CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV               Code-0063A2
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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:      106,426
COMMITMENTS
  47,869   30,007   15,549   42,662   60,555  106,080  106,111      346      315

CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST:      3,454)
     114      238       73    3,376    3,291    3,563    3,602     -109     -148

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    45.0     28.2     14.6     40.1     56.9     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      27       10       19       26       22       59       45                  
 
 
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV                   Code-0063CA
OPTION AND FUTURES COMBINED 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:       47,486
COMMITMENTS
  16,387    7,048    6,668   24,256   33,669   47,311   47,386      175      100

CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST:        557)
     499       37      339     -288      156      550      532        6       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.5     14.8     14.0     51.1     70.9     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      15        9       10       18       16       37       31                  
 
 
NJ SRECS - ICE FUTURES ENERGY DIV                                    Code-0063CC
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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:       35,824
COMMITMENTS
   4,240      421        0   31,584   35,403   35,824   35,824        0        0

CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST:         27)
       0        0        0       27       27       27       27        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.8      1.2      0.0     88.2     98.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        2        0       13        7       16        9                  
 
 
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV                        Code-0063CH
OPTION AND FUTURES COMBINED 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:       97,438
COMMITMENTS
  15,138   34,850    2,137   80,148   60,451   97,423   97,438       15        0

CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST:        -32)
  -1,194    1,150        0    1,161   -1,182      -32      -32        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.5     35.8      2.2     82.3     62.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       6        3        3       14       10       21       15                  
 
 
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV                   Code-0063CJ
OPTION AND FUTURES COMBINED 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:       28,499
COMMITMENTS
   9,430    4,398    7,249   11,820   16,852   28,499   28,499        0        0

CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST:        547)
     297      450      350     -100     -253      547      547        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.1     15.4     25.4     41.5     59.1    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
OPTION AND FUTURES COMBINED 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:       47,074
COMMITMENTS
   6,370    2,885    1,715   38,989   42,474   47,074   47,074        0        0

CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST:      1,852)
    -110        0        0    1,962    1,852    1,852    1,852        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.5      6.1      3.6     82.8     90.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       9        2        2       18       16       27       20                  
 
 
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV                Code-0063D9
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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 TRADER 
     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
OPTION AND FUTURES COMBINED 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 TRADER 
     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
OPTION AND FUTURES COMBINED 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:      924,083
COMMITMENTS
  12,133   26,578  241,361  668,281  653,986  921,776  921,926    2,308    2,158

CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST:     80,006)
     358    3,164   44,151   35,354   32,684   79,863   79,998      144        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      2.9     26.1     72.3     70.8     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      15       10       23       47       45       71       69                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED 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 TRADER 
     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
OPTION AND FUTURES COMBINED 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 TRADER 
     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
OPTION AND FUTURES COMBINED 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 TRADER 
     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
OPTION AND FUTURES COMBINED 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 TRADER 
     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
OPTION AND FUTURES COMBINED 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 TRADER 
     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
OPTION AND FUTURES COMBINED 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 TRADER 
     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
OPTION AND FUTURES COMBINED 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 TRADER 
     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
OPTION AND FUTURES COMBINED 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 TRADER 
     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
OPTION AND FUTURES COMBINED 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 TRADER 
     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
OPTION AND FUTURES COMBINED 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 TRADER 
     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
OPTION AND FUTURES COMBINED 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 TRADER 
     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
OPTION AND FUTURES COMBINED 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 TRADER 
     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
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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 TRADER 
     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
OPTION AND FUTURES COMBINED 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 TRADER 
     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
OPTION AND FUTURES COMBINED 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 TRADER 
     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
OPTION AND FUTURES COMBINED 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 TRADER 
     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
OPTION AND FUTURES COMBINED 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 TRADER 
     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
OPTION AND FUTURES COMBINED 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 TRADER 
     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
OPTION AND FUTURES COMBINED 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 TRADER 
     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
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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 TRADER 
     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
OPTION AND FUTURES COMBINED 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 TRADER 
     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
OPTION AND FUTURES COMBINED 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 TRADER 
     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
OPTION AND FUTURES COMBINED 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 TRADER 
     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
OPTION AND FUTURES COMBINED 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 TRADER 
     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
OPTION AND FUTURES COMBINED 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 TRADER 
     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
OPTION AND FUTURES COMBINED 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 TRADER 
     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
OPTION AND FUTURES COMBINED 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 TRADER 
     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
OPTION AND FUTURES COMBINED 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 TRADER 
     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
OPTION AND FUTURES COMBINED 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 TRADER 
     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
OPTION AND FUTURES COMBINED 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 TRADER 
     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
OPTION AND FUTURES COMBINED 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 TRADER 
     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
OPTION AND FUTURES COMBINED 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 TRADER 
     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
OPTION AND FUTURES COMBINED 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 TRADER 
     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
OPTION AND FUTURES COMBINED 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 TRADER 
     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
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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 TRADER 
     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
OPTION AND FUTURES COMBINED 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:       32,940
COMMITMENTS
   4,962       97    5,524   22,133   26,934   32,619   32,555      321      385

CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST:        -92)
     193      -67      301     -310     -287      185      -52     -277      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.1      0.3     16.8     67.2     81.8     99.0     98.8      1.0      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      13        4       17       28       27       45       44                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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 TRADER 
     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
OPTION AND FUTURES COMBINED 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:       69,976
COMMITMENTS
   1,148    2,510    2,852   65,977   64,608   69,976   69,970        0        6

CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST:     -3,947)
    -480     -121     -253   -3,213   -3,579   -3,946   -3,953       -1        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6      3.6      4.1     94.3     92.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       5        7        6       22       23       30       33                  
 
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-064396
OPTION AND FUTURES COMBINED 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 TRADER 
     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
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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 TRADER 
     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
OPTION AND FUTURES COMBINED 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 TRADER 
     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
OPTION AND FUTURES COMBINED 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 TRADER 
     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
OPTION AND FUTURES COMBINED 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 TRADER 
     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
OPTION AND FUTURES COMBINED 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:       72,968
COMMITMENTS
  17,637      581    2,441   52,556   69,831   72,634   72,853      334      115

CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST:     -2,199)
  -1,899      208     -609      417   -1,894   -2,091   -2,295     -108       96

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.2      0.8      3.3     72.0     95.7     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      17        3       10       30       32       50       43                  
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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 TRADER 
     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
OPTION AND FUTURES COMBINED 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:       40,091
COMMITMENTS
   1,375    1,607      128   37,744   38,274   39,247   40,009      844       82

CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST:     -2,088)
     430       97     -102   -2,363   -2,061   -2,035   -2,066      -53      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     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
OPTION AND FUTURES COMBINED 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 TRADER 
     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
OPTION AND FUTURES COMBINED 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 TRADER 
     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
OPTION AND FUTURES COMBINED 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 TRADER 
     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
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:      105,218
COMMITMENTS
   1,307    5,189    1,512  102,129   98,478  104,947  105,178      271       40

CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST:     -4,383)
     -11   -1,581       89   -4,487   -2,858   -4,409   -4,350       26      -33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      4.9      1.4     97.1     93.6     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       4       13        8       28       31       38       46                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
OPTION AND FUTURES COMBINED 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 TRADER 
     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
OPTION AND FUTURES COMBINED 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 TRADER 
     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
OPTION AND FUTURES COMBINED 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 TRADER 
     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
OPTION AND FUTURES COMBINED 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 TRADER 
     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
OPTION AND FUTURES COMBINED 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 TRADER 
     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
OPTION AND FUTURES COMBINED 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 TRADER 
     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
OPTION AND FUTURES COMBINED 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 TRADER 
     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
OPTION AND FUTURES COMBINED 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 TRADER 
     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
OPTION AND FUTURES COMBINED 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 TRADER 
     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
OPTION AND FUTURES COMBINED 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 TRADER 
     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
OPTION AND FUTURES COMBINED 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 TRADER 
     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
OPTION AND FUTURES COMBINED 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 TRADER 
     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
OPTION AND FUTURES COMBINED 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 TRADER 
     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
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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 TRADER 
     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
OPTION AND FUTURES COMBINED 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 TRADER 
     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
OPTION AND FUTURES COMBINED 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 TRADER 
     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
OPTION AND FUTURES COMBINED 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 TRADER 
     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
OPTION AND FUTURES COMBINED 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:      504,773
COMMITMENTS
  24,644   32,779   60,934  418,318  409,983  503,896  503,697      878    1,077

CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST:     -7,167)
   1,729    2,037   -1,633   -7,530   -7,996   -7,434   -7,592      268      425

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.9      6.5     12.1     82.9     81.2     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      20       20       20       43       41       72       72                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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 TRADER 
    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
OPTION AND FUTURES COMBINED 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 TRADER 
     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
OPTION AND FUTURES COMBINED 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:       34,620
COMMITMENTS
   5,809    1,544      138   28,408   32,804   34,355   34,486      265      134

CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST:     -2,947)
    -645     -540       -8   -1,882   -1,081   -2,535   -1,629     -412   -1,318

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.8      4.5      0.4     82.1     94.8     99.2     99.6      0.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        2        2       36       37       40       41                  
 
 
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV              Code-06641A
OPTION AND FUTURES COMBINED 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 TRADER 
     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
OPTION AND FUTURES COMBINED 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 TRADER 
     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
OPTION AND FUTURES COMBINED 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 TRADER 
     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
OPTION AND FUTURES COMBINED 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:       62,314
COMMITMENTS
   7,054    1,540    2,850   52,211   57,329   62,115   61,719      199      595

CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST:     -6,544)
     490      -47     -699   -4,570   -3,919   -4,779   -4,665   -1,765   -1,879

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.3      2.5      4.6     83.8     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
OPTION AND FUTURES COMBINED 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 TRADER 
     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
OPTION AND FUTURES COMBINED 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 TRADER 
     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
OPTION AND FUTURES COMBINED 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 TRADER 
     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
OPTION AND FUTURES COMBINED 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 TRADER 
     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