CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV               Code-0063A2
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       32,204
COMMITMENTS
   7,499    6,932      700   23,983   24,572   32,182   32,204       22        0

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:       -368)
     420        0        0     -807     -368     -387     -368       19        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.3     21.5      2.2     74.5     76.3     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      13        2        1       20       13       33       16                  
 
 
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV               Code-0063AS
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       99,150
COMMITMENTS
  45,383   25,225    5,247   47,029   67,198   97,659   97,670    1,491    1,480

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:     -3,909)
    -551   -2,261   -2,886   -1,526      195   -4,963   -4,952    1,054    1,043

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.8     25.4      5.3     47.4     67.8     98.5     98.5      1.5      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      19       10        5       26       21       49       32                  
 
 
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV                   Code-0063CA
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       52,629
COMMITMENTS
  26,987   16,575    2,445   23,080   33,534   52,512   52,554      117       75

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:      3,784)
   2,600    2,989     -100    1,309      945    3,809    3,834      -25      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.3     31.5      4.6     43.9     63.7     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      19        7        6       19       16       41       26                  
 
 
NJ SRECS - ICE FUTURES ENERGY DIV                                    Code-0063CC
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:      154,133
COMMITMENTS
  41,935   24,401    3,984  108,214  125,748  154,133  154,133        0        0

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:          0)
     301      100     -201     -100      101        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    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
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:      112,719
COMMITMENTS
  14,769   54,198    3,687   94,263   54,834  112,719  112,719        0        0

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:      3,441)
    -450    1,000      500    3,391    1,941    3,441    3,441        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.1     48.1      3.3     83.6     48.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       7        3        3       18       10       26       15                  
 
 
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV                   Code-0063CJ
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       34,420
COMMITMENTS
  11,710    5,437    3,491   19,219   25,492   34,420   34,420        0        0

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:      2,024)
   1,565     -386     -500      959    2,910    2,024    2,024        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.0     15.8     10.1     55.8     74.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       9        3        4       10       12       23       17                  
 
 
RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV                           Code-0063CL
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       55,657
COMMITMENTS
   7,430    2,985      715   47,512   51,957   55,657   55,657        0        0

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:       -954)
   1,000        0   -1,000     -954       46     -954     -954        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.3      5.4      1.3     85.4     93.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       8        2        3       17       14       25       19                  
 
 
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV                Code-0063D9
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 California carbon allowances                   OPEN INTEREST:       17,573
COMMITMENTS
   7,869    1,233    1,906    7,798   14,434   17,573   17,573        0        0

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:      1,171)
     225     -593    1,098     -152      666    1,171    1,171        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.8      7.0     10.8     44.4     82.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
      10        3        2        7       11       18       15                  
 
 
CT RECs CLASS 1 - ICE FUTURES ENERGY DIV                             Code-0063DK
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| 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:       12,195
COMMITMENTS
     881    2,800      214   11,100    9,181   12,195   12,195        0        0

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:        150)
    -150       50       50      250       50      150      150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2     23.0      1.8     91.0     75.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        4        2       11        8       14       13                  
 
 
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV                Code-0063DL
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| 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:       19,811
COMMITMENTS
   2,298    6,425      850   16,636   12,536   19,784   19,811       27        0

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:         48)
       0      100        0       46      -52       46       48        2        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6     32.4      4.3     84.0     63.3     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        7        4       12        9       18       18                  
 
 
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV                          Code-0063DN
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       44,085
COMMITMENTS
  21,595   10,200    1,987   20,503   31,898   44,085   44,085        0        0

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:     -1,146)
    -886        0     -500      240     -646   -1,146   -1,146        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.0     23.1      4.5     46.5     72.4    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
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| 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 12/10/19 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     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
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       34,307
COMMITMENTS
   4,227      528    3,609   26,169   30,157   34,005   34,294      302       13

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:        933)
      83        0      220      490      713      793      933      140        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3      1.5     10.5     76.3     87.9     99.1    100.0      0.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       5        2        4       24       24       31       28                  
 
 
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV       Code-02141C
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       36,269
COMMITMENTS
   2,070    2,471    3,973   29,262   29,773   35,305   36,217      964       52

