CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 16,244 COMMITMENTS 4,896 574 396 10,952 15,269 16,244 16,239 0 5 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: -17,733) -4,943 -8,158 -304 -12,464 -9,276 -17,711 -17,738 -22 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.1 3.5 2.4 67.4 94.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 9 2 1 12 8 22 10 CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063AS OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 71,481 COMMITMENTS 41,419 22,936 2,491 27,381 45,869 71,291 71,296 190 185 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: -24,513) -5,023 -1,025 -3,109 -15,074 -19,089 -23,206 -23,223 -1,307 -1,290 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 57.9 32.1 3.5 38.3 64.2 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 18 8 4 20 18 40 28 CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063CA OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 67,232 COMMITMENTS 28,152 16,917 8,102 30,856 42,139 67,110 67,157 122 75 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: -4,662) -962 -1,097 -818 -2,888 -2,747 -4,667 -4,662 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.9 25.2 12.1 45.9 62.7 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 21 9 15 20 19 46 38 NJ SRECS - ICE FUTURES ENERGY DIV Code-0063CC OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 154,033 COMMITMENTS 41,935 24,401 3,984 108,114 125,648 154,033 154,033 0 0 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: -100) 0 0 0 -100 -100 -100 -100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.2 15.8 2.6 70.2 81.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 7 4 16 15 22 24 PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063CH OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 MWh of renewable energy certificates OPEN INTEREST: 122,816 COMMITMENTS 17,377 15,298 3,687 101,752 103,831 122,816 122,816 0 0 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: -1,005) -670 0 0 -335 -1,005 -1,005 -1,005 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.1 12.5 3.0 82.8 84.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 7 2 3 18 11 26 15 CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV Code-0063CJ OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 26,854 COMMITMENTS 12,312 3,701 1,864 12,678 21,289 26,854 26,854 0 0 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: -8,320) 23 -1,636 -1,584 -6,759 -5,100 -8,320 -8,320 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 45.8 13.8 6.9 47.2 79.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 10 4 3 9 13 20 19 RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063CL OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 35,671 COMMITMENTS 8,160 1,100 0 27,511 34,571 35,671 35,671 0 0 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: -17,561) 505 -2,385 -505 -17,561 -14,671 -17,561 -17,561 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.9 3.1 0.0 77.1 96.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 8 1 0 13 5 21 6 CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV Code-0063D9 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California carbon allowances OPEN INTEREST: 13,647 COMMITMENTS 6,316 475 858 6,473 12,314 13,647 13,647 0 0 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: -5,326) -4,278 -758 -1,048 0 -3,520 -5,326 -5,326 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 46.3 3.5 6.3 47.4 90.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 9 2 2 7 11 17 14 RGGI VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063DJ OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 13,390 COMMITMENTS 1,015 500 0 12,374 12,890 13,390 13,390 0 0 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: -75) 0 0 0 -75 -75 -75 -75 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.6 3.7 0.0 92.4 96.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 1 0 11 9 14 10 CT RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DK OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| 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: 12,358 COMMITMENTS 881 2,500 214 11,263 9,644 12,358 12,358 0 0 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 163) 0 0 0 163 163 163 163 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.1 20.2 1.7 91.1 78.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 3 2 11 8 14 12 MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV Code-0063DL OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| 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: 19,809 COMMITMENTS 2,298 5,625 850 16,634 13,334 19,782 19,809 27 0 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.6 28.4 4.3 84.0 67.3 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 6 4 12 10 18 18 MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV Code-0063DN OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 44,335 COMMITMENTS 21,345 10,200 2,237 20,753 31,898 44,335 44,335 0 0 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.1 23.0 5.0 46.8 71.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 7 3 4 15 10 23 16 MASS SREC CARVE OUT 1 - ICE FUTURES ENERGY DIV Code-0063DP OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (10 SRECs) OPEN INTEREST: 14,435 COMMITMENTS 550 7,400 1,450 12,435 5,585 14,435 14,435 0 0 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 51.3 10.0 86.1 38.