CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV                                                  Code-0063A2
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1,000 California carbon allowances                                         :
     :          :                                                                            :
All  :    35,625:     8,804      8,531      1,275     25,518     25,819     35,597     35,625:        28          0
Old  :    35,625:     8,804      8,531      1,275     25,518     25,819     35,597     35,625:        28          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :      -533:      -293       -636        250       -490       -147       -533       -533:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.7       23.9        3.6       71.6       72.5       99.9      100.0:       0.1        0.0
Old  :     100.0:      24.7       23.9        3.6       71.6       72.5       99.9      100.0:       0.1        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:        12          3          3         17         12         31         17:
Old  :        39:        12          3          3         17         12         31         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.8       74.9       64.8       94.2       42.5       74.9       64.6       91.6
Old  :                 42.8       74.9       64.8       94.2       42.5       74.9       64.6       91.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CALIF CARBON ALL VINTAGE 2019 - ICE FUTURES ENERGY DIV                                                  Code-0063AS
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1,000 California carbon allowances                                         :
     :          :                                                                            :
All  :   108,043:    52,040     28,561     17,077     38,373     62,392    107,489    108,030:       554         13
Old  :   108,043:    52,040     28,561     17,077     38,373     62,392    107,489    108,030:       554         13
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :      -322:       472        449       -523       -634       -248       -684       -322:       363          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.2       26.4       15.8       35.5       57.7       99.5      100.0:       0.5        0.0
Old  :     100.0:      48.2       26.4       15.8       35.5       57.7       99.5      100.0:       0.5        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        66:        28         11         19         26         21         62         43:
Old  :        66:        28         11         19         26         21         62         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.5       33.3       47.8       51.7       29.0       27.7       40.3       40.5
Old  :                 32.5       33.3       47.8       51.7       29.0       27.7       40.3       40.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CALIF CARBON VINTAGE 2020 - ICE FUTURES ENERGY DIV                                                      Code-0063CA
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1,000 California carbon allowances                                         :
     :          :                                                                            :
All  :    46,512:    15,717      6,020      6,634     24,064     33,857     46,415     46,512:        97          0
Old  :    46,512:    15,717      6,020      6,634     24,064     33,857     46,415     46,512:        97          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :       793:      -178        173        331        614        289        767        793:        26          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.8       12.9       14.3       51.7       72.8       99.8      100.0:       0.2        0.0
Old  :     100.0:      33.8       12.9       14.3       51.7       72.8       99.8      100.0:       0.2        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:        16          9         11         17         17         38         32:
Old  :        47:        16          9         11         17         17         38         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.5       42.1       54.6       64.2       22.6       34.5       35.9       46.7
Old  :                 31.5       42.1       54.6       64.2       22.6       34.5       35.9       46.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NJ SRECS - ICE FUTURES ENERGY DIV                                                                       Code-0063CC
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (10 SRECs)                                                                 :
     :          :                                                                            :
All  :   146,022:    40,677    100,203      4,066    101,279     41,753    146,022    146,022:         0          0
Old  :   146,022:    40,677    100,203      4,066    101,279     41,753    146,022    146,022:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :       701:       209      1,109         91        401       -499        701        701:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.9       68.6        2.8       69.4       28.6      100.0      100.0:       0.0        0.0
Old  :     100.0:      27.9       68.6        2.8       69.4       28.6      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         4          8          4         15         11         21         21:
Old  :        29:         4          8          4         15         11         21         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.7       79.0       90.2       90.1       67.7       74.4       83.4       82.1
Old  :                 67.7       79.0       90.2       90.1       67.7       74.4       83.4       82.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RGGI VINTAGE 2018 - ICE FUTURES ENERGY DIV                                                              Code-0063CD
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1,000 RGGI CO2 Allowances                                                  :
     :          :                                                                            :
All  :    36,482:     4,240        421          0     32,242     36,061     36,482     36,482:         0          0
Old  :    36,482:     4,240        421          0     32,242     36,061     36,482     36,482:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :         6:         0          0          0          6          6          6          6:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6        1.2        0.0       88.4       98.8      100.0      100.0:       0.0        0.0
Old  :     100.0:      11.6        1.2        0.0       88.4       98.8      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         3          2          0         13          7         16          9:
Old  :        20:         3          2          0         13          7         16          9:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.5       97.9       89.0       99.9       63.1       92.5       83.4       92.5
Old  :                 68.5       97.9       89.0       99.9       63.1       92.5       83.4       92.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV                                                           Code-0063CH
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 100 MWh of renewable energy certificates                                   :
     :          :                                                                            :
All  :    97,320:    18,392     23,700      2,437     76,491     71,183     97,320     97,320:         0          0
Old  :    97,320:    18,392     23,700      2,437     76,491     71,183     97,320     97,320:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :     1,507:    -1,056      1,450       -100      2,662        157      1,507      1,507:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.9       24.4        2.5       78.6       73.1      100.0      100.0:       0.0        0.0
Old  :     100.0:      18.9       24.4        2.5       78.6       73.1      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         7          3          3         13          9         21         14:
Old  :        26:         7          3          3         13          9         21         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.0       85.2       80.1       95.3       61.9       83.8       78.9       92.7
Old  :                 62.0       85.2       80.1       95.3       61.9       83.8       78.9       92.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CALIF CARBON VINTAGE 2021 - ICE FUTURES ENERGY DIV                                                      Code-0063CJ
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1,000 California carbon allowances                                         :
     :          :                                                                            :
All  :    21,108:     8,430      2,350      6,525      6,153     12,233     21,108     21,108:         0          0
Old  :    21,108:     8,430      2,350      6,525      6,153     12,233     21,108     21,108:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :     1,598:       147        200      1,300        151         98      1,598      1,598:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.9       11.1       30.9       29.2       58.0      100.0      100.0:       0.0        0.0
Old  :     100.0:      39.9       11.1       30.9       29.2       58.0      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         8          1          4          6          9         18         14:
Old  :        25:         8          1          4          6          9         18         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.3       55.0       76.1       85.4       41.8       43.5       54.6       58.7
Old  :                 51.3       55.0       76.1       85.4       41.8       43.5       54.6       58.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RGGI VINTAGE 2019 - ICE FUTURES ENERGY DIV                                                              Code-0063CL
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1,000 RGGI CO2 Allowances                                                  :
     :          :                                                                            :
All  :    45,345:     5,795      2,010      2,890     36,660     40,445     45,345     45,345:         0          0
Old  :    45,345:     5,795      2,010      2,890     36,660     40,445     45,345     45,345:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :     8,258:      -100          0        500      7,858      7,758      8,258      8,258:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.8        4.4        6.4       80.8       89.2      100.0      100.0:       0.0        0.0
Old  :     100.0:      12.8        4.4        6.4       80.8       89.2      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         8          3          3         19         17         29         21:
Old  :        32:         8          3          3         19         17         29         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.9       59.4       73.1       81.9       34.6       34.7       44.9       45.6
Old  :                 52.9       59.4       73.1       81.9       34.6       34.7       44.9       45.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CALIF CARBON ALLOWANCE V2022 - ICE FUTURES ENERGY DIV                                                   Code-0063D9
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1,000 California carbon allowances                                         :
     :          :                                                                            :
All  :     8,536:     5,336      2,309      1,450      1,750      4,777      8,536      8,536:         0          0
Old  :     8,536:     5,336      2,309      1,450      1,750      4,777      8,536      8,536:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      62.5       27.1       17.0       20.5       56.0      100.0      100.0:       0.0        0.0
Old  :     100.0:      62.5       27.1       17.0       20.5       56.0      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         6          3          1          2          9          9         13:
Old  :        20:         6          3          1          2          9          9         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 76.3       69.1       99.4       94.4       66.6       61.1       77.2       76.3
Old  :                 76.3       69.1       99.4       94.4       66.6       61.1       77.2       76.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MASS COMPLIANCE RECs CLASS 1 - ICE FUTURES ENERGY DIV                                                   Code-0063DL
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 100 MWh of Class 1 Renewable Energy Cert                                   :
     :          :                                                                            :
All  :    16,573:     2,992      3,850        775     12,781     11,948     16,548     16,573:        25          0
Old  :    16,573:     2,992      3,850        775     12,781     11,948     16,548     16,573:        25          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :     1,528:       250        300         50      1,228      1,178      1,528      1,528:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.1       23.2        4.7       77.1       72.1       99.8      100.0:       0.2        0.0
Old  :     100.0:      18.1       23.2        4.7       77.1       72.1       99.8      100.0:       0.2        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         5          5          2         12         10         18         16:
Old  :        24:         5          5          2         12         10         18         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.6       80.7       82.9       92.2       57.7       80.7       79.7       88.8
Old  :                 59.6       80.7       82.9       92.2       57.7       80.7       79.7       88.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MARYLAND SOLAR REC - ICE FUTURES ENERGY DIV                                                             Code-0063DN
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (10 SRECs)                                                                 :
     :          :                                                                            :
All  :    40,595:    22,671      6,250      1,137     16,787     33,208     40,595     40,595:         0          0
Old  :    40,595:    22,671      6,250      1,137     16,787     33,208     40,595     40,595:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      55.8       15.4        2.8       41.4       81.8      100.0      100.0:       0.0        0.0
Old  :     100.0:      55.8       15.4        2.8       41.4       81.8      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         6          2          3         15         10         22         14:
Old  :        23:         6          2          3         15         10         22         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 74.1       74.9       92.1       96.1       66.9       71.7       78.2       80.6
Old  :                 74.1       74.9       92.1       96.1       66.9       71.7       78.2       80.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
USGC HSFO (PLATTS) - ICE FUTURES ENERGY DIV                                                             Code-02141B
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1000 barrels                                                               :
     :          :                                                                            :
All  :    36,414:     5,213      3,289      1,858     29,222     31,223     36,293     36,370:       121         44
Old  :    36,414:     5,213      3,289      1,858     29,222     31,223     36,293     36,370:       121         44
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :       297:       278       -296       -310        342        896        310        290:       -13          7
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.3        9.0        5.1       80.2       85.7       99.7       99.9:       0.3        0.1
Old  :     100.0:      14.3        9.0        5.1       80.2       85.7       99.7       99.9:       0.3        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:         7          3          5         28         26         36         33:
Old  :        42:         7          3          5         28         26         36         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.5       45.4       73.4       77.0       24.1       23.4       30.8       34.4
Old  :                 53.5       45.4       73.4       77.0       24.1       23.4       30.8       34.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FUEL OIL-3% USGC/3.5% FOB RDAM BARGES - ICE FUTURES ENERGY DIV                                          Code-02141C
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1000 barrels                                                               :
     :          :                                                                            :
All  :    36,462:     4,906      3,618      2,592     28,243     30,149     35,741     36,359:       721        103
Old  :    36,462:     4,906      3,618      2,592     28,243     30,149     35,741     36,359:       721        103
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :     1,391:      -543       -242        443      1,481      1,190      1,381      1,391:        10          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.5        9.9        7.1       77.5       82.7       98.0       99.7:       2.0        0.3
Old  :     100.0:      13.5        9.9        7.1       77.5       82.7       98.0       99.7:       2.0        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         5          4          5         25         20         33         26:
Old  :        38:         5          4          5         25         20         33         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.0       60.7       74.0       82.9       38.2       37.6       47.1       49.2
Old  :                 51.0       60.7       74.0       82.9       38.2       37.6       47.1       49.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FUEL OIL NY 1% / GULF COAST 3% - ICE FUTURES ENERGY DIV                                                 Code-02141V
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1000 barrels                                                               :