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:        842)
      68      -97     -222      996    1,161      842      842        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.7      6.8     11.0     80.7     82.1     97.3     99.9      2.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        5        3       23       22       28       28                  
 
 
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV                 Code-023391
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    5,104,198
COMMITMENTS
 262,794  165,445  368,439  4444710  4546668  5075943  5080552   28,255   23,646

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:     91,036)
 -21,258  -13,129   18,924   99,762   93,703   97,428   99,498   -6,392   -8,462

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1      3.2      7.2     87.1     89.1     99.4     99.5      0.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      227)
      37       27       47      148      120      207      172                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      208,670
COMMITMENTS
  35,119   53,182   26,370  146,903  127,802  208,392  207,354      278    1,316

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:      5,432)
     401    1,246    1,671    3,360    2,515    5,432    5,432        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.8     25.5     12.6     70.4     61.2     99.9     99.4      0.1      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      12        7       11       24       19       40       33                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      262,612
COMMITMENTS
   3,637    5,346      364  233,848  252,000  237,849  257,710   24,763    4,902

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:      5,540)
   1,442        0        0    5,150    5,319    6,592    5,319   -1,052      221

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      2.0      0.1     89.0     96.0     90.6     98.1      9.4      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        2        2       26       23       29       26                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      143,677
COMMITMENTS
   1,623    1,920      992  135,552  126,183  138,167  129,095    5,510   14,582

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:        406)
     527     -770     -278    1,556      491    1,805     -557   -1,399      963

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      1.3      0.7     94.3     87.8     96.2     89.9      3.8     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        2        3       18       19       21       23                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      330,479
COMMITMENTS
   3,644    6,966    6,504  306,855  312,973  317,003  326,443   13,476    4,036

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:      1,794)
     -71      766      -65    2,938    1,811    2,802    2,512   -1,008     -718

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      2.1      2.0     92.9     94.7     95.9     98.8      4.1      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        3        5       31       32       36       37                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      853,515
COMMITMENTS
   7,819   10,935    2,492  833,921  838,688  844,232  852,115    9,283    1,400

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:      7,131)
     950      313     -632    5,862    7,006    6,180    6,687      951      444

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     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:       49)
       5        2        4       37       28       43       33                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      380,801
COMMITMENTS
   2,995    4,350    1,449  369,401  366,342  373,845  372,141    6,956    8,660

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:      2,023)
      35     -727       81    2,062    2,121    2,178    1,475     -155      548

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      1.1      0.4     97.0     96.2     98.2     97.7      1.8      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       2        3        3       41       37       44       42                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      510,833
COMMITMENTS
     780      968      120  500,694  502,447  501,594  503,535    9,239    7,298

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:      9,805)
    -370        0        0   10,111    9,654    9,741    9,654       64      151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      0.2      0.0     98.0     98.4     98.2     98.6      1.8      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       1        2        1       42       35       44       37                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      379,001
COMMITMENTS
       0    3,216        2  371,187  367,572  371,189  370,790    7,812    8,211

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:      5,679)
       0   -1,960     -913    6,791    7,993    5,878    5,120     -199      559

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.8      0.0     97.9     97.0     97.9     97.8      2.1      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       0        2        1       38       28       39       30                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      109,867
COMMITMENTS
       0    4,990      434  104,335  100,906  104,769  106,330    5,098    3,537

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:      1,571)
       0      457      -31    1,029    1,068      998    1,494      573       77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.5      0.4     95.0     91.8     95.4     96.8      4.6      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        4        2       16       20       18       24                  
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       31,425
COMMITMENTS
       0    1,110        0   30,015   29,701   30,015   30,811    1,410      614

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:      3,689)
       0        0        0    3,689    3,906    3,689    3,906        0     -217

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.5      0.0     95.5     94.5     95.5     98.0      4.5      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        2        0       15       18       15       20                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      248,875
COMMITMENTS
       0      843      272  243,831  239,463  244,103  240,578    4,772    8,297

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:      4,319)
       0     -723     -156    3,701    5,470    3,545    4,591      774     -272

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.3      0.1     98.0     96.2     98.1     96.7      1.9      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        1        1       26       22       27       23                  
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      179,747
COMMITMENTS
       0        0        0  171,818  176,211  171,818  176,211    7,929    3,536