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 3 2 11 7 14 11 USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV Code-02141B OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 36,439 COMMITMENTS 3,650 518 3,612 28,924 32,278 36,186 36,408 253 31 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 1,770) -123 0 167 1,726 1,603 1,770 1,770 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.0 1.4 9.9 79.4 88.6 99.3 99.9 0.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 6 1 5 25 25 33 30 FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV Code-02141C OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 36,597 COMMITMENTS 2,040 1,968 4,062 29,536 30,514 35,638 36,544 959 53 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 296) 100 -365 232 -36 429 296 296 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.6 5.4 11.1 80.7 83.4 97.4 99.9 2.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 3 5 3 23 22 28 28 USGC HSFO-PLATTS/BRENT 1ST LN - ICE FUTURES ENERGY DIV Code-02141R OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- BBL OPEN INTEREST: 7,380 COMMITMENTS 121 2,158 821 6,423 4,391 7,365 7,370 15 10 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 29.2 11.1 87.0 59.5 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 2 2 14 13 17 15 NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV Code-023391 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 4,911,674 COMMITMENTS 245,332 130,847 378,655 4258129 4374453 4882116 4883955 29,558 27,719 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: -204,027) 24,092 -2,287 -34,836 -193,860 -168,287 -204,604 -205,410 577 1,383 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.0 2.7 7.7 86.7 89.1 99.4 99.4 0.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218) 30 28 41 143 116 193 165 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 1,012,180 COMMITMENTS 17,164 42,869 301,155 692,348 666,557 1010667 1010581 1,513 1,599 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: -258,712) -48,544 -36,050 -108,838 -100,833 -113,334 -258,215 -258,222 -497 -490 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 4.2 29.8 68.4 65.9 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 11 12 18 39 41 59 62 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 270,916 COMMITMENTS 5,454 5,805 302 240,461 259,725 246,217 265,832 24,699 5,084 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: -27) 0 29 -29 31 4 2 4 -29 -31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 2.1 0.1 88.8 95.9 90.9 98.1 9.1 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 2 1 26 22 29 24 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 144,745 COMMITMENTS 1,786 1,786 927 138,392 127,428 141,105 130,141 3,640 14,604 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 1,096) 369 0 214 912 881 1,495 1,095 -399 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 1.2 0.6 95.6 88.0 97.5 89.9 2.5 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 4 1 4 20 21 24 26 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 340,954 COMMITMENTS 8,437 7,536 5,706 314,345 325,129 328,488 338,371 12,466 2,583 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 565) 2,085 -180 652 -1,086 259 1,651 731 -1,086 -166 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 2.2 1.7 92.2 95.4 96.3 99.2 3.7 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 5 3 4 33 33 39 39 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 866,759 COMMITMENTS 7,811 10,908 2,680 847,016 851,620 857,507 865,208 9,252 1,551 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 4,588) -236 0 -62 4,733 4,648 4,435 4,586 153 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 1.3 0.3 97.7 98.3 98.9 99.8 1.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 5 2 4 38 28 44 33 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 381,241 COMMITMENTS 3,432 4,677 1,483 369,508 366,283 374,423 372,443 6,818 8,798 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 465) -588 -30 3 712 280 127 253 338 212 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 1.2 0.4 96.9 96.1 98.2 97.7 1.8 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 3 4 4 42 40 47 46 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 520,106 COMMITMENTS 1,022 1,247 120 509,613 511,218 510,755 512,585 9,351 7,521 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 5,666) 0 279 0 5,294 5,483 5,294 5,762 372 -96 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 0.2 0.0 98.0 98.3 98.2 98.6 1.8 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 1 3 1 43 36 45 39 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 394,307 COMMITMENTS 0 5,420 61 384,998 378,390 385,059 383,871 9,248 10,436 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 4,631) 0 779 -1 4,662 3,240 4,661 4,018 -30 613 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.4 0.0 97.6 96.0 97.7 97.4 2.3 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 0 5 2 38 29 40 34 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 111,700 COMMITMENTS 155 4,857 551 105,944 103,845 106,650 109,253 5,050 2,447 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 1,123) 155 -31 148 936 1,911 1,239 2,028 -116 -905 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 