     :          :                                                                            :
All  :     5,657:     2,064          0          0      3,578      5,657      5,642      5,657:        15          0
Old  :     5,657:     2,064          0          0      3,578      5,657      5,642      5,657:        15          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.5        0.0        0.0       63.2      100.0       99.7      100.0:       0.3        0.0
Old  :     100.0:      36.5        0.0        0.0       63.2      100.0       99.7      100.0:       0.3        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         1          0          0          8         14          9         14:
Old  :        20:         1          0          0          8         14          9         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 82.6       68.4       98.1       91.0       69.1       63.9       79.8       76.9
Old  :                 82.6       68.4       98.1       91.0       69.1       63.9       79.8       76.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS HENRY LD1 FIXED - ICE FUTURES ENERGY DIV                                                    Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 MMBtus                                                                :
     :          :                                                                            :
All  : 5,156,078:   333,540     84,688    386,668  4,406,327  4,657,623  5,126,535  5,128,979:    29,543     27,099
Old  : 5,156,078:   333,540     84,688    386,668  4,406,327  4,657,623  5,126,535  5,128,979:    29,543     27,099
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :   227,644:   158,292    -18,491    -33,344     98,176    276,041    223,124    224,206:     4,520      3,438
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.5        1.6        7.5       85.5       90.3       99.4       99.5:       0.6        0.5
Old  :     100.0:       6.5        1.6        7.5       85.5       90.3       99.4       99.5:       0.6        0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       232:        43         21         48        154        124        212        178:
Old  :       232:        43         21         48        154        124        212        178:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.4       42.5       44.6       58.2       23.8       41.9       35.8       55.8
Old  :                 26.4       42.5       44.6       58.2       23.8       41.9       35.8       55.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                                                    Code-023392
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :   924,335:    32,854     29,837    223,156    664,549    668,400    920,558    921,393:     3,777      2,943
Old  :   924,335:    32,854     29,837    223,156    664,549    668,400    920,558    921,393:     3,777      2,943
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :    71,381:    14,749     12,116      6,755     49,776     52,561     71,279     71,432:       102        -51
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.6        3.2       24.1       71.9       72.3       99.6       99.7:       0.4        0.3
Old  :     100.0:       3.6        3.2       24.1       71.9       72.3       99.6       99.7:       0.4        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        77:        15         10         23         48         47         72         71:
Old  :        77:        15         10         23         48         47         72         71:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.7       55.1       69.9       72.6        7.9       11.6       10.2       12.8
Old  :                 51.7       55.1       69.9       72.6        7.9       11.6       10.2       12.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                                                         Code-023393
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   245,572:       271      5,338        279    224,360    234,561    224,910    240,178:    20,662      5,394
Old  :   245,572:       271      5,338        279    224,360    234,561    224,910    240,178:    20,662      5,394
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :   -14,728:       271     -1,004        129    -14,902    -14,698    -14,502    -15,573:      -226        845
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.1        2.2        0.1       91.4       95.5       91.6       97.8:       8.4        2.2
Old  :     100.0:       0.1        2.2        0.1       91.4       95.5       91.6       97.8:       8.4        2.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         1          2          2         29         23         31         26:
Old  :        36:         1          2          2         29         23         31         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.6       73.5       74.2       83.9       54.3       70.0       67.5       76.9
Old  :                 60.6       73.5       74.2       83.9       54.3       70.0       67.5       76.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                                                        Code-023394
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   145,951:     2,136      5,136      1,003    139,964    134,704    143,103    140,843:     2,848      5,108
Old  :   145,951:     2,136      5,136      1,003    139,964    134,704    143,103    140,843:     2,848      5,108
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :   -10,729:      -422     -2,073       -761     -9,649     -8,029    -10,832    -10,863:       103        134
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.5        3.5        0.7       95.9       92.3       98.0       96.5:       2.0        3.5
Old  :     100.0:       1.5        3.5        0.7       95.9       92.3       98.0       96.5:       2.0        3.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         3          1          3         27         28         31         31:
Old  :        38:         3          1          3         27         28         31         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 69.3       45.4       87.2       67.5       67.3       42.4       81.7       63.8
Old  :                 69.3       45.4       87.2       67.5       67.3       42.4       81.7       63.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                                                          Code-023395
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   321,205:     2,647      1,920        642    307,510    310,585    310,799    313,147:    10,406      8,058
Old  :   321,205:     2,647      1,920        642    307,510    310,585    310,799    313,147:    10,406      8,058
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :   -13,933:    -1,345     -1,748       -295    -12,290    -13,737    -13,930    -15,780:        -3      1,847
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.8        0.6        0.2       95.7       96.7       96.8       97.5:       3.2        2.5
Old  :     100.0:       0.8        0.6        0.2       95.7       96.7       96.8       97.5:       3.2        2.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:         3          1          1         31         29         34         31:
Old  :        43:         3          1          1         31         29         34         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.8       50.8       79.2       76.1       61.5       47.2       67.4       67.8
Old  :                 67.8       50.8       79.2       76.1       61.5       47.2       67.4       67.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                                                                 Code-023396
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   841,288:     2,200     11,011      1,328    828,399    827,473    831,927    839,812:     9,361      1,476
Old  :   841,288:     2,200     11,011      1,328    828,399    827,473    831,927    839,812:     9,361      1,476
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :   -12,053:      -240        269       -660    -10,189     -7,107    -11,089     -7,498:      -964     -4,555
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.3        1.3        0.2       98.5       98.4       98.9       99.8:       1.1        0.2
Old  :     100.0:       0.3        1.3        0.2       98.5       98.4       98.9       99.8:       1.1        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:         1          2          2         40         29         43         31:
Old  :        46:         1          2          2         40         29         43         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.9       62.4       62.1       90.3       36.2       61.2       59.9       87.8
Old  :                 37.9       62.4       62.1       90.3       36.2       61.2       59.9       87.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                                                              Code-023397
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   381,860:     3,329      7,304        300    360,692    367,178    364,321    374,782:    17,539      7,078
Old  :   381,860:     3,329      7,304        300    360,692    367,178    364,321    374,782:    17,539      7,078
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :   -19,002:      -860         33          0    -17,519    -19,975    -18,379    -19,942:      -623        940
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.9        1.9        0.1       94.5       96.2       95.4       98.1:       4.6        1.9
Old  :     100.0:       0.9        1.9        0.1       94.5       96.2       95.4       98.1:       4.6        1.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        62:         4          3          1         45         38         49         42:
Old  :        62:         4          3          1         45         38         49         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.1       43.8       64.3       64.8       41.4       39.4       57.1       55.6
Old  :                 44.1       43.8       64.3       64.8       41.4       39.4       57.1       55.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                                                                  Code-023398
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   514,871:    22,942      1,071        913    484,329    508,156    508,184    510,140:     6,687      4,731
Old  :   514,871:    22,942      1,071        913    484,329    508,156    508,184    510,140:     6,687      4,731
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :   -28,945:    -2,217        -52     -1,421    -23,880    -27,401    -27,518    -28,874:    -1,427        -71
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.5        0.2        0.2       94.1       98.7       98.7       99.1:       1.3        0.9
Old  :     100.0:       4.5        0.2        0.2       94.1       98.7       98.7       99.1:       1.3        0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        59:         3          3          3         37         42         42         46:
Old  :        59:         3          3          3         37         42         42         46:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.1       38.8       71.3       63.7       55.6       36.2       68.7       55.4
Old  :                 56.1       38.8       71.3       63.7       55.6       36.2       68.7       55.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                                                                 Code-023399
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   384,585:         0      2,268      1,164    377,577    374,418    378,741    377,850:     5,844      6,735
Old  :   384,585:         0      2,268      1,164    377,577    374,418    378,741    377,850:     5,844      6,735
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :   -12,142:      -210     -3,171       -214    -12,164     -8,006    -12,588    -11,391:       446       -751
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.6        0.3       98.2       97.4       98.5       98.2:       1.5        1.8
Old  :     100.0:       0.0        0.6        0.3       98.2       97.4       98.5       98.2:       1.5        1.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:         0          3          2         37         31         39         34:
Old  :        47:         0          3          2         37         31         39         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.2       63.0       71.1       80.2       44.2       60.8       62.2       75.6
Old  :                 49.2       63.0       71.1       80.2       44.2       60.8       62.2       75.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV                                           Code-02339E
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :   105,030:     1,323        151      1,259     97,536    102,994    100,118    104,404:     4,912        626
Old  :   105,030:     1,323        151      1,259     97,536    102,994    100,118    104,404:     4,912        626
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :    -7,319:      -720       -333        184     -8,386     -6,808     -8,922     -6,957:     1,603       -362
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.3        0.1        1.2       92.9       98.1       95.3       99.4:       4.7        0.6
Old  :     100.0:       1.3        0.1        1.2       92.9       98.1       95.3       99.4:       4.7        0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         3          1          4         18         22         22         26:
Old  :        32:         3          1          4         18         22         22         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 76.1       53.2       84.8       75.1       71.2       52.6       76.7       72.9
Old  :                 76.1       53.2       84.8       75.1       71.2       52.6       76.7       72.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                                                       Code-02339Q
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :    15,738:         0          0          0     14,985     14,922     14,985     14,922:       753        816
Old  :    15,738:         0          0          0     14,985     14,922     14,985     14,922:       753        816
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :   -12,772:         0       -490          0    -12,792    -12,648    -12,792    -13,138:        20        366
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       95.2       94.8       95.2       94.8:       4.8        5.2
Old  :     100.0:       0.0        0.0        0.0       95.2       94.8       95.2       94.8:       4.8        5.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         0          0          0         17         12         17         12:
Old  :        27:         0          0          0         17         12         17         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.6       61.6       78.8       83.2       57.6       61.4       73.3       79.2
Old  :                 57.6       61.6       78.8       83.2       57.6       61.4       73.3       79.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV                                         Code-02339U
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :   239,084:         0      1,118        463    235,862    232,522    236,325    234,103:     2,759      4,981
Old  :   239,084:         0      1,118        463    235,862    232,522    236,325    234,103:     2,759      4,981
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :   -22,456:       -32       -162       -285    -21,439    -21,396    -21,756    -21,843:      -700       -613
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.5        0.2       98.7       97.3       98.8       97.9:       1.2        2.1
Old  :     100.0:       0.0        0.5        0.2       98.7       97.3       98.8       97.9:       1.2        2.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:         0          2          1         25         29         26         31:
Old  :        41:         0          2          1         25         29         26         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 72.4       47.6       84.0       80.4       72.1       46.8       82.4       76.0
Old  :                 72.4       47.6       84.0       80.4       72.1       46.8       82.4       76.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV                               Code-02339W
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mm btu                                                                :
     :          :                                                                            :
All  :   182,602:       837          0        112    174,284    180,110    175,233    180,222:     7,369      2,380
Old  :   182,602:       837          0        112    174,284    180,110    175,233    180,222:     7,369      2,380
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :   -10,047:         1       -840          0    -11,208     -9,057    -11,207     -9,897:     1,160       -150
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.5        0.0        0.1       95.4       98.6       96.0       98.7:       4.0        1.3
Old  :     100.0:       0.5        0.0        0.1       95.4       98.6       96.0       98.7:       4.0        1.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:         1          0          1         34         25         35         26:
Old  :        41:         1          0          1         34         25         35         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.6       57.4       70.3       86.1       52.6       56.9       68.3       80.6
Old  :                 52.6       57.4       70.3       86.1       52.6       56.9       68.3       80.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY DIV                                Code-02339Y
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :   303,287:         0          0          0    300,476    299,508    300,476    299,508:     2,811      3,779
Old  :   303,287:         0          0          0    300,476    299,508    300,476    299,508:     2,811      3,779
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :   -12,063:      -451          0          0    -11,403    -12,853    -11,854    -12,853:      -209        790
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       99.1       98.8       99.1       98.8:       0.9        1.2