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:        283)
       0        0        0    1,190      271    1,190      271     -907       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     95.6     98.0     95.6     98.0      4.4      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        0        0       24       20       24       20                  
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      277,469
COMMITMENTS
       0    2,736        0  270,587  272,013  270,587  274,749    6,882    2,720

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:      3,125)
       0        0        0    3,308    3,156    3,308    3,156     -183      -31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.0      0.0     97.5     98.0     97.5     99.0      2.5      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        1        0       22       22       22       23                  
 
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                      Code-0233A2
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       33,556
COMMITMENTS
   4,185      217        0   26,914   31,772   31,099   31,989    2,457    1,567

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:      2,139)
   1,364      217        0      868    2,046    2,232    2,263      -93     -124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5      0.6      0.0     80.2     94.7     92.7     95.3      7.3      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        1        0       10       15       14       16                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      574,360
COMMITMENTS
  28,986    2,423    6,825  527,496  554,814  563,307  564,062   11,053   10,298

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:       -944)
     793     -151       83      209   -1,294    1,085   -1,362   -2,029      418

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.0      0.4      1.2     91.8     96.6     98.1     98.2      1.9      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       5        3        6       46       36       54       43                  
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      196,374
COMMITMENTS
   1,135      825    1,974  188,661  185,507  191,770  188,306    4,604    8,068

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:     -2,943)
   1,135     -160   -2,806   -1,395      -81   -3,066   -3,047      123      104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      0.4      1.0     96.1     94.5     97.7     95.9      2.3      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        2       22       17       24       19                  
 
 
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV             Code-0233A6
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       40,462
COMMITMENTS
     900      279      660   38,075   38,137   39,635   39,076      827    1,386

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:      1,453)
       0        0        0    1,546    2,427    1,546    2,427      -93     -974

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      0.7      1.6     94.1     94.3     98.0     96.6      2.0      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        1       16        8       17       10                  
 
 
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       85,357
COMMITMENTS
       0        0        0   80,610   77,516   80,610   77,516    4,747    7,841

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:      3,655)
       0        0        0    2,747    4,355    2,747    4,355      908     -700

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     94.4     90.8     94.4     90.8      5.6      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       14       15       14       15                  
 
 
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233AG
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      283,563
COMMITMENTS
   3,056      744        0  275,113  282,451  278,169  283,195    5,394      368

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:     16,281)
   1,054        0        0   15,072   16,591   16,126   16,591      155     -310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      0.3      0.0     97.0     99.6     98.1     99.9      1.9      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        1        0       24       20       26       21                  
 
 
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV      Code-0233AH
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      269,451
COMMITMENTS
  21,532    9,331        0  244,620  258,702  266,152  268,033    3,299    1,418

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:     16,405)
   1,054        0        0   15,351   16,529   16,405   16,529        0     -124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.0      3.5      0.0     90.8     96.0     98.8     99.5      1.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
       9        4        0       36       36       45       40                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      128,603
COMMITMENTS
     620      248        0  125,652  127,216  126,272  127,464    2,331    1,139

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:      8,184)
       0        0        0    8,122    8,308    8,122    8,308       62     -124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      0.2      0.0     97.7     98.9     98.2     99.1      1.8      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        1        0       21       17       22       18                  
 
 
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV                     Code-0233AN
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
MMBTU                                                OPEN INTEREST:       31,119
COMMITMENTS
     755        0        0   29,420   30,716   30,175   30,716      944      403

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:      4,701)
       0        0        0    4,732    5,005    4,732    5,005      -31     -304

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      0.0      0.0     94.5     98.7     97.0     98.7      3.0      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        0        0       20       14       22       14                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      267,743
COMMITMENTS
   1,399      477    1,869  260,334  252,746  263,602  255,092    4,141   12,651

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:      7,110)
    -924        0     -736    8,794    7,396    7,134    6,660      -24      450

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      0.2      0.7     97.2     94.4     98.5     95.3      1.5      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       2        1        3       36       34       39       37                  
 
 
NAT GAS LD1 for GDD -TEXOK - ICE FUTURES ENERGY DIV                  Code-0233AT
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      104,150
COMMITMENTS
       0        0        0  103,406  102,949  103,406  102,949      744    1,201