4.3 0.5 94.8 93.0 95.5 97.8 4.5 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 3 3 18 22 21 26 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 33,037 COMMITMENTS 0 1,224 31 31,441 30,755 31,472 32,010 1,565 1,027 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 279) -217 331 31 434 -62 248 300 31 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.7 0.1 95.2 93.1 95.3 96.9 4.7 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 3 1 17 17 18 20 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 250,260 COMMITMENTS 0 1,277 58 245,959 239,698 246,017 241,033 4,243 9,227 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: -46) 0 66 -27 -74 -480 -101 -441 55 395 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.5 0.0 98.3 95.8 98.3 96.3 1.7 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 0 2 1 25 22 26 24 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 189,080 COMMITMENTS 0 0 0 181,956 185,776 181,956 185,776 7,124 3,304 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 2,480) 0 0 0 2,418 2,232 2,418 2,232 62 248 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 96.2 98.3 96.2 98.3 3.8 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 0 0 24 22 24 22 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 278,507 COMMITMENTS 0 2,736 0 271,710 273,043 271,710 275,779 6,797 2,728 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 319) 0 0 0 319 319 319 319 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.0 0.0 97.6 98.0 97.6 99.0 2.4 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 1 0 23 22 23 23 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 40,128 COMMITMENTS 6,572 0 0 31,192 38,561 37,764 38,561 2,364 1,567 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 1,891) 1,085 -217 0 713 2,170 1,798 1,953 93 -62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.4 0.0 0.0 77.7 96.1 94.1 96.1 5.9 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 5 0 0 14 17 19 17 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 588,483 COMMITMENTS 29,779 2,106 6,612 540,147 569,990 576,538 578,708 11,945 9,775 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 8,254) -337 554 60 7,951 7,573 7,674 8,187 580 67 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 0.4 1.1 91.8 96.9 98.0 98.3 2.0 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 6 4 5 49 40 57 48 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 190,891 COMMITMENTS 1,202 2,537 2,124 183,611 179,325 186,937 183,986 3,954 6,905 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: -350) 157 -86 54 -569 23 -358 -9 8 -341 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 1.3 1.1 96.2 93.9 97.9 96.4 2.1 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 2 3 23 19 27 22 EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 45,719 COMMITMENTS 526 372 544 43,789 43,511 44,859 44,427 860 1,292 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: -58) 116 0 -116 -58 0 -58 -116 0 58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 0.8 1.2 95.8 95.2 98.1 97.2 1.9 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 1 18 10 19 12 EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 93,331 COMMITMENTS 992 0 31 88,113 87,527 89,136 87,558 4,195 5,773 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 1,914) 777 0 0 193 1,573 970 1,573 944 341 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 0.0 0.0 94.4 93.8 95.5 93.8 4.5 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 0 1 15 16 17 17 HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 299,146 COMMITMENTS 7,415 6,758 558 285,207 291,090 293,180 298,406 5,966 740 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 6,872) 1,569 1,395 558 4,297 4,702 6,424 6,655 448 217 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 2.3 0.2 95.3 97.3 98.0 99.8 2.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 6 2 1 34 25 40 28 HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 286,925 COMMITMENTS 25,147 14,818 1,426 256,605 269,263 283,178 285,507 3,747 1,418 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 7,027) 1,184 1,612 682 4,671 4,578 6,537 6,872 490 155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.8 5.2 0.5 89.4 93.8 98.7 99.5 1.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 10 5 3 39 39 50 46 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 134,245 COMMITMENTS 620 1,116 0 130,891 131,742 131,511 132,858 2,734 1,387 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 3,348) 0 372 0 3,472 2,821 3,472 3,193 -124 155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 0.8 0.0 97.5 98.1 98.0 99.0 2.0 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 2 0 25 21 26 23 MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV Code-0233AN OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- MMBTU OPEN INTEREST: 31,770 COMMITMENTS 383 0 0 30,257 31,739 30,640 31,739 1,130 31 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: -93) 0 0 0 -217 217 -217 217 124 -310 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 0.0 0.0 95.2 99.9 96.4 99.9 3.