Old  :     100.0:       0.0        0.0        0.0       99.1       98.8       99.1       98.8:       0.9        1.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         0          0          0         24         23         24         23:
Old  :        36:         0          0          0         24         23         24         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.5       57.7       86.3       77.2       61.2       54.2       78.3       69.6
Old  :                 62.5       57.7       86.3       77.2       61.2       54.2       78.3       69.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                                                         Code-0233A2
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :    35,835:     3,571      1,636          0     30,383     32,472     33,954     34,108:     1,881      1,727
Old  :    35,835:     3,571      1,636          0     30,383     32,472     33,954     34,108:     1,881      1,727
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :    -9,889:    -1,707       -124        -60     -8,117    -10,675     -9,884    -10,859:        -5        970
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.0        4.6        0.0       84.8       90.6       94.8       95.2:       5.2        4.8
Old  :     100.0:      10.0        4.6        0.0       84.8       90.6       94.8       95.2:       5.2        4.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         2          2          0         18         14         20         16:
Old  :        33:         2          2          0         18         14         20         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.2       73.7       76.8       86.4       58.0       73.7       74.0       86.4
Old  :                 59.2       73.7       76.8       86.4       58.0       73.7       74.0       86.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV                                                 Code-0233A3
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :   585,012:    18,149      5,673      3,840    553,370    569,453    575,359    578,966:     9,653      6,046
Old  :   585,012:    18,149      5,673      3,840    553,370    569,453    575,359    578,966:     9,653      6,046
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :   -22,046:    -1,225    -10,821       -785    -24,099    -10,633    -26,109    -22,239:     4,063        193
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.1        1.0        0.7       94.6       97.3       98.3       99.0:       1.7        1.0
Old  :     100.0:       3.1        1.0        0.7       94.6       97.3       98.3       99.0:       1.7        1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        73:         2          5          3         58         50         63         55:
Old  :        73:         2          5          3         58         50         63         55:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.9       53.1       47.0       76.2       26.2       52.9       46.0       71.5
Old  :                 26.9       53.1       47.0       76.2       26.2       52.9       46.0       71.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV                                                Code-0233A5
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :   251,605:       395        230      4,166    241,085    241,492    245,646    245,888:     5,959      5,717
Old  :   251,605:       395        230      4,166    241,085    241,492    245,646    245,888:     5,959      5,717
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :     1,015:    -1,297          0        397      1,936      1,966      1,036      2,363:       -21     -1,348
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.2        0.1        1.7       95.8       96.0       97.6       97.7:       2.4        2.3
Old  :     100.0:       0.2        0.1        1.7       95.8       96.0       97.6       97.7:       2.4        2.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         2          1          3         24         25         27         28:
Old  :        31:         2          1          3         24         25         27         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.6       60.9       82.6       79.2       48.4       40.0       54.9       52.4
Old  :                 59.6       60.9       82.6       79.2       48.4       40.0       54.9       52.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV                                                Code-0233A6
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :    37,222:         0          0          0     36,401     36,982     36,401     36,982:       821        240
Old  :    37,222:         0          0          0     36,401     36,982     36,401     36,982:       821        240
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :       236:         0          0          0        178        360        178        360:        58       -124
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       97.8       99.4       97.8       99.4:       2.2        0.6
Old  :     100.0:       0.0        0.0        0.0       97.8       99.4       97.8       99.4:       2.2        0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         0          0          0         16         10         16         10:
Old  :        21:         0          0          0         16         10         16         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.3       80.0       83.3       97.1       59.8       68.6       75.2       79.1
Old  :                 64.3       80.0       83.3       97.1       59.8       68.6       75.2       79.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY D                            Code-0233A8
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :    80,440:         0          0          0     75,550     74,284     75,550     74,284:     4,890      6,156
Old  :    80,440:         0          0          0     75,550     74,284     75,550     74,284:     4,890      6,156
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :    -6,079:         0          0          0     -7,946     -6,352     -7,946     -6,352:     1,867        273
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       93.9       92.3       93.9       92.3:       6.1        7.7
Old  :     100.0:       0.0        0.0        0.0       93.9       92.3       93.9       92.3:       6.1        7.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         0          0          0         21         18         21         18:
Old  :        28:         0          0          0         21         18         21         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.7       61.2       75.5       82.7       49.7       60.2       73.6       72.9
Old  :                 50.7       61.2       75.5       82.7       49.7       60.2       73.6       72.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB - TAILGATE LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV                                         Code-0233AG
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :   209,372:         0          0          0    206,479    208,636    206,479    208,636:     2,893        736
Old  :   209,372:         0          0          0    206,479    208,636    206,479    208,636:     2,893        736
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :   -50,536:    -2,070     -8,300          0    -48,937    -42,112    -51,007    -50,412:       471       -124
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       98.6       99.6       98.6       99.6:       1.4        0.4
Old  :     100.0:       0.0        0.0        0.0       98.6       99.6       98.6       99.6:       1.4        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         0          0          0         23         22         23         22:
Old  :        31:         0          0          0         23         22         23         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.3       76.9       81.0       91.0       51.2       76.3       68.1       81.3
Old  :                 58.3       76.9       81.0       91.0       51.2       76.3       68.1       81.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV                                         Code-0233AH
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :   195,455:     1,650      8,310          0    189,339    186,845    190,989    195,155:     4,466        300
Old  :   195,455:     1,650      8,310          0    189,339    186,845    190,989    195,155:     4,466        300
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :   -61,445:      -594     -6,208       -240    -59,953    -54,928    -60,787    -61,376:      -658        -69
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.8        4.3        0.0       96.9       95.6       97.7       99.8:       2.3        0.2
Old  :     100.0:       0.8        4.3        0.0       96.9       95.6       97.7       99.8:       2.3        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        63:         3          5          0         30         40         33         45:
Old  :        63:         3          5          0         30         40         33         45:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.1       60.7       77.2       75.0       54.6       54.5       69.1       65.3
Old  :                 58.1       60.7       77.2       75.0       54.6       54.5       69.1       65.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                                                   Code-0233AM
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :   140,573:         0        856          0    138,872    138,665    138,872    139,521:     1,701      1,052
Old  :   140,573:         0        856          0    138,872    138,665    138,872    139,521:     1,701      1,052
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :   -25,963:         0       -372          0    -26,387    -25,062    -26,387    -25,434:       424       -529
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.6        0.0       98.8       98.6       98.8       99.3:       1.2        0.7
Old  :     100.0:       0.0        0.6        0.0       98.8       98.6       98.8       99.3:       1.2        0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         0          2          0         18         21         18         23:
Old  :        34:         0          2          0         18         21         18         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 77.1       67.6       90.5       86.7       71.2       57.7       81.3       76.0
Old  :                 77.1       67.6       90.5       86.7       71.2       57.7       81.3       76.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MICHCON FINANCIAL INDEX - ICE FUTURES ENERGY DIV                                                        Code-0233AN
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : MMBTU                                                                      :
     :          :                                                                            :
All  :    23,920:         0          0          0     23,770     23,709     23,770     23,709:       150        211
Old  :    23,920:         0          0          0     23,770     23,709     23,770     23,709:       150        211
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :    -4,061:         0          0          0     -3,720     -4,030     -3,720     -4,030:      -341        -31
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       99.4       99.1       99.4       99.1:       0.6        0.9
Old  :     100.0:       0.0        0.0        0.0       99.4       99.1       99.4       99.1:       0.6        0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         0          0          0         15         14         15         14:
Old  :        24:         0          0          0         15         14         15         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.8       49.4       86.2       83.5       58.2       48.7       82.1       82.4
Old  :                 59.8       49.4       86.2       83.5       58.2       48.7       82.1       82.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV                               Code-0233AQ
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :   258,634:     1,199      3,115     13,606    240,061    237,479    254,866    254,200:     3,768      4,434
Old  :   258,634:     1,199      3,115     13,606    240,061    237,479    254,866    254,200:     3,768      4,434
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :   -15,747:       808       -204       -588    -16,096    -13,028    -15,876    -13,820:       129     -1,927
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.5        1.2        5.3       92.8       91.8       98.5       98.3:       1.5        1.7
Old  :     100.0:       0.5        1.2        5.3       92.8       91.8       98.5       98.3:       1.5        1.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:         3          1          2         37         39         40         42:
Old  :        53:         3          1          2         37         39         40         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.5       39.0       68.1       59.2       43.7       34.1       55.4       42.9
Old  :                 47.5       39.0       68.1       59.2       43.7       34.1       55.4       42.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENERGY DIV                            Code-0233AY
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :   112,099:         0          0          0    106,372    103,310    106,372    103,310:     5,727      8,789
Old  :   112,099:         0          0          0    106,372    103,310    106,372    103,310:     5,727      8,789
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :    -4,097:         0       -327        -93     -3,069     -2,881     -3,162     -3,301:      -935       -796
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       94.9       92.2       94.9       92.2:       5.1        7.8
Old  :     100.0:       0.0        0.0        0.0       94.9       92.2       94.9       92.2:       5.1        7.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         0          0          0         22         20         22         20:
Old  :        29:         0          0          0         22         20         22         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.2       57.1       78.6       74.2       57.3       47.8       66.9       62.7
Old  :                 63.2       57.1       78.6       74.2       57.3       47.8       66.9       62.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV                                             Code-0233B1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :   218,004:         0      2,128          0    216,097    210,366    216,097    212,494:     1,907      5,510
Old  :   218,004:         0      2,128          0    216,097    210,366    216,097    212,494:     1,907      5,510
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :   -14,661:    -1,212     -2,510       -296    -12,954    -13,938    -14,462    -16,744:      -199      2,083
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        1.0        0.0       99.1       96.5       99.1       97.5:       0.9        2.5
Old  :     100.0:       0.0        1.0        0.0       99.1       96.5       99.1       97.5:       0.9        2.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:         0          1          0         26         29         26         30:
Old  :        41:         0          1          0         26         29         26         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.7       45.1       83.8       63.0       61.1       42.7       72.6       55.8
Old  :                 64.7       45.1       83.8       63.0       61.1       42.7       72.6       55.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV                                         Code-0233BB
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :   184,359:         0          0          0    177,540    179,670    177,540    179,670:     6,819      4,689
Old  :   184,359:         0          0          0    177,540    179,670    177,540    179,670:     6,819      4,689
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :    -2,350:         0     -1,054          0     -2,567       -591     -2,567     -1,645:       217       -705
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       96.3       97.5       96.3       97.5:       3.7        2.5
Old  :     100.0:       0.0        0.0        0.0       96.3       97.5       96.3       97.5:       3.7        2.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         0          0          0         22         19         22         19:
Old  :        28:         0          0          0         22         19         22         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.6       67.2       79.1       83.2       55.2       62.4       73.3       76.4
Old  :                 60.6       67.2       79.1       83.2       55.2       62.4       73.3       76.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV                                   Code-0233BC
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :    82,972:         0          0          0     79,408     80,504     79,408     80,504:     3,564      2,468
Old  :    82,972:         0          0          0     79,408     80,504     79,408     80,504:     3,564      2,468
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :    -4,455:         0          0          0     -3,833     -3,947     -3,833     -3,947:      -622       -508
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       95.7       97.0       95.7       97.0:       4.3        3.0
Old  :     100.0:       0.0        0.0        0.0       95.7       97.0       95.7       97.0:       4.3        3.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         0          0          0         21         17         21         17:
Old  :        25:         0          0          0         21         17         21         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.7       67.7       78.4       85.1       47.3       66.5       71.1       78.6
Old  :                 52.7       67.7       78.4       85.1       47.3       66.5       71.1       78.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV                                     Code-0233BD
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :    24,402:     1,387        990          0     21,221     22,774     22,608     23,764:     1,794        638
Old  :    24,402:     1,387        990          0     21,221     22,774     22,608     23,764:     1,794        638
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :       555:      -496         93        -93         -2        -53       -591        -53:     1,146        608