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:      2,263)
       0        0        0    2,201    2,015    2,201    2,015       62      248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.3     98.8     99.3     98.8      0.7      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       10       14       10       14                  
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      100,904
COMMITMENTS
       0        0        0   88,377   87,367   88,377   87,367   12,527   13,537

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:        809)
       0        0        0     -188      688     -188      688      997      121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     87.6     86.6     87.6     86.6     12.4     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       15       16       15       16                  
 
 
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV          Code-0233B1
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      223,193
COMMITMENTS
       0    1,394        0  219,614  216,802  219,614  218,196    3,579    4,997

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:      5,097)
    -910        0        0    5,930    5,536    5,020    5,536       77     -439

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.6      0.0     98.4     97.1     98.4     97.8      1.6      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       0        1        0       26       30       26       31                  
 
 
NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY Code-0233BA
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       44,407
COMMITMENTS
       0        0        0   41,803   41,824   41,803   41,824    2,604    2,583

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     94.1     94.2     94.1     94.2      5.9      5.8

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
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      186,042
COMMITMENTS
       0        0        0  182,131  181,886  182,131  181,886    3,911    4,156

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:      1,641)
       0        0        0    1,500    1,981    1,500    1,981      141     -340

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     97.9     97.8     97.9     97.8      2.1      2.2

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
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       83,256
COMMITMENTS
       0        0        0   74,927   81,796   74,927   81,796    8,329    1,460

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:        924)
       0        0        0      736      973      736      973      188      -49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     90.0     98.2     90.0     98.2     10.0      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       19       15       19       15                  
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      187,159
COMMITMENTS
   3,323        0      343  175,852  175,563  179,518  175,906    7,641   11,253

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:        151)
     122      -80     -596       -5   -1,166     -479   -1,842      630    1,993

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      0.0      0.2     94.0     93.8     95.9     94.0      4.1      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        1       17       18       19       19                  
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      161,307
COMMITMENTS
       0    8,422    5,987  145,046  134,869  151,033  149,278   10,274   12,029

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:      3,764)
       0    1,566     -497    3,830    2,907    3,333    3,976      431     -212

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.2      3.7     89.9     83.6     93.6     92.5      6.4      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        4        2       26       26       28       30                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       46,852
COMMITMENTS
   1,530        0      248   43,185   45,891   44,963   46,139    1,889      713

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:      1,395)
     755     -248      248    1,749    1,457    2,752    1,457   -1,357      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3      0.0      0.5     92.2     97.9     96.0     98.5      4.0      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        0        1       10       18       14       19                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      233,046
COMMITMENTS
     767      650    4,679  219,812  222,440  225,258  227,769    7,788    5,277

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:        449)
     122     -127      368     -850      -84     -360      157      809      292

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      0.3      2.0     94.3     95.4     96.7     97.7      3.3      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       1        3        4       35       35       39       39                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:      135,463
COMMITMENTS
     938        0      231  129,232  131,202  130,401  131,433    5,062    4,030

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:      1,801)
     159     -245       -5    1,752    1,811    1,906    1,561     -105      240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      0.0      0.2     95.4     96.9     96.3     97.0      3.7      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        0        1       24       24       26       25                  
 
 
TRANSCO ZONE 6 MONTHLY INDEX - ICE FUTURES ENERGY DIV                Code-0233CV
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       23,939
COMMITMENTS
     713        0        0   22,554   23,017   23,267   23,017      672      922

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0      0.0      0.0     94.2     96.1     97.2     96.1      2.8      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        0       11        9       13        9                  
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      164,084
COMMITMENTS
     910        0        0  154,969  160,234  155,879  160,234    8,205    3,850

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:        609)
       0     -910        0      609    1,519      609      609        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      0.0      0.0     94.4     97.7     95.0     97.7      5.0      2.3

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
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       31,506
COMMITMENTS
     341    1,753      387   27,743   27,590   28,471   29,730    3,035    1,776

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      5.6      1.2     88.1     87.6     90.4     94.4      9.6      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        1       11       16       13       17                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:      289,777
COMMITMENTS
       0        0        0  275,001  289,308  275,001  289,308   14,776      469

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:      2,064)
       0        0        0    1,966    2,064    1,966    2,064       98        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     94.9     99.8     94.9     99.8      5.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        0        0       27       16       27       16                  
 