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 0 0 20 16 21 16 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 272,473 COMMITMENTS 1,410 762 1,074 265,219 262,602 267,703 264,438 4,770 8,035 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 1,782) -364 0 -505 1,260 2,701 391 2,196 1,391 -414 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 0.3 0.4 97.3 96.4 98.2 97.1 1.8 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 2 1 2 37 35 39 38 NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV Code-0233AT OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 109,730 COMMITMENTS 0 0 0 109,420 108,428 109,420 108,428 310 1,302 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 403) 0 0 0 403 465 403 465 0 -62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 99.7 98.8 99.7 98.8 0.3 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 13 19 13 19 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 102,067 COMMITMENTS 0 248 62 89,870 87,091 89,932 87,401 12,135 14,666 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 216) 0 0 0 244 -277 244 -277 -28 493 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.2 0.1 88.1 85.3 88.1 85.6 11.9 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 1 15 16 16 17 NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 230,474 COMMITMENTS 0 1,433 116 226,041 222,839 226,157 224,388 4,317 6,086 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 2,999) 0 335 -87 2,716 2,875 2,629 3,123 370 -124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.6 0.1 98.1 96.7 98.1 97.4 1.9 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 0 3 1 24 28 25 31 NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY Code-0233BA OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 45,269 COMMITMENTS 0 0 0 42,087 42,531 42,087 42,531 3,182 2,738 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: -62) 0 0 0 -638 0 -638 0 576 -62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 93.0 94.0 93.0 94.0 7.0 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 11 16 11 16 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 192,236 COMMITMENTS 0 0 0 188,022 187,817 188,022 187,817 4,214 4,419 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 941) 0 0 0 910 662 910 662 31 279 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 97.8 97.7 97.8 97.7 2.2 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 0 0 25 20 25 20 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 86,289 COMMITMENTS 0 0 0 77,958 84,401 77,958 84,401 8,331 1,888 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 1,270) 0 0 0 1,299 842 1,299 842 -29 428 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 90.3 97.8 90.3 97.8 9.7 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 0 0 20 15 20 15 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 188,630 COMMITMENTS 3,586 0 80 178,077 179,792 181,743 179,872 6,887 8,758 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: -641) 60 0 -29 148 2,092 179 2,063 -820 -2,704 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 0.0 0.0 94.4 95.3 96.3 95.4 3.7 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 0 1 18 19 20 20 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 164,179 COMMITMENTS 0 9,368 6,748 146,190 136,681 152,938 152,797 11,241 11,382 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 1,902) 0 1,048 157 1,683 976 1,840 2,181 62 -279 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.7 4.1 89.0 83.3 93.2 93.1 6.8 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 0 5 2 28 26 30 31 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 50,106 COMMITMENTS 1,317 310 0 46,997 48,835 48,314 49,145 1,792 961 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 1,891) 97 0 0 1,860 1,643 1,957 1,643 -66 248 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 0.6 0.0 93.8 97.5 96.4 98.1 3.6 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 1 0 12 19 15 20 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 233,271 COMMITMENTS 0 3,098 3,159 225,190 221,561 228,349 227,818 4,922 5,453 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 429) 0 186 -37 1,226 457 1,189 606 -760 -177 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.3 1.4 96.5 95.0 97.9 97.7 2.1 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 0 5 4 36 37 40 42 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 139,143 COMMITMENTS 1,083 186 455 133,019 134,623 134,557 135,264 4,586 3,879 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 502) -75 186 279 651 507 855 972 -353 -470 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 0.1 0.3 95.6 96.8 96.7 97.2 3.3 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 1 3 26 26 30 29 TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV Code-0233CV OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 25,709 COMMITMENTS 961 464 0 23,921 24,448 24,882 24,912 827 797 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 639) 248 464 0 472 236 720 700 -81 -61 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 1.8 0.0 93.0 95.1 96.8 96.9 3.2 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 0 14 12 16 13 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 161,789 COMMITMENTS 910 0 0 152,488 158,223 153,398 158,223 8,391 3,566 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 1,196) 0 0 0 1,072 831 1,072 831 124 365 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 0.0 0.0 94.3 97.8 94.8 97.8 5.2 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 0 0 18 18 19 18 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 31,816 COMMITMENTS 372 1,753 387 27,906 28,694 28,665 30,834 3,151 982 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: -62) 31 0 0 -240 484 -209 484 147 -546 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 5.5 1.2 87.7 90.2 90.1 96.9 9.9 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 1 11 18 13 19 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 285,638 COMMITMENTS 0 217 0 270,645 285,014 270,645 285,231 14,993 407 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: -524) 0 0 0 -648 -462 -648 -462 124 -62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.1 0.0 94.8 99.8 94.8 99.9 5.