,182) -756 -283 749 -1,175 -1,641 -1,182 -1,175 0 -7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 10.6 1.2 97.2 88.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 7 9 8 37 29 49 41 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 352 MWh OPEN INTEREST: 124,994 COMMITMENTS 1,730 11,542 1,692 121,557 111,745 124,979 124,979 15 15 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: -1,707) -834 -229 897 -1,770 -2,375 -1,707 -1,707 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 9.2 1.4 97.3 89.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 6 12 7 39 35 51 48 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 266,208 COMMITMENTS 21,808 20,694 22,625 220,989 222,580 265,422 265,899 786 309 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: -2,306) -737 -2,009 -64 -1,748 -337 -2,549 -2,410 243 104 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 7.8 8.5 83.0 83.6 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 20 22 21 44 38 74 71 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 17,363 COMMITMENTS 4,045 0 0 13,107 17,363 17,152 17,363 211 0 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 25) -25 0 0 70 75 45 75 -20 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.3 0.0 0.0 75.5 100.0 98.8 100.0 1.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 5 0 0 19 11 24 11 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 16,857 COMMITMENTS 3,585 310 60 12,776 16,487 16,421 16,857 436 0 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 5) -45 0 0 73 65 28 65 -23 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.3 1.8 0.4 75.8 97.8 97.4 100.0 2.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 1 1 18 10 22 11 ARGUS CIF ARA Lg Finl Propane - ICE FUTURES ENERGY DIV Code-066411 FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 metric tonnes OPEN INTEREST: 2,364 COMMITMENTS 377 0 304 1,315 1,563 1,996 1,867 368 497 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 28) 22 0 10 -9 146 23 156 5 -128 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.9 0.0 12.9 55.6 66.1 84.4 79.0 15.6 21.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 0 4 12 17 16 21 ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413 FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 metric tonnes OPEN INTEREST: 5,402 COMMITMENTS 583 424 190 3,718 3,750 4,491 4,364 911 1,038 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 195) 150 107 13 -31 34 132 154 63 41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.8 7.8 3.5 68.8 69.4 83.1 80.8 16.9 19.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 4 5 20 21 26 27 ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416 FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 35,996 COMMITMENTS 6,109 103 178 29,444 35,582 35,731 35,863 265 133 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 715) 205 69 0 510 652 715 721 0 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.0 0.3 0.5 81.8 98.8 99.3 99.6 0.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 4 1 2 35 38 39 41 NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 15,057 COMMITMENTS 114 0 114 14,683 14,295 14,911 14,409 146 648 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 868) -25 0 -15 917 844 877 829 -9 39 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 0.0 0.8 97.5 94.9 99.0 95.7 1.0 4.3 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 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 12,222 COMMITMENTS 557 5 861 9,810 10,991 11,228 11,857 994 365 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 372) -17 5 131 261 245 375 381 -3 -9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 0.0 7.0 80.3 89.9 91.9 97.0 8.1 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 5 1 4 31 32 37 36 PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 37,319 COMMITMENTS 1,936 1,333 404 34,546 35,382 36,886 37,119 433 200 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 549) 649 222 -291 377 618 735 549 -186 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 3.6 1.1 92.6 94.8 98.8 99.5 1.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 3 4 2 21 34 26 38 PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 63,471 COMMITMENTS 6,514 1,592 3,024 53,657 58,221 63,195 62,837 276 634 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 197) -994 118 616 521 -553 143 181 54 16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 2.5 4.8 84.5 91.7 99.6 99.0 0.4 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 13 8 15 66 64 84 82 PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 Metric Tonnes OPEN INTEREST: 2,204 COMMITMENTS 150 0 220 1,190 1,638 1,560 1,858 644 346 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.8 0.0 10.0 54.0 74.3 70.8 84.3 29.2 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 0 4 12 18 16 22 WTI 1st Line-Brent 1st Line - ICE FUTURES ENERGY DIV Code-06741R FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 259,908 COMMITMENTS 2,245 202,621 1,236 244,726 19,318 248,207 223,175 11,701 36,733 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 5,869) 0 2,665 183 7,161 2,101 7,344 4,949 -1,475 920 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 78.0 0.5 94.2 7.4 95.5 85.9 4.5 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 6 2 13 7 15 14 CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 BARRELS OPEN INTEREST: 26,622 COMMITMENTS 0 0 0 26,602 26,622 26,602 26,622 20 0 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: -5,391) 0 0 0 -5,371 -5,391 -5,371 -5,391 -20 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: 35) 0 0 0 26 24 26 24 ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 11,890 COMMITMENTS 180 630 160 11,400 10,890 11,740 11,680 150 210 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 1,800) 0 0 0 1,800 1,800 1,800 1,800 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 5.3 1.3 95.9 91.6 98.7 98.2 1.3 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 2 2 12 14 15 17 ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742U FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 220,959 COMMITMENTS 0 0 0 212,679 210,827 212,679 210,827 8,280 10,132 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 1,096) 0 0 0 1,111 1,346 1,111 1,346 -15 -250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.3 95.4 96.3 95.4 3.7 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 13 18 13 18
Updated October 25, 2019