 
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV                         Code-0233DT
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      106,104
COMMITMENTS
   9,017    8,774        0   88,214   95,041   97,231  103,815    8,873    2,289

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:          2)
       0        0        0     -825        2     -825        2      827        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.5      8.3      0.0     83.1     89.6     91.6     97.8      8.4      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        0       13       13       14       14                  
 
 
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV                            Code-0233EB
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:      205,132
COMMITMENTS
       0        0        0  202,059  202,854  202,059  202,854    3,073    2,278

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:      1,105)
       0        0        0      734    1,400      734    1,400      371     -295

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.5     98.9     98.5     98.9      1.5      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        0        0       21       23       21       23                  
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:       14,078
COMMITMENTS
   3,822    1,069      126    9,579   12,820   13,527   14,015      551       63

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.1      7.6      0.9     68.0     91.1     96.1     99.6      3.9      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       8        6        1       16       17       24       24                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       40,472
COMMITMENTS
   8,100      463      410   31,812   39,599   40,322   40,472      150        0

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:        750)
     -90      105       78      760      567      748      750        2        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.0      1.1      1.0     78.6     97.8     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       5        5        5       27       25       36       33                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:       31,925
COMMITMENTS
   5,853      253      222   25,850   31,450   31,925   31,925        0        0

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:      1,436)
     178      -25       50    1,208    1,411    1,436    1,436        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.3      0.8      0.7     81.0     98.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        3        4       18       20       24       25                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:      135,973
COMMITMENTS
   5,302    7,540   10,475  119,787  117,542  135,564  135,557      409      416

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:        272)
     609      -44     -324      -30      657      255      289       17      -17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9      5.5      7.7     88.1     86.4     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      11       11        8       33       35       47       51                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       72,237
COMMITMENTS
   1,691      445    2,655   67,891   69,117   72,237   72,217        0       20

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:      1,327)
    -172     -140      160    1,339    1,307    1,327    1,327        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      0.6      3.7     94.0     95.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       8        3        5       21       23       30       30                  
 
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-064396
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:       33,862
COMMITMENTS
     450       75      275   33,137   33,512   33,862   33,862        0        0

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:        -85)
     125     -325       75     -285      165      -85      -85        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      0.2      0.8     97.9     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
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       63,779
COMMITMENTS
  16,294      113    6,045   41,115   57,612   63,454   63,770      325        9

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:       -782)
       4        0       -4     -731     -787     -731     -791      -51        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.5      0.2      9.5     64.5     90.3     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       5        3        2       26       26       32       30                  
 
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                Code-06439B
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       82,997
COMMITMENTS
  25,621    1,686    5,260   51,732   75,888   82,613   82,834      384      163

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:     -1,088)
    -202       40       90     -956   -1,218   -1,068   -1,088      -20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.9      2.0      6.3     62.3     91.4     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       8        8        8       25       26       35       40                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       75,058
COMMITMENTS
   3,048    1,376    1,294   69,789   72,310   74,131   74,980      927       78

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:        471)
       0        0        0      456      456      456      456       15       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1      1.8      1.7     93.0     96.3     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
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       96,622
COMMITMENTS
   3,525    1,353    1,891   90,486   93,366   95,902   96,610      720       12

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:        598)
       0        0       25      565      573      590      598        8        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6      1.4      2.0     93.6     96.6     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5        1        3       30       29       36       32                  
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       37,814
COMMITMENTS
     450      420        0   37,222   37,129   37,672   37,549      142      265

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:       -620)
       0        0        0     -620     -620     -620     -620        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      1.1      0.0     98.4     98.2     99.6     99.3      0.4      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        1        0       18       21       20       22                  
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       25,483
COMMITMENTS
     355      750       65   24,792   24,558   25,212   25,373      271      110

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:       -321)
       0        0        0     -321     -331     -321     -331        0       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      2.9      0.3     97.3     96.4     98.9     99.6      1.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        3        2       19       19       21       23                  
 
 
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV               Code-06439N
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       17,530
COMMITMENTS
     625      600        0   16,815   16,930   17,440   17,530       90        0