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 0 1 0 27 17 27 18 TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV Code-0233DT OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 106,507 COMMITMENTS 9,079 8,774 0 88,493 95,016 97,572 103,790 8,935 2,717 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 403) 62 0 0 310 403 372 403 31 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.5 8.2 0.0 83.1 89.2 91.6 97.4 8.4 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 0 13 14 14 15 REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV Code-0233EB OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 208,815 COMMITMENTS 0 848 360 205,714 206,025 206,074 207,233 2,741 1,582 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 967) 0 151 0 936 816 936 967 31 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.4 0.2 98.5 98.7 98.7 99.2 1.3 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 1 1 22 24 23 25 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 26,810 COMMITMENTS 3,516 2,952 3,201 19,526 20,305 26,243 26,458 567 353 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: -2,905) -68 221 -881 -1,919 -2,213 -2,868 -2,873 -37 -32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.1 11.0 11.9 72.8 75.7 97.9 98.7 2.1 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 9 9 16 23 24 40 41 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 42,236 COMMITMENTS 7,560 728 755 33,666 40,753 41,981 42,236 255 0 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 288) -265 230 5 443 53 183 288 105 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.9 1.7 1.8 79.7 96.5 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 5 4 6 27 25 36 33 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 32,641 COMMITMENTS 5,909 175 325 26,280 32,141 32,514 32,641 127 0 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 365) -325 -53 103 460 315 238 365 127 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.1 0.5 1.0 80.5 98.5 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 2 4 18 21 23 26 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 136,381 COMMITMENTS 3,948 8,014 10,824 121,403 117,085 136,175 135,923 206 458 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 586) -420 269 175 958 151 713 595 -127 -9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.9 5.9 7.9 89.0 85.9 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 10 11 9 33 36 47 52 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 73,408 COMMITMENTS 1,700 590 2,816 68,891 69,921 73,408 73,328 0 80 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 691) 425 458 -47 313 280 691 691 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 0.8 3.8 93.8 95.3 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 6 4 5 22 25 31 31 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 33,962 COMMITMENTS 476 75 275 33,211 33,612 33,962 33,962 0 0 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 0) 1 0 0 -1 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 0.2 0.8 97.8 99.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 2 3 11 16 15 20 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 61,250 COMMITMENTS 16,273 116 6,113 38,378 55,016 60,764 61,245 486 5 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: -30) 0 -10 0 -71 -16 -71 -26 41 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.6 0.2 10.0 62.7 89.8 99.2 100.0 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 6 3 3 26 26 32 32 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 83,048 COMMITMENTS 25,526 1,658 5,418 51,818 75,819 82,762 82,895 286 153 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 201) -6 60 -5 290 176 279 231 -78 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.7 2.0 6.5 62.4 91.3 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 6 9 7 27 28 36 41 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 78,653 COMMITMENTS 3,058 1,372 1,294 73,384 75,890 77,736 78,556 917 97 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 45) 10 0 0 45 30 55 30 -10 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.9 1.7 1.6 93.3 96.5 98.8 99.9 1.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 1 2 28 27 32 29 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 100,017 COMMITMENTS 3,334 1,293 1,836 93,775 96,816 98,945 99,945 1,072 72 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 30) -268 0 -55 1 25 -322 -30 352 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 1.3 1.8 93.8 96.8 98.9 99.9 1.