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.7        4.1        0.0       87.0       93.3       92.6       97.4:       7.4        2.6
Old  :     100.0:       5.7        4.1        0.0       87.0       93.3       92.6       97.4:       7.4        2.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         3          2          0         16         14         19         16:
Old  :        31:         3          2          0         16         14         19         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.3       77.7       78.8       87.6       64.2       71.7       74.6       81.4
Old  :                 66.3       77.7       78.8       87.6       64.2       71.7       74.6       81.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV                                       Code-0233BH
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :   201,905:     3,512        509        757    190,434    194,922    194,703    196,188:     7,202      5,717
Old  :   201,905:     3,512        509        757    190,434    194,922    194,703    196,188:     7,202      5,717
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :    -7,167:      -410        509       -241     -8,940     -7,213     -9,591     -6,945:     2,424       -222
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.7        0.3        0.4       94.3       96.5       96.4       97.2:       3.6        2.8
Old  :     100.0:       1.7        0.3        0.4       94.3       96.5       96.4       97.2:       3.6        2.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         2          1          2         16         18         19         20:
Old  :        25:         2          1          2         16         18         19         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.1       65.5       91.1       84.9       71.7       64.0       85.7       78.3
Old  :                 73.1       65.5       91.1       84.9       71.7       64.0       85.7       78.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV                                            Code-0233BL
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :   167,899:       832          8      7,251    151,172    145,161    159,255    152,420:     8,644     15,479
Old  :   167,899:       832          8      7,251    151,172    145,161    159,255    152,420:     8,644     15,479
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :   -10,522:        17     -1,090       -398     -9,343     -9,373     -9,724    -10,861:      -798        339
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.5        0.0        4.3       90.0       86.5       94.9       90.8:       5.1        9.2
Old  :     100.0:       0.5        0.0        4.3       90.0       86.5       94.9       90.8:       5.1        9.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:         1          1          2         26         34         28         36:
Old  :        41:         1          1          2         26         34         28         36:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.5       39.9       60.4       61.3       39.3       35.8       53.3       51.8
Old  :                 43.5       39.9       60.4       61.3       39.3       35.8       53.3       51.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL CITYGATE FINANCIAL BASIS - ICE FUTURES ENERGY DIV                                                 Code-0233BY
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : MMBtu                                                                      :
     :          :                                                                            :
All  :    43,619:       302          0         92     38,391     42,242     38,785     42,334:     4,834      1,285
Old  :    43,619:       302          0         92     38,391     42,242     38,785     42,334:     4,834      1,285
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :    -5,081:       -62          0          0     -5,944     -4,785     -6,006     -4,785:       925       -296
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.7        0.0        0.2       88.0       96.8       88.9       97.1:      11.1        2.9
Old  :     100.0:       0.7        0.0        0.2       88.0       96.8       88.9       97.1:      11.1        2.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         1          0          1         17         14         18         15:
Old  :        21:         1          0          1         17         14         18         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.7       78.7       70.7       90.3       44.1       70.4       63.9       77.8
Old  :                 48.7       78.7       70.7       90.3       44.1       70.4       63.9       77.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV                                             Code-0233CG
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :    47,897:         0          0          0     47,415     47,411     47,415     47,411:       482        486
Old  :    47,897:         0          0          0     47,415     47,411     47,415     47,411:       482        486
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :    -5,827:         0          0          0     -5,822     -4,992     -5,822     -4,992:        -5       -835
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       99.0       99.0       99.0       99.0:       1.0        1.0
Old  :     100.0:       0.0        0.0        0.0       99.0       99.0       99.0       99.0:       1.0        1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         0          0          0         13         18         13         18:
Old  :        27:         0          0          0         13         18         13         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 82.5       65.2       93.6       84.5       81.6       65.1       92.6       84.2
Old  :                 82.5       65.2       93.6       84.5       81.6       65.1       92.6       84.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV                                     Code-0233CH
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mm btu                                                                :
     :          :                                                                            :
All  :   238,071:       965      6,662      1,467    229,891    223,835    232,323    231,964:     5,748      6,107
Old  :   238,071:       965      6,662      1,467    229,891    223,835    232,323    231,964:     5,748      6,107
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :   -14,218:       479     -2,330        485    -16,103    -12,873    -15,139    -14,718:       921        500
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.4        2.8        0.6       96.6       94.0       97.6       97.4:       2.4        2.6
Old  :     100.0:       0.4        2.8        0.6       96.6       94.0       97.6       97.4:       2.4        2.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        52:         2          2          3         36         36         40         39:
Old  :        52:         2          2          3         36         36         40         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.8       37.0       68.3       60.6       47.5       34.8       62.4       52.0
Old  :                 47.8       37.0       68.3       60.6       47.5       34.8       62.4       52.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                                                           Code-0233CU
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : mmbtu                                                                      :
     :          :                                                                            :
All  :   127,647:     1,497          0        862    121,583    123,339    123,942    124,201:     3,705      3,446
Old  :   127,647:     1,497          0        862    121,583    123,339    123,942    124,201:     3,705      3,446
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :    -4,624:        34          0        181     -4,970     -3,684     -4,755     -3,503:       131     -1,121
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.2        0.0        0.7       95.2       96.6       97.1       97.3:       2.9        2.7
Old  :     100.0:       1.2        0.0        0.7       95.2       96.6       97.1       97.3:       2.9        2.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:         2          0          1         25         27         27         28:
Old  :        37:         2          0          1         25         27         27         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.9       51.8       77.8       78.1       54.7       46.8       65.6       70.0
Old  :                 57.9       51.8       77.8       78.1       54.7       46.8       65.6       70.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV                                      Code-0233CW
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mm btu                                                                :
     :          :                                                                            :
All  :   148,523:         0          0          0    143,429    143,014    143,429    143,014:     5,094      5,509
Old  :   148,523:         0          0          0    143,429    143,014    143,429    143,014:     5,094      5,509
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :     2,415:         0       -360          0      2,588        105      2,588       -255:      -173      2,670
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       96.6       96.3       96.6       96.3:       3.4        3.7
Old  :     100.0:       0.0        0.0        0.0       96.6       96.3       96.6       96.3:       3.4        3.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         0          0          0         20         21         20         21:
Old  :        30:         0          0          0         20         21         20         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 76.8       69.4       87.3       88.5       73.0       61.7       81.1       78.5
Old  :                 76.8       69.4       87.3       88.5       73.0       61.7       81.1       78.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV                                     Code-0233CZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mm btu                                                                :
     :          :                                                                            :
All  :    53,918:         0        567        512     48,753     51,491     49,265     52,570:     4,653      1,348
Old  :    53,918:         0        567        512     48,753     51,491     49,265     52,570:     4,653      1,348
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :    -5,177:         0        -60          0     -5,843     -5,092     -5,843     -5,152:       666        -25
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        1.1        0.9       90.4       95.5       91.4       97.5:       8.6        2.5
Old  :     100.0:       0.0        1.1        0.9       90.4       95.5       91.4       97.5:       8.6        2.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         0          1          1         16         12         17         13:
Old  :        22:         0          1          1         16         12         17         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.7       71.6       81.6       90.0       62.2       71.6       75.7       83.0
Old  :                 63.7       71.6       81.6       90.0       62.2       71.6       75.7       83.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV                                  Code-0233D4
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mm btu                                                                :
     :          :                                                                            :
All  :    36,896:       450          0          0     34,201     35,960     34,651     35,960:     2,245        936
Old  :    36,896:       450          0          0     34,201     35,960     34,651     35,960:     2,245        936
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :   -10,076:       240       -721       -240    -11,044     -8,530    -11,044     -9,491:       968       -585
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.2        0.0        0.0       92.7       97.5       93.9       97.5:       6.1        2.5
Old  :     100.0:       1.2        0.0        0.0       92.7       97.5       93.9       97.5:       6.1        2.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         2          0          0         14         19         16         19:
Old  :        32:         2          0          0         14         19         16         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 76.2       66.5       86.1       84.4       71.7       66.5       81.1       82.3
Old  :                 76.2       66.5       86.1       84.4       71.7       66.5       81.1       82.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                                                      Code-0233DR
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 MM Btus                                                               :
     :          :                                                                            :
All  :   258,866:         0        806          0    246,683    257,177    246,683    257,983:    12,183        883
Old  :   258,866:         0        806          0    246,683    257,177    246,683    257,983:    12,183        883
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :   -10,496:      -451       -124          0     -9,740     -9,575    -10,191     -9,699:      -305       -797
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.3        0.0       95.3       99.3       95.3       99.7:       4.7        0.3
Old  :     100.0:       0.0        0.3        0.0       95.3       99.3       95.3       99.7:       4.7        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         0          1          0         28         21         28         22:
Old  :        38:         0          1          0         28         21         28         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.0       75.2       64.1       95.7       42.8       75.2       62.2       95.2
Old  :                 43.0       75.2       64.1       95.7       42.8       75.2       62.2       95.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV                                                            Code-0233DT
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mm btu                                                                :
     :          :                                                                            :
All  :   115,499:    13,063      8,774         92     96,111    105,407    109,266    114,273:     6,233      1,226
Old  :   115,499:    13,063      8,774         92     96,111    105,407    109,266    114,273:     6,233      1,226
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :      -881:    -1,440          0          0        638       -127       -802       -127:       -79       -754
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3        7.6        0.1       83.2       91.3       94.6       98.9:       5.4        1.1
Old  :     100.0:      11.3        7.6        0.1       83.2       91.3       94.6       98.9:       5.4        1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         2          1          1         18         19         20         21:
Old  :        30:         2          1          1         18         19         20         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.8       65.2       81.7       85.0       61.8       65.2       78.9       84.7
Old  :                 61.8       65.2       81.7       85.0       61.8       65.2       78.9       84.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
REX ZONE 3 BASIS - ICE FUTURES ENERGY DIV                                                               Code-0233EB
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 MMBtus                                                                :
     :          :                                                                            :
All  :   209,505:         0          0          0    203,921    208,494    203,921    208,494:     5,584      1,011
Old  :   209,505:         0          0          0    203,921    208,494    203,921    208,494:     5,584      1,011
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :    -8,815:         0          0          0     -9,350     -8,425     -9,350     -8,425:       535       -390
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       97.3       99.5       97.3       99.5:       2.7        0.5
Old  :     100.0:       0.0        0.0        0.0       97.3       99.5       97.3       99.5:       2.7        0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         0          0          0         21         24         21         24:
Old  :        29:         0          0          0         21         24         21         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.5       53.0       90.1       74.6       55.9       43.3       68.6       60.5
Old  :                 63.5       53.0       90.1       74.6       55.9       43.3       68.6       60.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                                                          Code-064363
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 800 MWh)                                                     :
     :          :                                                                            :
All  :    31,842:     4,990        117      4,764     21,486     26,519     31,240     31,400:       602        442
Old  :    31,842:     4,990        117      4,764     21,486     26,519     31,240     31,400:       602        442
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :    -1,381:       499       -587         17     -1,857       -805     -1,342     -1,376:       -40         -5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7        0.4       15.0       67.5       83.3       98.1       98.6:       1.9        1.4
Old  :     100.0:      15.7        0.4       15.0       67.5       83.3       98.1       98.6:       1.9        1.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:        13          3         15         25         26         41         41:
Old  :        44:        13          3         15         25         26         41         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.4       47.7       68.8       67.9       22.5       23.5       26.7       28.6