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:      1,800)
       0   -1,200        0    1,800    3,000    1,800    1,800        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6      3.4      0.0     95.9     96.6     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        1        0       14        7       17        8                  
 
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                 Code-06439R
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       83,590
COMMITMENTS
  20,102      583    2,322   60,857   80,550   83,281   83,455      309      135

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:        607)
  -1,538       -1       85    2,114      523      661      607      -54        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.0      0.7      2.8     72.8     96.4     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      21        2       10       32       31       54       42                  
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       36,080
COMMITMENTS
   9,021      355      600   26,178   34,783   35,799   35,738      281      342

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:      1,274)
  -1,200        0        0    2,474    1,274    1,274    1,274        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.0      1.0      1.7     72.6     96.4     99.2     99.1      0.8      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       6        2        2       19       22       26       25                  
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       43,205
COMMITMENTS
     500      395       25   42,532   42,580   43,057   43,000      148      205

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:       -450)
       0        0        0     -450     -450     -450     -450        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      0.9      0.1     98.4     98.6     99.7     99.5      0.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        1        1       21       23       24       24                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       40,456
COMMITMENTS
     535    1,905        5   38,921   38,443   39,461   40,353      995      103

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:       -463)
       0       35        0     -463     -501     -463     -466        0        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      4.7      0.0     96.2     95.0     97.5     99.7      2.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        6        1       21       20       25       27                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       61,268
COMMITMENTS
   2,764    1,575        0   57,886   59,348   60,650   60,923      618      345

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:      1,255)
      70        0        0    1,185    1,255    1,255    1,255        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5      2.6      0.0     94.5     96.9     99.0     99.4      1.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        2        0       24       16       26       18                  
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       64,565
COMMITMENTS
   3,390    4,375       60   60,780   59,950   64,230   64,385      335      180

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:      1,500)
      95        0        0    1,405    1,500    1,500    1,500        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3      6.8      0.1     94.1     92.9     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        2        1       26       17       29       20                  
 
 
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643BF
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       79,403
COMMITMENTS
   1,551    1,486       35   77,556   77,857   79,142   79,378      261       25

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:      1,253)
     -52      135        0    1,305    1,098    1,253    1,233        0       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      1.9      0.0     97.7     98.1     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        4        1       27       30       30       34                  
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:      100,743
COMMITMENTS
   2,650    7,454      385   97,372   92,806  100,407  100,645      336       98

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:      1,652)
     547      873      -80    1,194      822    1,661    1,615       -9       37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6      7.4      0.4     96.7     92.1     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       3       14        5       28       32       35       47                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       54,812
COMMITMENTS
      25    3,872      250   54,517   50,685   54,792   54,807       20        5

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:      1,349)
     -75      103      -25    1,449    1,266    1,349    1,344        0        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.1      0.5     99.5     92.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        5        2       17       15       19       21                  
 
 
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV                        Code-0643BR
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
25MWh                                                OPEN INTEREST:       49,355
COMMITMENTS
     650    1,035      150   48,555   48,170   49,355   49,355        0        0

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:        425)
      75      500      -75      425        0      425      425        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      2.1      0.3     98.4     97.6    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
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       65,454
COMMITMENTS
   1,546    2,521      733   63,142   62,068   65,421   65,322       33      132

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:      2,273)
    -120        0        0    2,398    2,293    2,278    2,293       -5      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      3.9      1.1     96.5     94.8     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       7        1        3       24       25       32       28                  
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       71,163
COMMITMENTS
   2,424    2,747    4,682   64,027   63,640   71,133   71,069       30       94

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:      1,887)
     -55      -50       50    2,215    1,905    2,210    1,905     -323      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4      3.9      6.6     90.0     89.4    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       8        4        3       24       25       34       30                  
 
 
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BW
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       27,944
COMMITMENTS
   1,000      540       50   26,665   27,320   27,715   27,910      229       34

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:        504)
      25        0        0      445      504      470      504       34        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     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
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       27,174
COMMITMENTS
     810       60        0   26,155   27,007   26,965   27,067      209      107

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0      0.2      0.0     96.3     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
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       35,636
COMMITMENTS
       0    2,745    1,213   34,060   31,273   35,273   35,231      363      405