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 4 1 2 30 29 35 31 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 39,369 COMMITMENTS 450 420 0 38,777 38,624 39,227 39,044 142 325 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: -75) 0 0 0 -75 -75 -75 -75 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 1.1 0.0 98.5 98.1 99.6 99.2 0.4 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 1 0 19 20 21 21 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 25,002 COMMITMENTS 355 805 65 24,311 24,032 24,731 24,902 271 100 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: -130) 0 0 0 -130 -130 -130 -130 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 3.2 0.3 97.2 96.1 98.9 99.6 1.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 4 2 19 20 21 25 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 85,245 COMMITMENTS 19,686 672 2,324 62,886 82,143 84,896 85,138 349 107 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 66) -400 43 27 393 3 21 74 45 -8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.1 0.8 2.7 73.8 96.4 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 20 2 10 32 31 53 42 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 37,104 COMMITMENTS 9,121 355 600 27,078 35,807 36,799 36,762 305 342 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 764) 100 0 0 640 764 740 764 24 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.6 1.0 1.6 73.0 96.5 99.2 99.1 0.8 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 5 2 2 19 22 25 25 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 44,885 COMMITMENTS 600 395 25 44,107 44,200 44,732 44,620 153 265 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: -145) 0 0 0 -150 -145 -150 -145 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 0.9 0.1 98.3 98.5 99.7 99.4 0.3 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 1 1 22 23 25 24 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 40,655 COMMITMENTS 535 2,033 5 39,060 38,517 39,600 40,555 1,055 100 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 90) 0 0 0 30 90 30 90 60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 5.0 0.0 96.1 94.7 97.4 99.8 2.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 4 7 1 21 20 25 28 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 65,022 COMMITMENTS 2,704 1,775 0 61,695 62,902 64,399 64,677 623 345 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: -50) -32 0 0 -23 -50 -55 -50 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.2 2.7 0.0 94.9 96.7 99.0 99.5 1.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 3 0 24 15 26 18 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 69,078 COMMITMENTS 3,996 4,375 60 64,687 64,463 68,743 68,898 335 180 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: -231) 25 0 0 -256 -231 -231 -231 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.8 6.3 0.1 93.6 93.3 99.5 99.7 0.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 4 2 1 26 16 30 19 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 81,776 COMMITMENTS 1,531 1,638 55 79,912 80,073 81,498 81,766 278 10 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: -13) -70 36 6 34 -60 -30 -18 17 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 2.0 0.1 97.7 97.9 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 2 5 2 28 30 31 36 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 101,322 COMMITMENTS 2,484 8,246 406 98,110 92,644 101,000 101,296 322 26 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: -509) -122 487 -34 -331 -915 -487 -462 -22 -47 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 8.1 0.4 96.8 91.4 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 2 16 5 29 32 35 49 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 55,427 COMMITMENTS 75 3,740 225 55,107 51,462 55,407 55,427 20 0 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 75) 0 75 -50 125 50 75 75 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 6.7 0.4 99.4 92.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 5 3 17 15 20 21 CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 25MWh OPEN INTEREST: 49,856 COMMITMENTS 650 1,211 150 49,056 48,495 49,856 49,856 0 0 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 226) 0 151 0 226 75 226 226 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 2.4 0.3 98.4 97.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 3 1 12 9 14 13 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 65,302 COMMITMENTS 1,676 2,591 783 62,789 61,776 65,248 65,150 54 152 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 236) 0 -22 22 224 221 246 221 -10 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 4.0 1.2 96.2 94.6 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 7 1 3 23 24 31 27 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 70,443 COMMITMENTS 1,915 3,007 4,742 63,693 62,607 70,350 70,356 93 87 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 349) -111 -10 10 450 340 349 340 0 9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 4.3 6.7 90.4 88.9 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 8 5 3 24 25 34 31 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 28,089 COMMITMENTS 1,000 540 50 26,810 27,465 27,860 28,055 229 34 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: -5) 0 0 0 -5 -5 -5 -5 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.6 1.9 0.2 95.4 97.8 99.2 99.9 0.