Old  :                 46.4       47.7       68.8       67.9       22.5       23.5       26.7       28.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                                                           Code-064391
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 400 MWh)                                                     :
     :          :                                                                            :
All  :    39,753:     6,690        735        730     32,323     38,163     39,743     39,628:        10        125
Old  :    39,753:     6,690        735        730     32,323     38,163     39,743     39,628:        10        125
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :     1,172:       384        -22         80        854      1,125      1,318      1,183:      -146        -11
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8        1.8        1.8       81.3       96.0      100.0       99.7:       0.0        0.3
Old  :     100.0:      16.8        1.8        1.8       81.3       96.0      100.0       99.7:       0.0        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         6          6          6         23         22         32         31:
Old  :        38:         6          6          6         23         22         32         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.1       62.1       80.5       85.4       46.7       55.9       59.1       63.7
Old  :                 53.1       62.1       80.5       85.4       46.7       55.9       59.1       63.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                                                       Code-064392
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 25 MWh)                                                      :
     :          :                                                                            :
All  :    29,041:     2,650        550        925     25,378     27,556     28,953     29,031:        88         10
Old  :    29,041:     2,650        550        925     25,378     27,556     28,953     29,031:        88         10
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :       762:       275         75          0        497        687        772        762:       -10          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.1        1.9        3.2       87.4       94.9       99.7      100.0:       0.3        0.0
Old  :     100.0:       9.1        1.9        3.2       87.4       94.9       99.7      100.0:       0.3        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         5          2          4         17         18         24         22:
Old  :        29:         5          2          4         17         18         24         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.9       74.2       83.9       89.2       63.3       70.2       78.2       79.5
Old  :                 63.9       74.2       83.9       89.2       63.3       70.2       78.2       79.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                                                         Code-064394
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 50 Megawatt Hours)                                           :
     :          :                                                                            :
All  :   138,137:     7,026      8,865      8,329    122,257    120,851    137,612    138,045:       525         92
Old  :   138,137:     7,026      8,865      8,329    122,257    120,851    137,612    138,045:       525         92
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :    -8,071:      -579       -652        -10     -7,528     -7,409     -8,117     -8,071:        46          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.1        6.4        6.0       88.5       87.5       99.6       99.9:       0.4        0.1
Old  :     100.0:       5.1        6.4        6.0       88.5       87.5       99.6       99.9:       0.4        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:         7          9          6         33         35         43         47:
Old  :        53:         7          9          6         33         35         43         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.6       44.5       67.3       63.3       35.5       31.3       43.0       40.4
Old  :                 48.6       44.5       67.3       63.3       35.5       31.3       43.0       40.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                                                         Code-064395
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 400 Megawatt Hours)                                          :
     :          :                                                                            :
All  :    68,139:       775      2,541      3,341     64,022     62,255     68,138     68,137:         1          2
Old  :    68,139:       775      2,541      3,341     64,022     62,255     68,138     68,137:         1          2
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :    -3,267:      -150     -1,123         21     -3,131     -2,146     -3,260     -3,247:        -7        -20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.1        3.7        4.9       94.0       91.4      100.0      100.0:       0.0        0.0
Old  :     100.0:       1.1        3.7        4.9       94.0       91.4      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:         3         11          7         21         23         29         36:
Old  :        42:         3         11          7         21         23         29         36:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.7       70.0       85.5       84.6       67.2       58.3       74.4       69.3
Old  :                 68.7       70.0       85.5       84.6       67.2       58.3       74.4       69.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                                                     Code-064396
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 25 Megawatt Hours)                                           :
     :          :                                                                            :
All  :    31,573:       275        350         50     31,248     31,158     31,573     31,558:         0         15
Old  :    31,573:       275        350         50     31,248     31,158     31,573     31,558:         0         15
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :    -1,810:        25        -25        -50     -1,785     -1,720     -1,810     -1,795:         0        -15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.9        1.1        0.2       99.0       98.7      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.9        1.1        0.2       99.0       98.7      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         2          2          1         11         17         14         19:
Old  :        26:         2          2          1         11         17         14         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 86.9       80.5       97.7       93.3       78.0       67.5       83.1       79.3
Old  :                 86.9       80.5       97.7       93.3       78.0       67.5       83.1       79.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV                                                       Code-06439A
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 50 Mwh                                                                     :
     :          :                                                                            :
All  :    68,230:    15,885      1,492      4,703     47,272     62,027     67,860     68,222:       370          8
Old  :    68,230:    15,885      1,492      4,703     47,272     62,027     67,860     68,222:       370          8
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :    -3,346:       -25        105       -305     -3,015     -3,145     -3,345     -3,345:        -1         -1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3        2.2        6.9       69.3       90.9       99.5      100.0:       0.5        0.0
Old  :     100.0:      23.3        2.2        6.9       69.3       90.9       99.5      100.0:       0.5        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         4          2          3         26         26         31         30:
Old  :        35:         4          2          3         26         26         31         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.9       54.8       74.0       73.1       46.1       43.4       54.7       54.2
Old  :                 51.9       54.8       74.0       73.1       46.1       43.4       54.7       54.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                                                   Code-06439B
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 800MWh                                                                     :
     :          :                                                                            :
All  :    87,891:    25,874      4,382      4,578     56,490     78,687     86,942     87,647:       949        244
Old  :    87,891:    25,874      4,382      4,578     56,490     78,687     86,942     87,647:       949        244
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :    -1,696:       -28     -1,121        328     -2,101       -959     -1,801     -1,752:       105         56
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.4        5.0        5.2       64.3       89.5       98.9       99.7:       1.1        0.3
Old  :     100.0:      29.4        5.0        5.2       64.3       89.5       98.9       99.7:       1.1        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:         4          7          3         24         25         30         33:
Old  :        37:         4          7          3         24         25         30         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.2       57.9       70.4       76.2       49.9       49.8       61.5       60.9
Old  :                 53.2       57.9       70.4       76.2       49.9       49.8       61.5       60.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                                                   Code-06439C
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    70,737:     3,087         50      1,347     65,792     69,199     70,226     70,596:       511        141
Old  :    70,737:     3,087         50      1,347     65,792     69,199     70,226     70,596:       511        141
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :    -1,978:      -799       -175        179     -1,346     -1,971     -1,966     -1,967:       -12        -11
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.4        0.1        1.9       93.0       97.8       99.3       99.8:       0.7        0.2
Old  :     100.0:       4.4        0.1        1.9       93.0       97.8       99.3       99.8:       0.7        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         3          1          2         25         26         28         29:
Old  :        38:         3          1          2         25         26         28         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.9       70.9       70.2       81.3       47.3       70.9       64.9       78.7
Old  :                 48.9       70.9       70.2       81.3       47.3       70.9       64.9       78.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                                                         Code-06439F
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    95,008:     3,661        125      1,848     88,857     92,953     94,366     94,926:       642         82
Old  :    95,008:     3,661        125      1,848     88,857     92,953     94,366     94,926:       642         82
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :    -4,731:      -941       -200        176     -3,990     -4,707     -4,755     -4,731:        24          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.9        0.1        1.9       93.5       97.8       99.3       99.9:       0.7        0.1
Old  :     100.0:       3.9        0.1        1.9       93.5       97.8       99.3       99.9:       0.7        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:         3          1          2         28         29         31         32:
Old  :        41:         3          1          2         28         29         31         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.5       66.0       68.0       79.9       48.0       65.9       66.3       78.2
Old  :                 48.5       66.0       68.0       79.9       48.0       65.9       66.3       78.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                                                         Code-06439K
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    43,120:       400        420          0     42,600     42,410     43,000     42,830:       120        290
Old  :    43,120:       400        420          0     42,600     42,410     43,000     42,830:       120        290
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :    -2,020:       100          0          0     -2,105     -2,010     -2,005     -2,010:       -15        -10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.9        1.0        0.0       98.8       98.4       99.7       99.3:       0.3        0.7
Old  :     100.0:       0.9        1.0        0.0       98.8       98.4       99.7       99.3:       0.3        0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         1          1          0         19         18         20         19:
Old  :        26:         1          1          0         19         18         20         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 69.1       88.3       87.8       95.7       65.2       85.1       79.1       87.1
Old  :                 69.1       88.3       87.8       95.7       65.2       85.1       79.1       87.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                                                    Code-06439L
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 50 Mwh                                                                     :
     :          :                                                                            :
All  :    25,946:       340        600         20     25,386     25,201     25,746     25,821:       200        125
Old  :    25,946:       340        600         20     25,386     25,201     25,746     25,821:       200        125
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :       515:         5          0         -5        536        525        536        520:       -21         -5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.3        2.3        0.1       97.8       97.1       99.2       99.5:       0.8        0.5
Old  :     100.0:       1.3        2.3        0.1       97.8       97.1       99.2       99.5:       0.8        0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         1          1          1         19         20         20         22:
Old  :        25:         1          1          1         19         20         20         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.3       66.6       80.5       85.7       49.7       52.1       64.2       64.2
Old  :                 54.3       66.6       80.5       85.7       49.7       52.1       64.2       64.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV                                                  Code-06439N
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 800 Mwh                                                                    :
     :          :                                                                            :
All  :    14,090:       525      3,900        125     13,350     10,065     14,000     14,090:        90          0
Old  :    14,090:       525      3,900        125     13,350     10,065     14,000     14,090:        90          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :      -905:      -125        -50          0       -780       -855       -905       -905:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.7       27.7        0.9       94.7       71.4       99.4      100.0:       0.6        0.0
Old  :     100.0:       3.7       27.7        0.9       94.7       71.4       99.4      100.0:       0.6        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         3          1          1         17          8         20         10:
Old  :        22:         3          1          1         17          8         20         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.3       82.2       79.3       98.3       55.8       76.1       70.0       79.8
Old  :                 58.3       82.2       79.3       98.3       55.8       76.1       70.0       79.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                                                    Code-06439R
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 800 Mwh                                                                    :
     :          :                                                                            :
All  :    70,566:    18,791         85      2,579     48,695     67,848     70,066     70,512:       500         54
Old  :    70,566:    18,791         85      2,579     48,695     67,848     70,066     70,512:       500         54
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :    -5,503:     2,216        -44     -2,374     -5,380     -3,051     -5,538     -5,469:        35        -34
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.6        0.1        3.7       69.0       96.1       99.3       99.9:       0.7        0.1
Old  :     100.0:      26.6        0.1        3.7       69.0       96.1       99.3       99.9:       0.7        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:        15          1          9         30         32         46         41:
Old  :        50:        15          1          9         30         32         46         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.5       47.2       55.8       70.0       19.2       28.7       28.2       37.3
Old  :                 32.5       47.2       55.8       70.0       19.2       28.7       28.2       37.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ERCOT NORTH 345KV DA PK DLY FI - ICE FUTURES ENERGY DIV                                                 Code-0643A5
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :     5,000:     1,300      1,000          0      3,700      4,000      5,000      5,000:         0          0
Old  :     5,000:     1,300      1,000          0      3,700      4,000      5,000      5,000:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :       140:       550       -250          0       -410        450        140        200:         0        -60