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:        950)
     -24     -234      264      660      816      900      846       50      104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.7      3.4     95.6     87.8     99.0     98.9      1.0      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        5        5       17       22       22       27                  
 
 
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BZ
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:       22,685
COMMITMENTS
     373    3,205      327   21,301   19,143   22,001   22,675      684       10

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:      1,135)
     -35        5       35    1,025    1,155    1,025    1,195      110      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6     14.1      1.4     93.9     84.4     97.0    100.0      3.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        4        1       14       16       15       21                  
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       55,858
COMMITMENTS
   2,309    3,185    1,471   51,998   51,202   55,778   55,858       80        0

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:        626)
     131      301       16      461      333      608      650       18      -24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1      5.7      2.6     93.1     91.7     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5        4        7       30       27       39       34                  
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       39,540
COMMITMENTS
     532    1,202      963   37,937   37,302   39,432   39,467      108       73

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:        232)
     -50     -690       47      235      875      232      232        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      3.0      2.4     95.9     94.3     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        3        4       24       22       28       27                  
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       20,968
COMMITMENTS
   2,045      300      100   18,688   20,553   20,833   20,953      135       15

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:     -1,557)
     300        0        0   -1,857   -1,557   -1,557   -1,557        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8      1.4      0.5     89.1     98.0     99.4     99.9      0.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        1        1       17       14       21       16                  
 
 
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV     Code-0643CJ
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       11,639
COMMITMENTS
     100    1,305      265   11,084   10,069   11,449   11,639      190        0

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:         50)
      50        0        0        0       50       50       50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9     11.2      2.3     95.2     86.5     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
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| 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 12/10/19 (CHANGE IN OPEN INTEREST:         50)
      50        0        0        0       50       50       50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     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
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       15,945
COMMITMENTS
   1,280      255      825   13,631   14,859   15,736   15,939      209        6

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:        320)
    -600        0      320      600        0      320      320        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.0      1.6      5.2     85.5     93.2     98.7    100.0      1.3      0.0

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
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       15,639
COMMITMENTS
   1,365      255      655   13,264   14,724   15,284   15,634      355        5

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:        185)
    -600        0      185      600        0      185      185        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7      1.6      4.2     84.8     94.1     97.7    100.0      2.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        3       16       16       19       20                  
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       39,727
COMMITMENTS
     365    1,100    3,125   36,180   35,442   39,670   39,667       57       60

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:        300)
       0      100        0      300      200      300      300        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      2.8      7.9     91.1     89.2     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        3        3       24       15       28       20                  
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       39,642
COMMITMENTS
     510      840    3,120   35,952   35,682   39,582   39,642       60        0

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:        300)
    -100        0      100      300      200      300      300        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      2.1      7.9     90.7     90.0     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
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      107,821
COMMITMENTS
   1,355    8,778    1,426  104,983   97,582  107,764  107,786       57       35

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:      2,101)
       0     -706      250    1,851    2,552    2,101    2,096        0        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      8.1      1.3     97.4     90.5     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
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
352 MWh                                              OPEN INTEREST:      117,071
COMMITMENTS
   1,302    7,942    2,257  113,472  106,814  117,031  117,013       40       58

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:      1,969)
      27     -294      405    1,519    1,856    1,951    1,967       18        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      6.8      1.9     96.9     91.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       6       10        7       42       37       53       49                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      269,682
COMMITMENTS
  20,501   16,703   27,902  220,710  224,891  269,113  269,496      569      186

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:     -2,145)
   2,064      347     -293   -3,940   -2,119   -2,169   -2,065       24      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6      6.2     10.3     81.8     83.4     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      20       20       22       44       43       74       76                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       15,541
COMMITMENTS
   3,810       25        0   11,724   15,516   15,534   15,541        7        0

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:         50)
      50        0        0        0       50       50       50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.5      0.2      0.0     75.4     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
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       15,279
COMMITMENTS
   3,515      135       60   11,522   15,084   15,097   15,279      182        0

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.0      0.9      0.4     75.4     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
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        4,389
COMMITMENTS
   1,605      450        0    2,783    3,939    4,388    4,389        1        0

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.6     10.3      0.0     63.4     89.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        1        0       13       11       16       12                  
 