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 2 17 13 20 15 NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 27,334 COMMITMENTS 810 60 0 26,305 27,167 27,115 27,227 219 107 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 10) 0 0 0 0 10 0 10 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.0 0.2 0.0 96.2 99.4 99.2 99.6 0.8 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 0 19 11 20 12 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 35,966 COMMITMENTS 36 2,972 1,209 34,337 31,384 35,582 35,565 384 401 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 276) 36 85 -4 270 199 302 280 -26 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 8.3 3.4 95.5 87.3 98.9 98.9 1.1 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 5 5 18 21 24 26 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 22,961 COMMITMENTS 293 3,055 417 21,583 19,479 22,293 22,951 668 10 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 156) 0 -130 10 142 276 152 156 4 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 13.3 1.8 94.0 84.8 97.1 100.0 2.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 4 2 15 17 17 22 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 56,887 COMMITMENTS 2,449 3,530 1,488 52,880 51,869 56,817 56,887 70 0 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 945) 85 315 11 900 619 996 945 -51 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.3 6.2 2.6 93.0 91.2 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 7 4 7 30 28 40 36 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 40,085 COMMITMENTS 567 982 1,010 38,410 38,093 39,987 40,085 98 0 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 197) 20 -95 47 141 304 208 256 -11 -59 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 2.4 2.5 95.8 95.0 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 3 5 25 25 31 30 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 21,190 COMMITMENTS 2,019 300 102 18,934 20,748 21,055 21,150 135 40 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 32) -1 0 2 31 5 32 7 0 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.5 1.4 0.5 89.4 97.9 99.4 99.8 0.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 1 1 17 15 21 17 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 11,629 COMMITMENTS 100 1,295 265 11,074 10,069 11,439 11,629 190 0 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: -10) 0 -10 0 -10 0 -10 -10 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 11.1 2.3 95.2 86.6 98.4 100.0 1.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 4 1 14 13 17 17 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 11,791 COMMITMENTS 100 1,685 190 11,381 9,916 11,671 11,791 120 0 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 14.3 1.6 96.5 84.1 99.0 100.0 1.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 4 1 15 13 18 17 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 16,000 COMMITMENTS 1,180 255 825 13,770 14,869 15,775 15,949 225 51 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 10) -100 0 0 60 10 -40 10 50 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.4 1.6 5.2 86.1 92.9 98.6 99.7 1.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 2 3 17 16 20 20 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 15,694 COMMITMENTS 1,265 255 655 13,567 14,734 15,487 15,644 207 50 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 10) -100 0 0 110 10 10 10 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.1 1.6 4.2 86.4 93.9 98.7 99.7 1.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 2 3 17 16 20 20 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 39,957 COMMITMENTS 515 1,130 2,975 36,410 35,792 39,900 39,897 57 60 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: -100) 150 0 -150 -100 50 -100 -100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 2.8 7.4 91.1 89.6 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 3 3 23 15 27 20 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 39,817 COMMITMENTS 630 840 3,000 36,127 35,977 39,757 39,817 60 0 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: -100) 150 0 -150 -100 50 -100 -100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 2.1 7.5 90.7 90.4 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 4 3 4 24 17 29 23 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 109,003 COMMITMENTS 1,525 8,767 1,366 106,044 98,835 108,935 108,968 68 35 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 638) -10 75 -60 708 623 638 638 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 8.0 1.3 97.3 90.7 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 5 9 6 41 33 51 43 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 352 MWh OPEN INTEREST: 119,037 COMMITMENTS 1,814 8,027 2,349 114,857 108,606 119,020 118,982 17 55 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 417) -37 444 -33 502 -9 432 402 -15 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 6.7 2.0 96.5 91.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 7 11 8 43 36 57 48 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 423,271 COMMITMENTS 23,811 29,556 43,007 356,070 350,591 422,888 423,154 383 117 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: -1,023) -43 692 22 -573 -1,509 -594 -795 -429 -228 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.6 7.0 10.2 84.1 82.8 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 22 18 19 42 41 68 74 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 15,981 COMMITMENTS 4,130 25 0 11,844 15,956 15,974 15,981 7 0 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 300) 300 0 0 0 300 300 300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.8 0.2 0.0 74.1 99.