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.0       20.0        0.0       74.0       80.0      100.0      100.0:       0.0        0.0
Old  :     100.0:      26.0       20.0        0.0       74.0       80.0      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         5          2          0          7         10         12         12:
Old  :        21:         5          2          0          7         10         12         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 75.0       62.0       96.0       91.0       53.0       40.0       63.0       64.0
Old  :                 75.0       62.0       96.0       91.0       53.0       40.0       63.0       64.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV                                                 Code-0643A8
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    26,159:     7,640        220        975     17,248     24,622     25,863     25,817:       296        342
Old  :    26,159:     7,640        220        975     17,248     24,622     25,863     25,817:       296        342
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :    -1,576:        75       -105       -125     -1,520     -1,346     -1,570     -1,576:        -6          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.2        0.8        3.7       65.9       94.1       98.9       98.7:       1.1        1.3
Old  :     100.0:      29.2        0.8        3.7       65.9       94.1       98.9       98.7:       1.1        1.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         4          1          4         17         21         23         25:
Old  :        30:         4          1          4         17         21         23         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.1       47.7       81.4       73.3       50.4       43.0       60.7       57.3
Old  :                 57.1       47.7       81.4       73.3       50.4       43.0       60.7       57.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                                                        Code-0643AZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    52,310:       525        320        100     51,435     51,565     52,060     51,985:       250        325
Old  :    52,310:       525        320        100     51,435     51,565     52,060     51,985:       250        325
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :    -3,450:      -125         40        -40     -3,390     -3,560     -3,555     -3,560:       105        110
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.0        0.6        0.2       98.3       98.6       99.5       99.4:       0.5        0.6
Old  :     100.0:       1.0        0.6        0.2       98.3       98.6       99.5       99.4:       0.5        0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         1          1          1         16         19         18         20:
Old  :        27:         1          1          1         16         19         18         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.9       83.0       86.1       93.1       58.3       80.1       76.1       83.8
Old  :                 62.9       83.0       86.1       93.1       58.3       80.1       76.1       83.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                                                       Code-0643B3
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 800 Mwh                                                                    :
     :          :                                                                            :
All  :    42,965:     1,520      1,650        230     40,737     40,996     42,487     42,876:       478         89
Old  :    42,965:     1,520      1,650        230     40,737     40,996     42,487     42,876:       478         89
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :       307:      -265       -300         -5        489        560        219        255:        88         52
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.5        3.8        0.5       94.8       95.4       98.9       99.8:       1.1        0.2
Old  :     100.0:       3.5        3.8        0.5       94.8       95.4       98.9       99.8:       1.1        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         4          3          3         22         22         26         28:
Old  :        30:         4          3          3         22         22         26         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.0       45.3       72.7       71.5       42.5       28.7       49.6       42.9
Old  :                 51.0       45.3       72.7       71.5       42.5       28.7       49.6       42.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                                                        Code-0643BC
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    62,079:     3,115        200          0     58,531     61,704     61,646     61,904:       433        175
Old  :    62,079:     3,115        200          0     58,531     61,704     61,646     61,904:       433        175
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :    -3,234:      -381          0          0     -2,858     -3,244     -3,239     -3,244:         5         10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.0        0.3        0.0       94.3       99.4       99.3       99.7:       0.7        0.3
Old  :     100.0:       5.0        0.3        0.0       94.3       99.4       99.3       99.7:       0.7        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         2          1          0         24         18         26         19:
Old  :        29:         2          1          0         24         18         26         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.0       91.8       76.2       97.0       54.6       88.0       73.8       90.5
Old  :                 56.0       91.8       76.2       97.0       54.6       88.0       73.8       90.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                                                          Code-0643BE
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    67,897:     3,800      3,700         60     63,917     64,127     67,777     67,887:       120         10
Old  :    67,897:     3,800      3,700         60     63,917     64,127     67,777     67,887:       120         10
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :    -4,703:      -589       -450          0     -4,099     -4,253     -4,688     -4,703:       -15          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.6        5.4        0.1       94.1       94.4       99.8      100.0:       0.2        0.0
Old  :     100.0:       5.6        5.4        0.1       94.1       94.4       99.8      100.0:       0.2        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         2          1          1         26         19         28         21:
Old  :        32:         2          1          1         26         19         28         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.7       82.5       76.9       95.7       52.9       78.6       71.4       87.7
Old  :                 55.7       82.5       76.9       95.7       52.9       78.6       71.4       87.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV                                                      Code-0643BF
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 50MWh                                                                      :
     :          :                                                                            :
All  :    82,319:     4,128      1,079        132     77,974     81,098     82,234     82,309:        85         10
Old  :    82,319:     4,128      1,079        132     77,974     81,098     82,234     82,309:        85         10
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :    -5,752:       -28       -443       -169     -5,532     -5,150     -5,729     -5,762:       -23         10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.0        1.3        0.2       94.7       98.5       99.9      100.0:       0.1        0.0
Old  :     100.0:       5.0        1.3        0.2       94.7       98.5       99.9      100.0:       0.1        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:         3          3          3         25         29         30         33:
Old  :        39:         3          3          3         25         29         30         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.9       55.7       76.9       78.3       59.7       53.2       73.8       70.6
Old  :                 60.9       55.7       76.9       78.3       59.7       53.2       73.8       70.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                                                        Code-0643BG
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 800MWh                                                                     :
     :          :                                                                            :
All  :   104,823:     6,571      5,908      1,117     96,950     97,713    104,637    104,738:       186         85
Old  :   104,823:     6,571      5,908      1,117     96,950     97,713    104,637    104,738:       186         85
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :    -8,424:      -255     -1,606       -229     -7,951     -6,659     -8,435     -8,494:        11         70
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.3        5.6        1.1       92.5       93.2       99.8       99.9:       0.2        0.1
Old  :     100.0:       6.3        5.6        1.1       92.5       93.2       99.8       99.9:       0.2        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        54:         4         13          7         27         32         37         47:
Old  :        54:         4         13          7         27         32         37         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.5       53.0       71.7       74.2       52.8       45.0       66.2       62.2
Old  :                 54.5       53.0       71.7       74.2       52.8       45.0       66.2       62.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                                                               Code-0643BM
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 400MWh                                                                     :
     :          :                                                                            :
All  :    49,560:        50      4,150        400     49,090     44,995     49,540     49,545:        20         15
Old  :    49,560:        50      4,150        400     49,090     44,995     49,540     49,545:        20         15
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :    -4,520:         0       -275          0     -4,520     -4,230     -4,520     -4,505:         0        -15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.1        8.4        0.8       99.1       90.8      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.1        8.4        0.8       99.1       90.8      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         1          5          3         16         14         19         20:
Old  :        29:         1          5          3         16         14         19         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 78.3       84.7       94.9       92.8       78.3       82.4       91.1       88.3
Old  :                 78.3       84.7       94.9       92.8       78.3       82.4       91.1       88.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV                                                           Code-0643BR
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 25MWh                                                                      :
     :          :                                                                            :
All  :    47,535:         0      1,555          0     47,535     45,980     47,535     47,535:         0          0
Old  :    47,535:         0      1,555          0     47,535     45,980     47,535     47,535:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :    -2,700:       -25       -225          0     -2,675     -2,475     -2,700     -2,700:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        3.3        0.0      100.0       96.7      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.0        3.3        0.0      100.0       96.7      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         0          4          0         12          9         12         13:
Old  :        22:         0          4          0         12          9         12         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 80.6       95.6       97.9       98.2       80.6       93.8       95.7       95.9
Old  :                 80.6       95.6       97.9       98.2       80.6       93.8       95.7       95.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV                                                           Code-0643BS
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 50MWh                                                                      :
     :          :                                                                            :
All  :    63,390:     1,131      1,728      1,205     60,941     60,290     63,277     63,223:       113        167
Old  :    63,390:     1,131      1,728      1,205     60,941     60,290     63,277     63,223:       113        167
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :    -1,102:        66       -159        -50     -1,098       -876     -1,082     -1,085:       -20        -17
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.8        2.7        1.9       96.1       95.1       99.8       99.7:       0.2        0.3
Old  :     100.0:       1.8        2.7        1.9       96.1       95.1       99.8       99.7:       0.2        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         3          1          2         23         23         27         25:
Old  :        30:         3          1          2         23         23         27         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.1       84.9       76.1       92.0       49.4       81.9       68.4       84.6
Old  :                 53.1       84.9       76.1       92.0       49.4       81.9       68.4       84.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                                                          Code-0643BT
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 800 MWh                                                                    :
     :          :                                                                            :
All  :    65,786:     1,806      2,025      4,823     58,796     58,779     65,425     65,627:       361        159
Old  :    65,786:     1,806      2,025      4,823     58,796     58,779     65,425     65,627:       361        159
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :       487:       466        207       -198        244        489        512        498:       -25        -11
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.7        3.1        7.3       89.4       89.3       99.5       99.8:       0.5        0.2
Old  :     100.0:       2.7        3.1        7.3       89.4       89.3       99.5       99.8:       0.5        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         6          2          3         22         25         29         29:
Old  :        35:         6          2          3         22         25         29         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.1       73.1       74.9       85.8       50.6       67.5       67.7       75.2
Old  :                 52.1       73.1       74.9       85.8       50.6       67.5       67.7       75.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV                                                           Code-0643BW
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 800MWh                                                                     :
     :          :                                                                            :
All  :    28,546:       700        333         80     27,669     28,081     28,449     28,494:        97         52
Old  :    28,546:       700        333         80     27,669     28,081     28,449     28,494:        97         52
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :    -2,457:       -50         15          0     -2,385     -2,449     -2,435     -2,434:       -22        -23
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.5        1.2        0.3       96.9       98.4       99.7       99.8:       0.3        0.2
Old  :     100.0:       2.5        1.2        0.3       96.9       98.4       99.7       99.8:       0.3        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         1          1          1         18         12         20         13:
Old  :        24:         1          1          1         18         12         20         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.9       86.6       78.7       97.8       60.6       82.4       75.1       87.0
Old  :                 60.9       86.6       78.7       97.8       60.6       82.4       75.1       87.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV                                                         Code-0643BX
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 50MWh                                                                      :
     :          :                                                                            :
All  :    27,253:       545        140          0     26,509     27,093     27,054     27,233:       199         20
Old  :    27,253:       545        140          0     26,509     27,093     27,054     27,233:       199         20
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :    -1,842:       -30        -95          0     -1,791     -1,747     -1,821     -1,842:       -21          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.0        0.5        0.0       97.3       99.4       99.3       99.9:       0.7        0.1
Old  :     100.0:       2.0        0.5        0.0       97.3       99.4       99.3       99.9:       0.7        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         1          1          0         18         11         19         12:
Old  :        24:         1          1          0         18         11         19         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.7       87.5       77.0       98.5       59.4       83.1       73.4       87.7