 
ARGUS CIF ARA Lg Finl Propane - ICE FUTURES ENERGY DIV               Code-066411
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 metric tonnes                                   OPEN INTEREST:        2,147
COMMITMENTS
     245        0      136    1,436    1,494    1,817    1,630      330      517

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:         58)
       9        0       -2       26       46       33       44       25       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.4      0.0      6.3     66.9     69.6     84.6     75.9     15.4     24.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        0        2       15       17       18       19                  
 
 
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV                      Code-066413
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000  metric tonnes                                  OPEN INTEREST:        4,959
COMMITMENTS
     138      452      131    4,079    3,520    4,348    4,103      611      856

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:         81)
      -2       -7       -6      129       88      121       75      -40        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      9.1      2.6     82.3     71.0     87.7     82.7     12.3     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        5        4       23       25       28       32                  
 
 
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV                 Code-066416
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       34,476
COMMITMENTS
   3,909      151        0   30,427   34,225   34,336   34,376      140      100

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:        968)
    -556      -13        0    1,524      981      968      968        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3      0.4      0.0     88.3     99.3     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       2        1        0       36       39       38       40                  
 
 
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV              Code-06641A
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       14,864
COMMITMENTS
     100        0        0   14,673   14,186   14,773   14,186       91      678

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:        515)
      55        0        0      465      510      520      510       -5        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      0.0      0.0     98.7     95.4     99.4     95.4      0.6      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        0        0       21       26       22       26                  
 
 
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV               Code-06641D
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:        9,802
COMMITMENTS
     179       73      147    8,705    9,244    9,031    9,464      771      338

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:        185)
     -15      -10      -25      240      215      200      180      -15        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      0.7      1.5     88.8     94.3     92.1     96.6      7.9      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        1        2       30       34       33       36                  
 
 
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV              Code-06641F
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       42,041
COMMITMENTS
   3,503    1,042      112   37,692   40,554   41,307   41,708      734      333

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:      2,155)
     850      299      -26    1,306    2,037    2,130    2,310       25     -155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3      2.5      0.3     89.7     96.5     98.3     99.2      1.7      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       7        1        2       29       41       38       44                  
 
 
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV              Code-06641G
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
42000 gallons(1000 barrels)                          OPEN INTEREST:       56,617
COMMITMENTS
   1,721    2,230    2,684   51,680   51,228   56,085   56,142      532      475

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:        561)
    -375      284      374      618     -240      617      418      -56      143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0      3.9      4.7     91.3     90.5     99.1     99.2      0.9      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
       6       15       12       64       66       80       83                  
 
 
PROPANE ARGUS SAUDI CP FP - ICE FUTURES ENERGY DIV                   Code-06641H
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 Metric  Tonnes                                  OPEN INTEREST:        1,965
COMMITMENTS
     229       27      100    1,091    1,277    1,420    1,404      545      561

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.7      1.4      5.1     55.5     65.0     72.3     71.5     27.7     28.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        1        5       13       16       18       21                  
 
 
WTI 1st Line-Brent 1st Line - ICE FUTURES ENERGY DIV                 Code-06741R
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:      270,650
COMMITMENTS
   2,385  213,255      426  260,979   18,450  263,790  232,131    6,860   38,519

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:      6,631)
       0    7,065        1    6,630        0    6,631    7,066        0     -435

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9     78.8      0.2     96.4      6.8     97.5     85.8      2.5     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        6        2       12        5       14       12                  
 
 
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV                 Code-06742G
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 BARRELS                                         OPEN INTEREST:       23,608
COMMITMENTS
       0        0        0   23,488   23,173   23,488   23,173      120      435

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:     -1,813)
       0        0        0   -1,888   -1,843   -1,888   -1,843       75       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.5     98.2     99.5     98.2      0.5      1.8

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
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:       11,225
COMMITMENTS
      15      240       40   10,995   10,660   11,050   10,940      175      285

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      2.1      0.4     98.0     95.0     98.4     97.5      1.6      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        2       10       16       12       18                  
 
 
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV               Code-06742U
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 barrels                                         OPEN INTEREST:      217,876
COMMITMENTS
       0        0        0  197,951  202,700  197,951  202,700   19,925   15,176

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     90.9     93.0     90.9     93.0      9.1      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       10       16       10       16                  



Updated December 20, 2019