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 5 1 0 20 11 25 12 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 15,419 COMMITMENTS 3,515 115 80 11,642 15,224 15,237 15,419 182 0 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.8 0.7 0.5 75.5 98.7 98.8 100.0 1.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 2 1 20 10 24 12 ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV Code-0643ID OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 4,589 COMMITMENTS 1,605 450 0 2,983 4,139 4,588 4,589 1 0 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.0 9.8 0.0 65.0 90.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 1 0 13 12 16 13 ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV Code-066413 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 metric tonnes OPEN INTEREST: 5,143 COMMITMENTS 138 425 153 4,163 3,686 4,454 4,264 689 879 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 52) 0 -21 5 38 -17 43 -33 9 85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 8.3 3.0 80.9 71.7 86.6 82.9 13.4 17.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 5 5 24 25 30 32 ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV Code-066416 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 34,624 COMMITMENTS 3,909 78 0 30,574 34,428 34,483 34,506 141 118 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: -86) 0 0 0 -85 -97 -85 -97 -1 11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.3 0.2 0.0 88.3 99.4 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 2 1 0 38 39 40 40 NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV Code-06641A OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 19,438 COMMITMENTS 115 0 35 19,227 18,685 19,377 18,720 61 718 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 1,731) 0 0 10 1,716 1,721 1,726 1,731 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 0.0 0.2 98.9 96.1 99.7 96.3 0.3 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 0 1 24 27 26 28 BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641D OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 10,263 COMMITMENTS 334 53 147 8,927 9,715 9,408 9,915 855 348 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 115) 130 0 0 -15 105 115 105 0 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 0.5 1.4 87.0 94.7 91.7 96.6 8.3 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 3 1 2 30 34 34 36 PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV Code-06641F OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 44,862 COMMITMENTS 3,734 2,112 187 39,844 42,543 43,765 44,842 1,097 20 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 353) 85 130 0 -244 223 -159 353 512 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.3 4.7 0.4 88.8 94.8 97.6 100.0 2.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 7 2 3 30 41 40 45 PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV Code-06641G OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 42000 gallons(1000 barrels) OPEN INTEREST: 58,826 COMMITMENTS 2,122 2,047 2,823 53,482 53,597 58,427 58,467 399 359 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 1,735) 5 263 114 1,619 1,503 1,738 1,880 -3 -145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.6 3.5 4.8 90.9 91.1 99.3 99.4 0.7 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 7 14 13 65 66 81 84 PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV Code-06641H OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Metric Tonnes OPEN INTEREST: 2,159 COMMITMENTS 207 0 120 1,336 1,496 1,663 1,616 496 543 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 47) -12 0 4 26 29 18 33 29 14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.6 0.0 5.6 61.9 69.3 77.0 74.8 23.0 25.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 5 0 4 15 17 20 21 WTI 1st Line-Brent 1st Line - ICE FUTURES ENERGY DIV Code-06741R OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 274,280 COMMITMENTS 2,385 213,760 501 264,459 32,880 267,345 247,141 6,935 27,139 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 2,550) 0 655 0 2,550 13,700 2,550 14,355 0 -11,805 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 77.9 0.2 96.4 12.0 97.5 90.1 2.5 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 6 2 12 5 14 12 CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV Code-06742G OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 BARRELS OPEN INTEREST: 24,530 COMMITMENTS 0 0 0 24,383 24,031 24,383 24,031 147 499 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 287) 0 0 0 260 260 260 260 27 27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 99.4 98.0 99.4 98.0 0.6 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 0 0 25 22 25 22 ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV Code-06742R OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 barrels OPEN INTEREST: 9,960 COMMITMENTS 50 245 0 9,760 9,470 9,810 9,715 150 245 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: -1,265) 35 5 -40 -1,235 -1,190 -1,240 -1,225 -25 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 2.5 0.0 98.0 95.1 98.5 97.5 1.5 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 0 9 16 10 17
Updated January 06, 2020