Old  :                 59.7       87.5       77.0       98.5       59.4       83.1       73.4       87.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                                                           Code-0643BY
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 800MWh                                                                     :
     :          :                                                                            :
All  :    33,394:        61      1,935      3,013     30,304     28,443     33,378     33,391:        16          3
Old  :    33,394:        61      1,935      3,013     30,304     28,443     33,378     33,391:        16          3
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :    -1,160:      -148     -1,355        958     -1,900       -715     -1,090     -1,112:       -70        -48
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.2        5.8        9.0       90.7       85.2      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.2        5.8        9.0       90.7       85.2      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         1          6          7         24         23         31         30:
Old  :        36:         1          6          7         24         23         31         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.3       52.9       83.0       72.1       55.1       49.2       68.4       60.9
Old  :                 64.3       52.9       83.0       72.1       55.1       49.2       68.4       60.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV                                                         Code-0643BZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 50 Mwh                                                                     :
     :          :                                                                            :
All  :    21,876:       954      1,268      1,150     19,275     19,323     21,379     21,741:       497        135
Old  :    21,876:       954      1,268      1,150     19,275     19,323     21,379     21,741:       497        135
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :      -575:       377        -95         63     -1,136       -450       -696       -482:       121        -93
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.4        5.8        5.3       88.1       88.3       97.7       99.4:       2.3        0.6
Old  :     100.0:       4.4        5.8        5.3       88.1       88.3       97.7       99.4:       2.3        0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         3          2          2         14         17         17         21:
Old  :        26:         3          2          2         14         17         17         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 75.3       71.3       90.7       84.6       73.7       70.7       83.9       81.8
Old  :                 75.3       71.3       90.7       84.6       73.7       70.7       83.9       81.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                                                           Code-0643C3
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 800MWh                                                                     :
     :          :                                                                            :
All  :    54,599:     3,544      3,719      1,505     49,501     49,360     54,550     54,584:        49         15
Old  :    54,599:     3,544      3,719      1,505     49,501     49,360     54,550     54,584:        49         15
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :    -1,828:       -89       -701       -440     -1,228       -672     -1,757     -1,813:       -71        -15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.5        6.8        2.8       90.7       90.4       99.9      100.0:       0.1        0.0
Old  :     100.0:       6.5        6.8        2.8       90.7       90.4       99.9      100.0:       0.1        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:         6          3          5         29         27         36         34:
Old  :        42:         6          3          5         29         27         36         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.9       56.3       75.8       77.1       49.0       54.7       61.7       67.2
Old  :                 59.9       56.3       75.8       77.1       49.0       54.7       61.7       67.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                                                         Code-0643C4
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 50MWh                                                                      :
     :          :                                                                            :
All  :    35,246:         0      1,536        674     34,154     32,862     34,828     35,072:       418        174
Old  :    35,246:         0      1,536        674     34,154     32,862     34,828     35,072:       418        174
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :    -1,313:       -35       -209         94     -1,444     -1,198     -1,385     -1,313:        72          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        4.4        1.9       96.9       93.2       98.8       99.5:       1.2        0.5
Old  :     100.0:       0.0        4.4        1.9       96.9       93.2       98.8       99.5:       1.2        0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         0          4          3         22         21         25         25:
Old  :        32:         0          4          3         22         21         25         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.2       66.5       82.5       83.1       57.3       64.9       68.6       72.6
Old  :                 67.2       66.5       82.5       83.1       57.3       64.9       68.6       72.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                                                             Code-0643CB
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 400MWh                                                                     :
     :          :                                                                            :
All  :    21,014:     1,150        225        200     19,484     20,574     20,834     20,999:       180         15
Old  :    21,014:     1,150        225        200     19,484     20,574     20,834     20,999:       180         15
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :       370:       150          0          0        220        370        370        370:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.5        1.1        1.0       92.7       97.9       99.1       99.9:       0.9        0.1
Old  :     100.0:       5.5        1.1        1.0       92.7       97.9       99.1       99.9:       0.9        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         3          1          2         15         16         18         19:
Old  :        24:         3          1          2         15         16         18         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.4       79.1       87.0       89.5       51.1       70.2       68.7       75.5
Old  :                 65.4       79.1       87.0       89.5       51.1       70.2       68.7       75.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV                                        Code-0643CJ
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    12,927:       170        275        400     12,237     12,252     12,807     12,927:       120          0
Old  :    12,927:       170        275        400     12,237     12,252     12,807     12,927:       120          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :    -1,010:      -300        -25        -25       -685       -960     -1,010     -1,010:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.3        2.1        3.1       94.7       94.8       99.1      100.0:       0.9        0.0
Old  :     100.0:       1.3        2.1        3.1       94.7       94.8       99.1      100.0:       0.9        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         2          3          1         13         13         15         17:
Old  :        23:         2          3          1         13         13         15         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.4       80.7       86.4       91.8       52.8       77.9       74.5       81.8
Old  :                 62.4       80.7       86.4       91.8       52.8       77.9       74.5       81.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV                                           Code-0643CK
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    13,749:        50        980        445     13,134     12,324     13,629     13,749:       120          0
Old  :    13,749:        50        980        445     13,134     12,324     13,629     13,749:       120          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :    -1,468:         0       -250       -225     -1,243       -993     -1,468     -1,468:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.4        7.1        3.2       95.5       89.6       99.1      100.0:       0.9        0.0
Old  :     100.0:       0.4        7.1        3.2       95.5       89.6       99.1      100.0:       0.9        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         1          5          1         14         14         16         19:
Old  :        25:         1          5          1         14         14         16         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.3       76.6       84.9       89.5       50.3       74.4       74.0       80.6
Old  :                 60.3       76.6       84.9       89.5       50.3       74.4       74.0       80.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                                                          Code-0643CZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    18,581:     1,495        900        405     16,388     17,236     18,288     18,541:       293         40
Old  :    18,581:     1,495        900        405     16,388     17,236     18,288     18,541:       293         40
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :    -1,784:      -110       -200          0     -1,657     -1,579     -1,767     -1,779:       -17         -5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0        4.8        2.2       88.2       92.8       98.4       99.8:       1.6        0.2
Old  :     100.0:       8.0        4.8        2.2       88.2       92.8       98.4       99.8:       1.6        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         3          1          1         15         15         18         17:
Old  :        28:         3          1          1         15         15         18         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.6       64.2       88.0       83.2       64.5       57.4       79.3       73.4
Old  :                 66.6       64.2       88.0       83.2       64.5       57.4       79.3       73.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV                                                 Code-0643D1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    18,024:     1,580        900        320     16,108     16,764     18,008     17,984:        16         40
Old  :    18,024:     1,580        900        320     16,108     16,764     18,008     17,984:        16         40
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :    -1,544:       -70       -200          0     -1,467     -1,339     -1,537     -1,539:        -7         -5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.8        5.0        1.8       89.4       93.0       99.9       99.8:       0.1        0.2
Old  :     100.0:       8.8        5.0        1.8       89.4       93.0       99.9       99.8:       0.1        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         3          1          1         15         16         18         18:
Old  :        28:         3          1          1         15         16         18         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.8       63.4       88.5       83.1       66.5       54.5       80.0       73.4
Old  :                 68.8       63.4       88.5       83.1       66.5       54.5       80.0       73.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV                                       Code-0643D7
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    45,085:     1,510        500      2,360     41,051     42,225     44,921     45,085:       164          0
Old  :    45,085:     1,510        500      2,360     41,051     42,225     44,921     45,085:       164          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :    -3,851:    -1,040        -75          0     -2,784     -3,776     -3,824     -3,851:       -27          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.3        1.1        5.2       91.1       93.7       99.6      100.0:       0.4        0.0
Old  :     100.0:       3.3        1.1        5.2       91.1       93.7       99.6      100.0:       0.4        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         5          1          4         21         15         27         20:
Old  :        32:         5          1          4         21         15         27         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.5       77.7       82.5       93.1       59.5       70.2       71.7       80.0
Old  :                 63.5       77.7       82.5       93.1       59.5       70.2       71.7       80.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                                                           Code-0643D8
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    44,908:     2,205        640      2,080     40,452     42,188     44,737     44,908:       171          0
Old  :    44,908:     2,205        640      2,080     40,452     42,188     44,737     44,908:       171          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :    -3,431:      -510        -10        -80     -2,811     -3,341     -3,401     -3,431:       -30          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.9        1.4        4.6       90.1       93.9       99.6      100.0:       0.4        0.0
Old  :     100.0:       4.9        1.4        4.6       90.1       93.9       99.6      100.0:       0.4        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         5          2          4         20         16         27         21:
Old  :        33:         5          2          4         20         16         27         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.8       79.3       82.1       92.1       60.1       72.2       72.1       80.8
Old  :                 63.8       79.3       82.1       92.1       60.1       72.2       72.1       80.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                                                      Code-0643DB
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :   118,784:     1,768     10,923      1,055    115,614    106,806    118,437    118,784:       347          0
Old  :   118,784:     1,768     10,923      1,055    115,614    106,806    118,437    118,784:       347          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :    -8,566:      -476     -1,635       -140     -7,935     -6,767     -8,551     -8,542:       -15        -24
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.5        9.2        0.9       97.3       89.9       99.7      100.0:       0.3        0.0
Old  :     100.0:       1.5        9.2        0.9       97.3       89.9       99.7      100.0:       0.3        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        54:         6          8          8         36         26         47         37:
Old  :        54:         6          8          8         36         26         47         37:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.8       51.2       64.0       76.8       31.4       49.5       51.5       66.0
Old  :                 37.8       51.2       64.0       76.8       31.4       49.5       51.5       66.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                                                        Code-0643DC
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 352 MWh                                                                    :
     :          :                                                                            :
All  :   128,955:     2,425     10,114      1,615    124,840    117,226    128,880    128,955:        75          0
Old  :   128,955:     2,425     10,114      1,615    124,840    117,226    128,880    128,955:        75          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :    -9,488:      -647     -2,213         75     -8,904     -7,350     -9,476     -9,488:       -12          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.9        7.8        1.3       96.8       90.9       99.9      100.0:       0.1        0.0
Old  :     100.0:       1.9        7.8        1.3       96.8       90.9       99.9      100.0:       0.1        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        59:         7          9          7         37         32         49         43:
Old  :        59:         7          9          7         37         32         49         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.9       51.3       61.5       77.0       33.2       49.4       51.9       65.1
Old  :                 34.9       51.3       61.5       77.0       33.2       49.4       51.9       65.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                                                   Code-0643DF
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :   490,485:    26,461     28,888     60,629    402,291    399,820    489,381    489,337:     1,104      1,149
Old  :   490,485:    26,461     28,888     60,629    402,291    399,820    489,381    489,337:     1,104      1,149
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :   -11,608:      -151      3,159     -2,751     -9,041    -12,519    -11,942    -12,110:       334        503
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.4        5.9       12.4       82.0       81.5       99.8       99.8:       0.2        0.2
Old  :     100.0:       5.4        5.9       12.4       82.0       81.5       99.8       99.8:       0.2        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        87:        24         17         18         43         40         72         70:
Old  :        87:        24         17         18         43         40         72         70:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.3       37.7       60.6       62.4       13.0       14.2       17.8       20.2
Old  :                 40.3       37.7       60.6       62.4       13.0       14.2       17.8       20.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                                                        Code-0643DL
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    17,689:     3,925          0         75     13,455     17,609     17,455     17,684:       234          5
Old  :    17,689:     3,925          0         75     13,455     17,609     17,455     17,684:       234          5
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :      -850:      -220        -25          0       -823       -825     -1,043       -850:       193          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.2        0.0        0.4       76.1       99.5       98.7      100.0:       1.3        0.0
Old  :     100.0:      22.2        0.0        0.4       76.1       99.5       98.7      100.0:       1.3        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         4          0          2         17          8         21         10:
Old  :        24:         4          0          2         17          8         21         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.4       93.4       76.6       99.5       54.8       90.1       76.0       95.6
Old  :                 55.4       93.4       76.6       99.5       54.8       90.1       76.0       95.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                                               Code-0643DM
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    16,822:     3,505        390         35     12,960     16,397     16,500     16,822:       322          0
Old  :    16,822:     3,505        390         35     12,960     16,397     16,500     16,822:       322          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :      -550:       -40       -125        -10       -682       -415       -732       -550:       182          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8        2.3        0.2       77.0       97.5       98.1      100.0:       1.9        0.0
Old  :     100.0:      20.8        2.3        0.2       77.0       97.5       98.1      100.0:       1.9        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         3          1          2         16          6         20          8:
Old  :        22:         3          1          2         16          6         20          8:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.5       94.5       80.5      100.0       58.2       90.9       78.1       93.2
Old  :                 58.5       94.5       80.5      100.0       58.2       90.9       78.1       93.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV                                                 Code-0643IB
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 16 MWh                                                                     :
     :          :                                                                            :
All  :     9,210:       505      3,115        875      7,365      5,100      8,745      9,090:       465        120
Old  :     9,210:       505      3,115        875      7,365      5,100      8,745      9,090:       465        120
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :       855:      -745      1,595        125      1,680       -535      1,060      1,185:      -205       -330
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.5       33.8        9.5       80.0       55.4       95.0       98.7:       5.0        1.3
Old  :     100.0:       5.5       33.8        9.5       80.0       55.4       95.0       98.7:       5.0        1.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:         4         12          7         28         28         38         41:
Old  :        51:         4         12          7         28         28         38         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.9       32.5       56.1       53.2       29.0       27.1       45.8       43.1
Old  :                 34.9       32.5       56.1       53.2       29.0       27.1       45.8       43.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ARGUS CIF ARA Lg Finl Propane - ICE FUTURES ENERGY DIV                                                  Code-066411
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1000 metric tonnes                                                         :
     :          :                                                                            :
All  :     2,156:       152          0        178      1,395      1,399      1,725      1,577:       431        579
Old  :     2,156:       152          0        178      1,395      1,399      1,725      1,577:       431        579
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :      -270:       -20         -9        -48        -50       -203       -118       -260:      -152        -10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.1        0.0        8.3       64.7       64.9       80.0       73.1:      20.0       26.9
Old  :     100.0:       7.1        0.0        8.3       64.7       64.9       80.0       73.1:      20.0       26.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         3          0          3         15         17         18         20:
Old  :        20:         3          0          3         15         17         18         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.2       27.8       62.1       45.7       25.1       14.5       30.7       21.2
Old  :                 37.2       27.8       62.1       45.7       25.1       14.5       30.7       21.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ARGUS FAR EAST PROPANE - ICE FUTURES ENERGY DIV                                                         Code-066413
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1000  metric tonnes                                                        :
     :          :                                                                            :
All  :     4,389:       207        252        307      3,060      2,974      3,574      3,533:       815        856
Old  :     4,389:       207        252        307      3,060      2,974      3,574      3,533:       815        856
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :      -328:        -4        -54         -9       -231         -2       -244        -65:       -84       -263
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.7        5.7        7.0       69.7       67.8       81.4       80.5:      18.6       19.5
Old  :     100.0:       4.7        5.7        7.0       69.7       67.8       81.4       80.5:      18.6       19.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         4          3          5         20         20         26         26:
Old  :        29:         4          3          5         20         20         26         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.8       31.0       50.6       47.2       23.7       19.9       33.4       28.3
Old  :                 33.8       31.0       50.6       47.2       23.7       19.9       33.4       28.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ETHANE, MT. BELV-ENTERPRISE - ICE FUTURES ENERGY DIV                                                    Code-066416
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 42000 gallons(1000 barrels)                                                :
     :          :                                                                            :
All  :    35,078:     5,611      1,939        116     29,169     32,985     34,896     35,040:       182         38
Old  :    35,078:     5,611      1,939        116     29,169     32,985     34,896     35,040:       182         38
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :    -3,693:      -367       -152          0     -2,405     -2,411     -2,772     -2,563:      -921     -1,130
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0        5.5        0.3       83.2       94.0       99.5       99.9:       0.5        0.1
Old  :     100.0:      16.0        5.5        0.3       83.2       94.0       99.5       99.9:       0.5        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:         5          3          3         36         35         41         41:
Old  :        49:         5          3          3         36         35         41         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.5       43.3       66.7       62.9       43.5       36.7       59.0       54.2
Old  :                 45.5       43.3       66.7       62.9       43.5       36.7       59.0       54.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NAT GASLNE OPIS MT B NONTET FP - ICE FUTURES ENERGY DIV                                                 Code-06641A
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 42000 gallons(1000 barrels)                                                :
     :          :                                                                            :
All  :    14,816:       205         68        103     14,399     14,207     14,707     14,378:       109        438
Old  :    14,816:       205         68        103     14,399     14,207     14,707     14,378:       109        438
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :    -1,678:        30        -22        -23       -625     -1,387       -618     -1,432:    -1,060       -246
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.4        0.5        0.7       97.2       95.9       99.3       97.0:       0.7        3.0
Old  :     100.0:       1.4        0.5        0.7       97.2       95.9       99.3       97.0:       0.7        3.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         2          2          3         22         26         26         29:
Old  :        33:         2          2          3         22         26         26         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.1       47.5       88.3       67.8       43.8       26.2       49.2       39.0
Old  :                 73.1       47.5       88.3       67.8       43.8       26.2       49.2       39.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV                                                  Code-06641D
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 42000 gallons(1000 barrels)                                                :
     :          :                                                                            :
All  :     9,545:       308        287        395      8,358      8,540      9,061      9,222:       484        323
Old  :     9,545:       308        287        395      8,358      8,540      9,061      9,222:       484        323
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :    -1,118:       -22       -174        -70       -420       -569       -512       -813:      -606       -305
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.2        3.0        4.1       87.6       89.5       94.9       96.6:       5.1        3.4
Old  :     100.0:       3.2        3.0        4.1       87.6       89.5       94.9       96.6:       5.1        3.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:         4          2          4         31         26         36         31:
Old  :        44:         4          2          4         31         26         36         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.5       45.0       57.5       65.0       23.3       28.0       34.5       39.9
Old  :                 33.5       45.0       57.5       65.0       23.3       28.0       34.5       39.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PROPANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV                                                 Code-06641F
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 42000 gallons(1000 barrels)                                                :
     :          :                                                                            :
All  :    37,078:       274      1,269        902     35,556     34,582     36,732     36,753:       346        325
Old  :    37,078:       274      1,269        902     35,556     34,582     36,732     36,753:       346        325
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :      -477:       274       -402         62        514        442        850        102:    -1,327       -579
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.7        3.4        2.4       95.9       93.3       99.1       99.1:       0.9        0.9
Old  :     100.0:       0.7        3.4        2.4       95.9       93.3       99.1       99.1:       0.9        0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:         2          4          3         16         28         20         33:
Old  :        41:         2          4          3         16         28         20         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 82.0       52.7       91.6       71.5       78.9       48.6       83.3       64.0
Old  :                 82.0       52.7       91.6       71.5       78.9       48.6       83.3       64.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV                                                 Code-06641G
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 42000 gallons(1000 barrels)                                                :
     :          :                                                                            :
All  :    63,626:     4,567      2,604      2,639     56,129     57,522     63,335     62,765:       291        861
Old  :    63,626:     4,567      2,604      2,639     56,129     57,522     63,335     62,765:       291        861
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :    -4,469:       263       -285       -808     -2,536     -1,681     -3,081     -2,774:    -1,388     -1,695
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.2        4.1        4.1       88.2       90.4       99.5       98.6:       0.5        1.4
Old  :     100.0:       7.2        4.1        4.1       88.2       90.4       99.5       98.6:       0.5        1.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        89:        13         10         17         58         59         78         79:
Old  :        89:        13         10         17         58         59         78         79:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.1       53.1       46.4       62.5       27.7       49.0       38.5       53.2
Old  :                 33.1       53.1       46.4       62.5       27.7       49.0       38.5       53.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV                                                    Code-06742G
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1000 BARRELS                                                               :
     :          :                                                                            :
All  :    29,052:         0          0          0     28,812     29,037     28,812     29,037:       240         15
Old  :    29,052:         0          0          0     28,812     29,037     28,812     29,037:       240         15
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :       843:         0          0          0        843        843        843        843:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       99.2       99.9       99.2       99.9:       0.8        0.1
Old  :     100.0:       0.0        0.0        0.0       99.2       99.9       99.2       99.9:       0.8        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         0          0          0         23         19         23         19:
Old  :        31:         0          0          0         23         19         23         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.1       69.2       73.2       87.9       51.4       69.2       69.0       86.5
Old  :                 55.1       69.2       73.2       87.9       51.4       69.2       69.0       86.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ARGUS MARS vs WTI TRADE MONTH - ICE FUTURES ENERGY DIV                                                  Code-06742R
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1000 barrels                                                               :
     :          :                                                                            :
All  :     7,645:       270        495        125      7,070      6,895      7,465      7,515:       180        130
Old  :     7,645:       270        495        125      7,070      6,895      7,465      7,515:       180        130
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.5        6.5        1.6       92.5       90.2       97.6       98.3:       2.4        1.7
Old  :     100.0:       3.5        6.5        1.6       92.5       90.2       97.6       98.3:       2.4        1.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         1          2          2         11         11         14         13:
Old  :        20:         1          2          2         11         11         14         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.2       74.2       85.5       89.5       49.1       50.4       63.4       61.6
Old  :                 60.2       74.2       85.5       89.5       49.1       50.4       63.4       61.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ARGUS WTI Mid/WTI TRADE MONTH - ICE FUTURES ENERGY DIV                                                  Code-06742U
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2019                        
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1000 barrels                                                               :
     :          :                                                                            :
All  :   218,969:         0          0          0    210,311    208,384    210,311    208,384:     8,658     10,585
Old  :   218,969:         0          0          0    210,311    208,384    210,311    208,384:     8,658     10,585
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :     2,468:         0          0          0      2,738      1,304      2,738      1,304:      -270      1,164
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       96.0       95.2       96.0       95.2:       4.0        4.8
Old  :     100.0:       0.0        0.0        0.0       96.0       95.2       96.0       95.2:       4.0        4.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         0          0          0         14         19         14         19:
Old  :        22:         0          0          0         14         19         14         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 77.9       61.6       89.9       83.6       76.5       61.5       85.1       83.3
Old  :                 77.9       61.6       89.9       83.6       76.5       61.5       85.1       83.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated September 13, 2019